| Trading Metrics calculated at close of trading on 21-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2019 |
21-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
1,559.6 |
1,544.0 |
-15.6 |
-1.0% |
1,530.7 |
| High |
1,569.2 |
1,575.7 |
6.5 |
0.4% |
1,569.7 |
| Low |
1,538.5 |
1,538.8 |
0.3 |
0.0% |
1,524.3 |
| Close |
1,546.8 |
1,568.6 |
21.8 |
1.4% |
1,559.9 |
| Range |
30.7 |
36.9 |
6.2 |
20.2% |
45.4 |
| ATR |
20.3 |
21.5 |
1.2 |
5.9% |
0.0 |
| Volume |
169,223 |
175,957 |
6,734 |
4.0% |
848,638 |
|
| Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,671.7 |
1,657.1 |
1,588.9 |
|
| R3 |
1,634.8 |
1,620.2 |
1,578.7 |
|
| R2 |
1,597.9 |
1,597.9 |
1,575.4 |
|
| R1 |
1,583.3 |
1,583.3 |
1,572.0 |
1,590.6 |
| PP |
1,561.0 |
1,561.0 |
1,561.0 |
1,564.7 |
| S1 |
1,546.4 |
1,546.4 |
1,565.2 |
1,553.7 |
| S2 |
1,524.1 |
1,524.1 |
1,561.8 |
|
| S3 |
1,487.2 |
1,509.5 |
1,558.5 |
|
| S4 |
1,450.3 |
1,472.6 |
1,548.3 |
|
|
| 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% |
25.3 |
1.6% |
77% |
False |
False |
148,345 |
| 10 |
1,577.7 |
1,517.6 |
60.1 |
3.8% |
21.9 |
1.4% |
85% |
False |
False |
162,840 |
| 20 |
1,607.5 |
1,517.6 |
89.9 |
5.7% |
20.2 |
1.3% |
57% |
False |
False |
87,391 |
| 40 |
1,607.5 |
1,456.2 |
151.3 |
9.6% |
18.6 |
1.2% |
74% |
False |
False |
43,755 |
| 60 |
1,607.5 |
1,260.0 |
347.5 |
22.2% |
22.3 |
1.4% |
89% |
False |
False |
29,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,732.5 |
|
2.618 |
1,672.3 |
|
1.618 |
1,635.4 |
|
1.000 |
1,612.6 |
|
0.618 |
1,598.5 |
|
HIGH |
1,575.7 |
|
0.618 |
1,561.6 |
|
0.500 |
1,557.3 |
|
0.382 |
1,552.9 |
|
LOW |
1,538.8 |
|
0.618 |
1,516.0 |
|
1.000 |
1,501.9 |
|
1.618 |
1,479.1 |
|
2.618 |
1,442.2 |
|
4.250 |
1,382.0 |
|
|
| Fisher Pivots for day following 21-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,564.8 |
1,565.1 |
| PP |
1,561.0 |
1,561.6 |
| S1 |
1,557.3 |
1,558.1 |
|