| Trading Metrics calculated at close of trading on 29-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2019 |
29-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
2,807.00 |
2,820.50 |
13.50 |
0.5% |
2,813.00 |
| High |
2,824.25 |
2,840.75 |
16.50 |
0.6% |
2,840.75 |
| Low |
2,795.00 |
2,820.25 |
25.25 |
0.9% |
2,789.50 |
| Close |
2,821.00 |
2,837.75 |
16.75 |
0.6% |
2,837.75 |
| Range |
29.25 |
20.50 |
-8.75 |
-29.9% |
51.25 |
| ATR |
32.75 |
31.88 |
-0.88 |
-2.7% |
0.00 |
| Volume |
1,185,882 |
1,491,974 |
306,092 |
25.8% |
7,666,996 |
|
| Daily Pivots for day following 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,894.50 |
2,886.50 |
2,849.00 |
|
| R3 |
2,874.00 |
2,866.00 |
2,843.50 |
|
| R2 |
2,853.50 |
2,853.50 |
2,841.50 |
|
| R1 |
2,845.50 |
2,845.50 |
2,839.75 |
2,849.50 |
| PP |
2,833.00 |
2,833.00 |
2,833.00 |
2,835.00 |
| S1 |
2,825.00 |
2,825.00 |
2,835.75 |
2,829.00 |
| S2 |
2,812.50 |
2,812.50 |
2,834.00 |
|
| S3 |
2,792.00 |
2,804.50 |
2,832.00 |
|
| S4 |
2,771.50 |
2,784.00 |
2,826.50 |
|
|
| Weekly Pivots for week ending 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,976.50 |
2,958.25 |
2,866.00 |
|
| R3 |
2,925.25 |
2,907.00 |
2,851.75 |
|
| R2 |
2,874.00 |
2,874.00 |
2,847.25 |
|
| R1 |
2,855.75 |
2,855.75 |
2,842.50 |
2,865.00 |
| PP |
2,822.75 |
2,822.75 |
2,822.75 |
2,827.25 |
| S1 |
2,804.50 |
2,804.50 |
2,833.00 |
2,813.50 |
| S2 |
2,771.50 |
2,771.50 |
2,828.25 |
|
| S3 |
2,720.25 |
2,753.25 |
2,823.75 |
|
| S4 |
2,669.00 |
2,702.00 |
2,809.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,840.75 |
2,789.50 |
51.25 |
1.8% |
29.50 |
1.0% |
94% |
True |
False |
1,533,399 |
| 10 |
2,866.00 |
2,789.50 |
76.50 |
2.7% |
34.00 |
1.2% |
63% |
False |
False |
1,580,711 |
| 20 |
2,866.00 |
2,726.50 |
139.50 |
4.9% |
32.50 |
1.1% |
80% |
False |
False |
1,313,604 |
| 40 |
2,866.00 |
2,685.75 |
180.25 |
6.4% |
29.25 |
1.0% |
84% |
False |
False |
661,990 |
| 60 |
2,866.00 |
2,442.25 |
423.75 |
14.9% |
32.75 |
1.2% |
93% |
False |
False |
443,744 |
| 80 |
2,866.00 |
2,319.25 |
546.75 |
19.3% |
43.00 |
1.5% |
95% |
False |
False |
333,628 |
| 100 |
2,866.00 |
2,319.25 |
546.75 |
19.3% |
43.25 |
1.5% |
95% |
False |
False |
267,000 |
| 120 |
2,933.00 |
2,319.25 |
613.75 |
21.6% |
45.50 |
1.6% |
84% |
False |
False |
222,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,928.00 |
|
2.618 |
2,894.50 |
|
1.618 |
2,874.00 |
|
1.000 |
2,861.25 |
|
0.618 |
2,853.50 |
|
HIGH |
2,840.75 |
|
0.618 |
2,833.00 |
|
0.500 |
2,830.50 |
|
0.382 |
2,828.00 |
|
LOW |
2,820.25 |
|
0.618 |
2,807.50 |
|
1.000 |
2,799.75 |
|
1.618 |
2,787.00 |
|
2.618 |
2,766.50 |
|
4.250 |
2,733.00 |
|
|
| Fisher Pivots for day following 29-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,835.25 |
2,830.50 |
| PP |
2,833.00 |
2,823.50 |
| S1 |
2,830.50 |
2,816.25 |
|