| Trading Metrics calculated at close of trading on 15-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
11,627.0 |
11,608.5 |
-18.5 |
-0.2% |
11,496.5 |
| High |
11,656.0 |
11,736.0 |
80.0 |
0.7% |
11,736.0 |
| Low |
11,555.0 |
11,589.0 |
34.0 |
0.3% |
11,475.5 |
| Close |
11,614.0 |
11,692.0 |
78.0 |
0.7% |
11,692.0 |
| Range |
101.0 |
147.0 |
46.0 |
45.5% |
260.5 |
| ATR |
125.7 |
127.2 |
1.5 |
1.2% |
0.0 |
| Volume |
122,315 |
87,937 |
-34,378 |
-28.1% |
383,072 |
|
| Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,113.3 |
12,049.7 |
11,772.9 |
|
| R3 |
11,966.3 |
11,902.7 |
11,732.4 |
|
| R2 |
11,819.3 |
11,819.3 |
11,719.0 |
|
| R1 |
11,755.7 |
11,755.7 |
11,705.5 |
11,787.5 |
| PP |
11,672.3 |
11,672.3 |
11,672.3 |
11,688.3 |
| S1 |
11,608.7 |
11,608.7 |
11,678.5 |
11,640.5 |
| S2 |
11,525.3 |
11,525.3 |
11,665.1 |
|
| S3 |
11,378.3 |
11,461.7 |
11,651.6 |
|
| S4 |
11,231.3 |
11,314.7 |
11,611.2 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,416.0 |
12,314.5 |
11,835.3 |
|
| R3 |
12,155.5 |
12,054.0 |
11,763.6 |
|
| R2 |
11,895.0 |
11,895.0 |
11,739.8 |
|
| R1 |
11,793.5 |
11,793.5 |
11,715.9 |
11,844.3 |
| PP |
11,634.5 |
11,634.5 |
11,634.5 |
11,659.9 |
| S1 |
11,533.0 |
11,533.0 |
11,668.1 |
11,583.8 |
| S2 |
11,374.0 |
11,374.0 |
11,644.2 |
|
| S3 |
11,113.5 |
11,272.5 |
11,620.4 |
|
| S4 |
10,853.0 |
11,012.0 |
11,548.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,736.0 |
11,475.5 |
260.5 |
2.2% |
131.7 |
1.1% |
83% |
True |
False |
76,614 |
| 10 |
11,736.0 |
11,420.0 |
316.0 |
2.7% |
122.0 |
1.0% |
86% |
True |
False |
42,855 |
| 20 |
11,736.0 |
11,277.5 |
458.5 |
3.9% |
105.0 |
0.9% |
90% |
True |
False |
21,533 |
| 40 |
11,736.0 |
10,900.0 |
836.0 |
7.2% |
116.0 |
1.0% |
95% |
True |
False |
10,849 |
| 60 |
11,736.0 |
10,303.0 |
1,433.0 |
12.3% |
130.1 |
1.1% |
97% |
True |
False |
7,271 |
| 80 |
11,736.0 |
10,303.0 |
1,433.0 |
12.3% |
119.9 |
1.0% |
97% |
True |
False |
5,471 |
| 100 |
11,736.0 |
10,303.0 |
1,433.0 |
12.3% |
104.5 |
0.9% |
97% |
True |
False |
4,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,360.8 |
|
2.618 |
12,120.8 |
|
1.618 |
11,973.8 |
|
1.000 |
11,883.0 |
|
0.618 |
11,826.8 |
|
HIGH |
11,736.0 |
|
0.618 |
11,679.8 |
|
0.500 |
11,662.5 |
|
0.382 |
11,645.2 |
|
LOW |
11,589.0 |
|
0.618 |
11,498.2 |
|
1.000 |
11,442.0 |
|
1.618 |
11,351.2 |
|
2.618 |
11,204.2 |
|
4.250 |
10,964.3 |
|
|
| Fisher Pivots for day following 15-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,682.2 |
11,665.8 |
| PP |
11,672.3 |
11,639.7 |
| S1 |
11,662.5 |
11,613.5 |
|