| Trading Metrics calculated at close of trading on 01-Apr-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2019 |
01-Apr-2019 |
Change |
Change % |
Previous Week |
| Open |
2,820.50 |
2,844.50 |
24.00 |
0.9% |
2,813.00 |
| High |
2,840.75 |
2,873.50 |
32.75 |
1.2% |
2,840.75 |
| Low |
2,820.25 |
2,844.50 |
24.25 |
0.9% |
2,789.50 |
| Close |
2,837.75 |
2,870.50 |
32.75 |
1.2% |
2,837.75 |
| Range |
20.50 |
29.00 |
8.50 |
41.5% |
51.25 |
| ATR |
31.88 |
32.15 |
0.28 |
0.9% |
0.00 |
| Volume |
1,491,974 |
1,217,915 |
-274,059 |
-18.4% |
7,666,996 |
|
| Daily Pivots for day following 01-Apr-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.75 |
2,939.25 |
2,886.50 |
|
| R3 |
2,920.75 |
2,910.25 |
2,878.50 |
|
| R2 |
2,891.75 |
2,891.75 |
2,875.75 |
|
| R1 |
2,881.25 |
2,881.25 |
2,873.25 |
2,886.50 |
| PP |
2,862.75 |
2,862.75 |
2,862.75 |
2,865.50 |
| S1 |
2,852.25 |
2,852.25 |
2,867.75 |
2,857.50 |
| S2 |
2,833.75 |
2,833.75 |
2,865.25 |
|
| S3 |
2,804.75 |
2,823.25 |
2,862.50 |
|
| S4 |
2,775.75 |
2,794.25 |
2,854.50 |
|
|
| 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 |
2,873.50 |
2,791.75 |
81.75 |
2.8% |
29.50 |
1.0% |
96% |
True |
False |
1,416,717 |
| 10 |
2,873.50 |
2,789.50 |
84.00 |
2.9% |
35.00 |
1.2% |
96% |
True |
False |
1,598,848 |
| 20 |
2,873.50 |
2,726.50 |
147.00 |
5.1% |
31.25 |
1.1% |
98% |
True |
False |
1,372,015 |
| 40 |
2,873.50 |
2,685.75 |
187.75 |
6.5% |
29.25 |
1.0% |
98% |
True |
False |
692,296 |
| 60 |
2,873.50 |
2,442.25 |
431.25 |
15.0% |
32.25 |
1.1% |
99% |
True |
False |
463,870 |
| 80 |
2,873.50 |
2,319.25 |
554.25 |
19.3% |
42.75 |
1.5% |
99% |
True |
False |
348,848 |
| 100 |
2,873.50 |
2,319.25 |
554.25 |
19.3% |
43.00 |
1.5% |
99% |
True |
False |
279,177 |
| 120 |
2,916.00 |
2,319.25 |
596.75 |
20.8% |
45.50 |
1.6% |
92% |
False |
False |
232,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,996.75 |
|
2.618 |
2,949.50 |
|
1.618 |
2,920.50 |
|
1.000 |
2,902.50 |
|
0.618 |
2,891.50 |
|
HIGH |
2,873.50 |
|
0.618 |
2,862.50 |
|
0.500 |
2,859.00 |
|
0.382 |
2,855.50 |
|
LOW |
2,844.50 |
|
0.618 |
2,826.50 |
|
1.000 |
2,815.50 |
|
1.618 |
2,797.50 |
|
2.618 |
2,768.50 |
|
4.250 |
2,721.25 |
|
|
| Fisher Pivots for day following 01-Apr-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,866.75 |
2,858.50 |
| PP |
2,862.75 |
2,846.25 |
| S1 |
2,859.00 |
2,834.25 |
|