| Trading Metrics calculated at close of trading on 27-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2019 |
27-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,808.50 |
2,823.50 |
15.00 |
0.5% |
2,827.00 |
| High |
2,835.00 |
2,831.75 |
-3.25 |
-0.1% |
2,866.00 |
| Low |
2,806.00 |
2,791.75 |
-14.25 |
-0.5% |
2,805.25 |
| Close |
2,823.00 |
2,810.50 |
-12.50 |
-0.4% |
2,810.75 |
| Range |
29.00 |
40.00 |
11.00 |
37.9% |
60.75 |
| ATR |
32.48 |
33.02 |
0.54 |
1.7% |
0.00 |
| Volume |
1,461,068 |
1,726,746 |
265,678 |
18.2% |
8,140,115 |
|
| Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,931.25 |
2,911.00 |
2,832.50 |
|
| R3 |
2,891.25 |
2,871.00 |
2,821.50 |
|
| R2 |
2,851.25 |
2,851.25 |
2,817.75 |
|
| R1 |
2,831.00 |
2,831.00 |
2,814.25 |
2,821.00 |
| PP |
2,811.25 |
2,811.25 |
2,811.25 |
2,806.50 |
| S1 |
2,791.00 |
2,791.00 |
2,806.75 |
2,781.00 |
| S2 |
2,771.25 |
2,771.25 |
2,803.25 |
|
| S3 |
2,731.25 |
2,751.00 |
2,799.50 |
|
| S4 |
2,691.25 |
2,711.00 |
2,788.50 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,009.50 |
2,971.00 |
2,844.25 |
|
| R3 |
2,948.75 |
2,910.25 |
2,827.50 |
|
| R2 |
2,888.00 |
2,888.00 |
2,822.00 |
|
| R1 |
2,849.50 |
2,849.50 |
2,816.25 |
2,838.50 |
| PP |
2,827.25 |
2,827.25 |
2,827.25 |
2,821.75 |
| S1 |
2,788.75 |
2,788.75 |
2,805.25 |
2,777.50 |
| S2 |
2,766.50 |
2,766.50 |
2,799.50 |
|
| S3 |
2,705.75 |
2,728.00 |
2,794.00 |
|
| S4 |
2,645.00 |
2,667.25 |
2,777.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,866.00 |
2,789.50 |
76.50 |
2.7% |
42.00 |
1.5% |
27% |
False |
False |
1,780,386 |
| 10 |
2,866.00 |
2,789.50 |
76.50 |
2.7% |
33.00 |
1.2% |
27% |
False |
False |
1,575,871 |
| 20 |
2,866.00 |
2,726.50 |
139.50 |
5.0% |
31.75 |
1.1% |
60% |
False |
False |
1,181,803 |
| 40 |
2,866.00 |
2,641.50 |
224.50 |
8.0% |
30.25 |
1.1% |
75% |
False |
False |
595,399 |
| 60 |
2,866.00 |
2,442.25 |
423.75 |
15.1% |
33.50 |
1.2% |
87% |
False |
False |
399,239 |
| 80 |
2,866.00 |
2,319.25 |
546.75 |
19.5% |
43.00 |
1.5% |
90% |
False |
False |
300,158 |
| 100 |
2,866.00 |
2,319.25 |
546.75 |
19.5% |
43.75 |
1.6% |
90% |
False |
False |
240,227 |
| 120 |
2,960.75 |
2,319.25 |
641.50 |
22.8% |
45.50 |
1.6% |
77% |
False |
False |
200,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,001.75 |
|
2.618 |
2,936.50 |
|
1.618 |
2,896.50 |
|
1.000 |
2,871.75 |
|
0.618 |
2,856.50 |
|
HIGH |
2,831.75 |
|
0.618 |
2,816.50 |
|
0.500 |
2,811.75 |
|
0.382 |
2,807.00 |
|
LOW |
2,791.75 |
|
0.618 |
2,767.00 |
|
1.000 |
2,751.75 |
|
1.618 |
2,727.00 |
|
2.618 |
2,687.00 |
|
4.250 |
2,621.75 |
|
|
| Fisher Pivots for day following 27-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,811.75 |
2,812.25 |
| PP |
2,811.25 |
2,811.75 |
| S1 |
2,811.00 |
2,811.00 |
|