| Trading Metrics calculated at close of trading on 18-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2019 |
18-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
11,608.5 |
11,690.0 |
81.5 |
0.7% |
11,496.5 |
| High |
11,736.0 |
11,728.5 |
-7.5 |
-0.1% |
11,736.0 |
| Low |
11,589.0 |
11,649.0 |
60.0 |
0.5% |
11,475.5 |
| Close |
11,692.0 |
11,673.0 |
-19.0 |
-0.2% |
11,692.0 |
| Range |
147.0 |
79.5 |
-67.5 |
-45.9% |
260.5 |
| ATR |
127.2 |
123.8 |
-3.4 |
-2.7% |
0.0 |
| Volume |
87,937 |
116,962 |
29,025 |
33.0% |
383,072 |
|
| Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,922.0 |
11,877.0 |
11,716.7 |
|
| R3 |
11,842.5 |
11,797.5 |
11,694.9 |
|
| R2 |
11,763.0 |
11,763.0 |
11,687.6 |
|
| R1 |
11,718.0 |
11,718.0 |
11,680.3 |
11,700.8 |
| PP |
11,683.5 |
11,683.5 |
11,683.5 |
11,674.9 |
| S1 |
11,638.5 |
11,638.5 |
11,665.7 |
11,621.3 |
| S2 |
11,604.0 |
11,604.0 |
11,658.4 |
|
| S3 |
11,524.5 |
11,559.0 |
11,651.1 |
|
| S4 |
11,445.0 |
11,479.5 |
11,629.3 |
|
|
| 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 |
11,491.0 |
245.0 |
2.1% |
120.3 |
1.0% |
74% |
False |
False |
85,989 |
| 10 |
11,736.0 |
11,420.0 |
316.0 |
2.7% |
114.6 |
1.0% |
80% |
False |
False |
54,414 |
| 20 |
11,736.0 |
11,289.5 |
446.5 |
3.8% |
105.3 |
0.9% |
86% |
False |
False |
27,371 |
| 40 |
11,736.0 |
10,900.0 |
836.0 |
7.2% |
116.9 |
1.0% |
92% |
False |
False |
13,763 |
| 60 |
11,736.0 |
10,303.0 |
1,433.0 |
12.3% |
128.9 |
1.1% |
96% |
False |
False |
9,217 |
| 80 |
11,736.0 |
10,303.0 |
1,433.0 |
12.3% |
119.2 |
1.0% |
96% |
False |
False |
6,930 |
| 100 |
11,736.0 |
10,303.0 |
1,433.0 |
12.3% |
105.0 |
0.9% |
96% |
False |
False |
5,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,066.4 |
|
2.618 |
11,936.6 |
|
1.618 |
11,857.1 |
|
1.000 |
11,808.0 |
|
0.618 |
11,777.6 |
|
HIGH |
11,728.5 |
|
0.618 |
11,698.1 |
|
0.500 |
11,688.8 |
|
0.382 |
11,679.4 |
|
LOW |
11,649.0 |
|
0.618 |
11,599.9 |
|
1.000 |
11,569.5 |
|
1.618 |
11,520.4 |
|
2.618 |
11,440.9 |
|
4.250 |
11,311.1 |
|
|
| Fisher Pivots for day following 18-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,688.8 |
11,663.8 |
| PP |
11,683.5 |
11,654.7 |
| S1 |
11,678.3 |
11,645.5 |
|