| Trading Metrics calculated at close of trading on 14-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2019 |
14-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
11,528.0 |
11,627.0 |
99.0 |
0.9% |
11,686.5 |
| High |
11,629.0 |
11,656.0 |
27.0 |
0.2% |
11,692.5 |
| Low |
11,491.0 |
11,555.0 |
64.0 |
0.6% |
11,420.0 |
| Close |
11,595.5 |
11,614.0 |
18.5 |
0.2% |
11,480.5 |
| Range |
138.0 |
101.0 |
-37.0 |
-26.8% |
272.5 |
| ATR |
127.6 |
125.7 |
-1.9 |
-1.5% |
0.0 |
| Volume |
61,697 |
122,315 |
60,618 |
98.3% |
45,481 |
|
| Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,911.3 |
11,863.7 |
11,669.6 |
|
| R3 |
11,810.3 |
11,762.7 |
11,641.8 |
|
| R2 |
11,709.3 |
11,709.3 |
11,632.5 |
|
| R1 |
11,661.7 |
11,661.7 |
11,623.3 |
11,635.0 |
| PP |
11,608.3 |
11,608.3 |
11,608.3 |
11,595.0 |
| S1 |
11,560.7 |
11,560.7 |
11,604.7 |
11,534.0 |
| S2 |
11,507.3 |
11,507.3 |
11,595.5 |
|
| S3 |
11,406.3 |
11,459.7 |
11,586.2 |
|
| S4 |
11,305.3 |
11,358.7 |
11,558.5 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,348.5 |
12,187.0 |
11,630.4 |
|
| R3 |
12,076.0 |
11,914.5 |
11,555.4 |
|
| R2 |
11,803.5 |
11,803.5 |
11,530.5 |
|
| R1 |
11,642.0 |
11,642.0 |
11,505.5 |
11,586.5 |
| PP |
11,531.0 |
11,531.0 |
11,531.0 |
11,503.3 |
| S1 |
11,369.5 |
11,369.5 |
11,455.5 |
11,314.0 |
| S2 |
11,258.5 |
11,258.5 |
11,430.5 |
|
| S3 |
10,986.0 |
11,097.0 |
11,405.6 |
|
| S4 |
10,713.5 |
10,824.5 |
11,330.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,656.0 |
11,420.0 |
236.0 |
2.0% |
118.3 |
1.0% |
82% |
True |
False |
64,687 |
| 10 |
11,692.5 |
11,420.0 |
272.5 |
2.3% |
119.8 |
1.0% |
71% |
False |
False |
34,106 |
| 20 |
11,692.5 |
11,030.0 |
662.5 |
5.7% |
112.6 |
1.0% |
88% |
False |
False |
17,141 |
| 40 |
11,692.5 |
10,900.0 |
792.5 |
6.8% |
119.1 |
1.0% |
90% |
False |
False |
8,651 |
| 60 |
11,692.5 |
10,303.0 |
1,389.5 |
12.0% |
129.7 |
1.1% |
94% |
False |
False |
5,806 |
| 80 |
11,692.5 |
10,303.0 |
1,389.5 |
12.0% |
118.1 |
1.0% |
94% |
False |
False |
4,373 |
| 100 |
11,692.5 |
10,303.0 |
1,389.5 |
12.0% |
103.0 |
0.9% |
94% |
False |
False |
3,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,085.3 |
|
2.618 |
11,920.4 |
|
1.618 |
11,819.4 |
|
1.000 |
11,757.0 |
|
0.618 |
11,718.4 |
|
HIGH |
11,656.0 |
|
0.618 |
11,617.4 |
|
0.500 |
11,605.5 |
|
0.382 |
11,593.6 |
|
LOW |
11,555.0 |
|
0.618 |
11,492.6 |
|
1.000 |
11,454.0 |
|
1.618 |
11,391.6 |
|
2.618 |
11,290.6 |
|
4.250 |
11,125.8 |
|
|
| Fisher Pivots for day following 14-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,611.2 |
11,600.5 |
| PP |
11,608.3 |
11,587.0 |
| S1 |
11,605.5 |
11,573.5 |
|