| 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 |
1,303.54 |
1,302.70 |
-0.84 |
-0.1% |
1,298.30 |
| High |
1,310.28 |
1,315.44 |
5.16 |
0.4% |
1,310.99 |
| Low |
1,302.64 |
1,299.65 |
-2.99 |
-0.2% |
1,290.58 |
| Close |
1,306.37 |
1,312.29 |
5.92 |
0.5% |
1,302.00 |
| Range |
7.64 |
15.79 |
8.15 |
106.7% |
20.41 |
| ATR |
10.86 |
11.21 |
0.35 |
3.2% |
0.00 |
| Volume |
5,793 |
6,336 |
543 |
9.4% |
30,051 |
|
| Daily Pivots for day following 20-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,356.50 |
1,350.18 |
1,320.97 |
|
| R3 |
1,340.71 |
1,334.39 |
1,316.63 |
|
| R2 |
1,324.92 |
1,324.92 |
1,315.18 |
|
| R1 |
1,318.60 |
1,318.60 |
1,313.74 |
1,321.76 |
| PP |
1,309.13 |
1,309.13 |
1,309.13 |
1,310.71 |
| S1 |
1,302.81 |
1,302.81 |
1,310.84 |
1,305.97 |
| S2 |
1,293.34 |
1,293.34 |
1,309.40 |
|
| S3 |
1,277.55 |
1,287.02 |
1,307.95 |
|
| S4 |
1,261.76 |
1,271.23 |
1,303.61 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,362.42 |
1,352.62 |
1,313.23 |
|
| R3 |
1,342.01 |
1,332.21 |
1,307.61 |
|
| R2 |
1,321.60 |
1,321.60 |
1,305.74 |
|
| R1 |
1,311.80 |
1,311.80 |
1,303.87 |
1,316.70 |
| PP |
1,301.19 |
1,301.19 |
1,301.19 |
1,303.64 |
| S1 |
1,291.39 |
1,291.39 |
1,300.13 |
1,296.29 |
| S2 |
1,280.78 |
1,280.78 |
1,298.26 |
|
| S3 |
1,260.37 |
1,270.98 |
1,296.39 |
|
| S4 |
1,239.96 |
1,250.57 |
1,290.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,315.44 |
1,293.43 |
22.01 |
1.7% |
11.93 |
0.9% |
86% |
True |
False |
6,051 |
| 10 |
1,315.44 |
1,282.12 |
33.32 |
2.5% |
10.93 |
0.8% |
91% |
True |
False |
6,008 |
| 20 |
1,340.82 |
1,282.02 |
58.80 |
4.5% |
11.57 |
0.9% |
51% |
False |
False |
6,121 |
| 40 |
1,346.45 |
1,277.39 |
69.06 |
5.3% |
11.05 |
0.8% |
51% |
False |
False |
8,839 |
| 60 |
1,346.45 |
1,264.77 |
81.68 |
6.2% |
10.56 |
0.8% |
58% |
False |
False |
9,389 |
| 80 |
1,346.45 |
1,211.24 |
135.21 |
10.3% |
10.60 |
0.8% |
75% |
False |
False |
9,670 |
| 100 |
1,346.45 |
1,196.39 |
150.06 |
11.4% |
10.50 |
0.8% |
77% |
False |
False |
9,885 |
| 120 |
1,346.45 |
1,184.03 |
162.42 |
12.4% |
10.79 |
0.8% |
79% |
False |
False |
9,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,382.55 |
|
2.618 |
1,356.78 |
|
1.618 |
1,340.99 |
|
1.000 |
1,331.23 |
|
0.618 |
1,325.20 |
|
HIGH |
1,315.44 |
|
0.618 |
1,309.41 |
|
0.500 |
1,307.55 |
|
0.382 |
1,305.68 |
|
LOW |
1,299.65 |
|
0.618 |
1,289.89 |
|
1.000 |
1,283.86 |
|
1.618 |
1,274.10 |
|
2.618 |
1,258.31 |
|
4.250 |
1,232.54 |
|
|
| Fisher Pivots for day following 20-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,310.71 |
1,310.49 |
| PP |
1,309.13 |
1,308.69 |
| S1 |
1,307.55 |
1,306.89 |
|