| Trading Metrics calculated at close of trading on 28-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2019 |
28-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,823.50 |
2,807.00 |
-16.50 |
-0.6% |
2,827.00 |
| High |
2,831.75 |
2,824.25 |
-7.50 |
-0.3% |
2,866.00 |
| Low |
2,791.75 |
2,795.00 |
3.25 |
0.1% |
2,805.25 |
| Close |
2,810.50 |
2,821.00 |
10.50 |
0.4% |
2,810.75 |
| Range |
40.00 |
29.25 |
-10.75 |
-26.9% |
60.75 |
| ATR |
33.02 |
32.75 |
-0.27 |
-0.8% |
0.00 |
| Volume |
1,726,746 |
1,185,882 |
-540,864 |
-31.3% |
8,140,115 |
|
| Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.25 |
2,890.25 |
2,837.00 |
|
| R3 |
2,872.00 |
2,861.00 |
2,829.00 |
|
| R2 |
2,842.75 |
2,842.75 |
2,826.25 |
|
| R1 |
2,831.75 |
2,831.75 |
2,823.75 |
2,837.25 |
| PP |
2,813.50 |
2,813.50 |
2,813.50 |
2,816.00 |
| S1 |
2,802.50 |
2,802.50 |
2,818.25 |
2,808.00 |
| S2 |
2,784.25 |
2,784.25 |
2,815.75 |
|
| S3 |
2,755.00 |
2,773.25 |
2,813.00 |
|
| S4 |
2,725.75 |
2,744.00 |
2,805.00 |
|
|
| 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 |
2,864.75 |
2,789.50 |
75.25 |
2.7% |
37.25 |
1.3% |
42% |
False |
False |
1,685,972 |
| 10 |
2,866.00 |
2,789.50 |
76.50 |
2.7% |
34.25 |
1.2% |
41% |
False |
False |
1,569,749 |
| 20 |
2,866.00 |
2,726.50 |
139.50 |
4.9% |
32.50 |
1.2% |
68% |
False |
False |
1,239,957 |
| 40 |
2,866.00 |
2,681.25 |
184.75 |
6.5% |
29.50 |
1.0% |
76% |
False |
False |
624,852 |
| 60 |
2,866.00 |
2,442.25 |
423.75 |
15.0% |
33.50 |
1.2% |
89% |
False |
False |
418,950 |
| 80 |
2,866.00 |
2,319.25 |
546.75 |
19.4% |
43.00 |
1.5% |
92% |
False |
False |
314,981 |
| 100 |
2,866.00 |
2,319.25 |
546.75 |
19.4% |
43.50 |
1.5% |
92% |
False |
False |
252,081 |
| 120 |
2,940.50 |
2,319.25 |
621.25 |
22.0% |
45.50 |
1.6% |
81% |
False |
False |
210,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,948.50 |
|
2.618 |
2,900.75 |
|
1.618 |
2,871.50 |
|
1.000 |
2,853.50 |
|
0.618 |
2,842.25 |
|
HIGH |
2,824.25 |
|
0.618 |
2,813.00 |
|
0.500 |
2,809.50 |
|
0.382 |
2,806.25 |
|
LOW |
2,795.00 |
|
0.618 |
2,777.00 |
|
1.000 |
2,765.75 |
|
1.618 |
2,747.75 |
|
2.618 |
2,718.50 |
|
4.250 |
2,670.75 |
|
|
| Fisher Pivots for day following 28-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,817.25 |
2,818.50 |
| PP |
2,813.50 |
2,816.00 |
| S1 |
2,809.50 |
2,813.50 |
|