| Trading Metrics calculated at close of trading on 20-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2019 |
20-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1,570.7 |
1,559.6 |
-11.1 |
-0.7% |
1,530.7 |
| High |
1,577.7 |
1,569.2 |
-8.5 |
-0.5% |
1,569.7 |
| Low |
1,556.4 |
1,538.5 |
-17.9 |
-1.2% |
1,524.3 |
| Close |
1,558.7 |
1,546.8 |
-11.9 |
-0.8% |
1,559.9 |
| Range |
21.3 |
30.7 |
9.4 |
44.1% |
45.4 |
| ATR |
19.5 |
20.3 |
0.8 |
4.1% |
0.0 |
| Volume |
129,533 |
169,223 |
39,690 |
30.6% |
848,638 |
|
| Daily Pivots for day following 20-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,643.6 |
1,625.9 |
1,563.7 |
|
| R3 |
1,612.9 |
1,595.2 |
1,555.2 |
|
| R2 |
1,582.2 |
1,582.2 |
1,552.4 |
|
| R1 |
1,564.5 |
1,564.5 |
1,549.6 |
1,558.0 |
| PP |
1,551.5 |
1,551.5 |
1,551.5 |
1,548.3 |
| S1 |
1,533.8 |
1,533.8 |
1,544.0 |
1,527.3 |
| S2 |
1,520.8 |
1,520.8 |
1,541.2 |
|
| S3 |
1,490.1 |
1,503.1 |
1,538.4 |
|
| S4 |
1,459.4 |
1,472.4 |
1,529.9 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,687.5 |
1,669.1 |
1,584.9 |
|
| R3 |
1,642.1 |
1,623.7 |
1,572.4 |
|
| R2 |
1,596.7 |
1,596.7 |
1,568.2 |
|
| R1 |
1,578.3 |
1,578.3 |
1,564.1 |
1,587.5 |
| PP |
1,551.3 |
1,551.3 |
1,551.3 |
1,555.9 |
| S1 |
1,532.9 |
1,532.9 |
1,555.7 |
1,542.1 |
| S2 |
1,505.9 |
1,505.9 |
1,551.6 |
|
| S3 |
1,460.5 |
1,487.5 |
1,547.4 |
|
| S4 |
1,415.1 |
1,442.1 |
1,534.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,577.7 |
1,538.5 |
39.2 |
2.5% |
20.9 |
1.3% |
21% |
False |
True |
136,036 |
| 10 |
1,577.7 |
1,517.6 |
60.1 |
3.9% |
20.4 |
1.3% |
49% |
False |
False |
154,678 |
| 20 |
1,607.5 |
1,517.6 |
89.9 |
5.8% |
19.3 |
1.2% |
32% |
False |
False |
78,604 |
| 40 |
1,607.5 |
1,450.0 |
157.5 |
10.2% |
18.3 |
1.2% |
61% |
False |
False |
39,356 |
| 60 |
1,607.5 |
1,260.0 |
347.5 |
22.5% |
22.5 |
1.5% |
83% |
False |
False |
26,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,699.7 |
|
2.618 |
1,649.6 |
|
1.618 |
1,618.9 |
|
1.000 |
1,599.9 |
|
0.618 |
1,588.2 |
|
HIGH |
1,569.2 |
|
0.618 |
1,557.5 |
|
0.500 |
1,553.9 |
|
0.382 |
1,550.2 |
|
LOW |
1,538.5 |
|
0.618 |
1,519.5 |
|
1.000 |
1,507.8 |
|
1.618 |
1,488.8 |
|
2.618 |
1,458.1 |
|
4.250 |
1,408.0 |
|
|
| Fisher Pivots for day following 20-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,553.9 |
1,558.1 |
| PP |
1,551.5 |
1,554.3 |
| S1 |
1,549.2 |
1,550.6 |
|