| 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 |
1,532.0 |
1,524.2 |
-7.8 |
-0.5% |
1,558.1 |
| High |
1,536.8 |
1,542.9 |
6.1 |
0.4% |
1,577.7 |
| Low |
1,508.0 |
1,517.6 |
9.6 |
0.6% |
1,508.5 |
| Close |
1,526.3 |
1,540.2 |
13.9 |
0.9% |
1,511.1 |
| Range |
28.8 |
25.3 |
-3.5 |
-12.2% |
69.2 |
| ATR |
24.9 |
25.0 |
0.0 |
0.1% |
0.0 |
| Volume |
142,003 |
120,898 |
-21,105 |
-14.9% |
853,438 |
|
| Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,609.5 |
1,600.1 |
1,554.1 |
|
| R3 |
1,584.2 |
1,574.8 |
1,547.2 |
|
| R2 |
1,558.9 |
1,558.9 |
1,544.8 |
|
| R1 |
1,549.5 |
1,549.5 |
1,542.5 |
1,554.2 |
| PP |
1,533.6 |
1,533.6 |
1,533.6 |
1,535.9 |
| S1 |
1,524.2 |
1,524.2 |
1,537.9 |
1,528.9 |
| S2 |
1,508.3 |
1,508.3 |
1,535.6 |
|
| S3 |
1,483.0 |
1,498.9 |
1,533.2 |
|
| S4 |
1,457.7 |
1,473.6 |
1,526.3 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,740.0 |
1,694.8 |
1,549.2 |
|
| R3 |
1,670.8 |
1,625.6 |
1,530.1 |
|
| R2 |
1,601.6 |
1,601.6 |
1,523.8 |
|
| R1 |
1,556.4 |
1,556.4 |
1,517.4 |
1,544.4 |
| PP |
1,532.4 |
1,532.4 |
1,532.4 |
1,526.5 |
| S1 |
1,487.2 |
1,487.2 |
1,504.8 |
1,475.2 |
| S2 |
1,463.2 |
1,463.2 |
1,498.4 |
|
| S3 |
1,394.0 |
1,418.0 |
1,492.1 |
|
| S4 |
1,324.8 |
1,348.8 |
1,473.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,569.9 |
1,497.4 |
72.5 |
4.7% |
33.8 |
2.2% |
59% |
False |
False |
165,109 |
| 10 |
1,577.7 |
1,497.4 |
80.3 |
5.2% |
29.5 |
1.9% |
53% |
False |
False |
156,727 |
| 20 |
1,602.1 |
1,497.4 |
104.7 |
6.8% |
25.3 |
1.6% |
41% |
False |
False |
128,465 |
| 40 |
1,607.5 |
1,490.5 |
117.0 |
7.6% |
20.5 |
1.3% |
42% |
False |
False |
64,391 |
| 60 |
1,607.5 |
1,328.1 |
279.4 |
18.1% |
21.6 |
1.4% |
76% |
False |
False |
42,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,650.4 |
|
2.618 |
1,609.1 |
|
1.618 |
1,583.8 |
|
1.000 |
1,568.2 |
|
0.618 |
1,558.5 |
|
HIGH |
1,542.9 |
|
0.618 |
1,533.2 |
|
0.500 |
1,530.3 |
|
0.382 |
1,527.3 |
|
LOW |
1,517.6 |
|
0.618 |
1,502.0 |
|
1.000 |
1,492.3 |
|
1.618 |
1,476.7 |
|
2.618 |
1,451.4 |
|
4.250 |
1,410.1 |
|
|
| Fisher Pivots for day following 28-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,536.9 |
1,535.3 |
| PP |
1,533.6 |
1,530.4 |
| S1 |
1,530.3 |
1,525.5 |
|