| Trading Metrics calculated at close of trading on 02-Apr-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2019 |
02-Apr-2019 |
Change |
Change % |
Previous Week |
| Open |
2,844.50 |
2,868.50 |
24.00 |
0.8% |
2,813.00 |
| High |
2,873.50 |
2,873.75 |
0.25 |
0.0% |
2,840.75 |
| Low |
2,844.50 |
2,862.25 |
17.75 |
0.6% |
2,789.50 |
| Close |
2,870.50 |
2,867.00 |
-3.50 |
-0.1% |
2,837.75 |
| Range |
29.00 |
11.50 |
-17.50 |
-60.3% |
51.25 |
| ATR |
32.15 |
30.68 |
-1.48 |
-4.6% |
0.00 |
| Volume |
1,217,915 |
849,784 |
-368,131 |
-30.2% |
7,666,996 |
|
| Daily Pivots for day following 02-Apr-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,902.25 |
2,896.00 |
2,873.25 |
|
| R3 |
2,890.75 |
2,884.50 |
2,870.25 |
|
| R2 |
2,879.25 |
2,879.25 |
2,869.00 |
|
| R1 |
2,873.00 |
2,873.00 |
2,868.00 |
2,870.50 |
| PP |
2,867.75 |
2,867.75 |
2,867.75 |
2,866.25 |
| S1 |
2,861.50 |
2,861.50 |
2,866.00 |
2,859.00 |
| S2 |
2,856.25 |
2,856.25 |
2,865.00 |
|
| S3 |
2,844.75 |
2,850.00 |
2,863.75 |
|
| S4 |
2,833.25 |
2,838.50 |
2,860.75 |
|
|
| 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 |
2,873.75 |
2,791.75 |
82.00 |
2.9% |
26.00 |
0.9% |
92% |
True |
False |
1,294,460 |
| 10 |
2,873.75 |
2,789.50 |
84.25 |
2.9% |
33.25 |
1.2% |
92% |
True |
False |
1,534,069 |
| 20 |
2,873.75 |
2,726.50 |
147.25 |
5.1% |
31.00 |
1.1% |
95% |
True |
False |
1,410,946 |
| 40 |
2,873.75 |
2,685.75 |
188.00 |
6.6% |
29.00 |
1.0% |
96% |
True |
False |
713,353 |
| 60 |
2,873.75 |
2,528.50 |
345.25 |
12.0% |
30.75 |
1.1% |
98% |
True |
False |
477,851 |
| 80 |
2,873.75 |
2,319.25 |
554.50 |
19.3% |
41.75 |
1.5% |
99% |
True |
False |
359,469 |
| 100 |
2,873.75 |
2,319.25 |
554.50 |
19.3% |
42.75 |
1.5% |
99% |
True |
False |
287,656 |
| 120 |
2,916.00 |
2,319.25 |
596.75 |
20.8% |
45.25 |
1.6% |
92% |
False |
False |
239,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,922.50 |
|
2.618 |
2,903.75 |
|
1.618 |
2,892.25 |
|
1.000 |
2,885.25 |
|
0.618 |
2,880.75 |
|
HIGH |
2,873.75 |
|
0.618 |
2,869.25 |
|
0.500 |
2,868.00 |
|
0.382 |
2,866.75 |
|
LOW |
2,862.25 |
|
0.618 |
2,855.25 |
|
1.000 |
2,850.75 |
|
1.618 |
2,843.75 |
|
2.618 |
2,832.25 |
|
4.250 |
2,813.50 |
|
|
| Fisher Pivots for day following 02-Apr-2019 |
| Pivot |
1 day |
3 day |
| R1 |
2,868.00 |
2,860.25 |
| PP |
2,867.75 |
2,853.75 |
| S1 |
2,867.25 |
2,847.00 |
|