| Trading Metrics calculated at close of trading on 19-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2019 |
19-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
11,690.0 |
11,664.5 |
-25.5 |
-0.2% |
11,496.5 |
| High |
11,728.5 |
11,840.0 |
111.5 |
1.0% |
11,736.0 |
| Low |
11,649.0 |
11,660.0 |
11.0 |
0.1% |
11,475.5 |
| Close |
11,673.0 |
11,806.0 |
133.0 |
1.1% |
11,692.0 |
| Range |
79.5 |
180.0 |
100.5 |
126.4% |
260.5 |
| ATR |
123.8 |
127.8 |
4.0 |
3.2% |
0.0 |
| Volume |
116,962 |
131,534 |
14,572 |
12.5% |
383,072 |
|
| Daily Pivots for day following 19-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,308.7 |
12,237.3 |
11,905.0 |
|
| R3 |
12,128.7 |
12,057.3 |
11,855.5 |
|
| R2 |
11,948.7 |
11,948.7 |
11,839.0 |
|
| R1 |
11,877.3 |
11,877.3 |
11,822.5 |
11,913.0 |
| PP |
11,768.7 |
11,768.7 |
11,768.7 |
11,786.5 |
| S1 |
11,697.3 |
11,697.3 |
11,789.5 |
11,733.0 |
| S2 |
11,588.7 |
11,588.7 |
11,773.0 |
|
| S3 |
11,408.7 |
11,517.3 |
11,756.5 |
|
| S4 |
11,228.7 |
11,337.3 |
11,707.0 |
|
|
| 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 |
11,840.0 |
11,491.0 |
349.0 |
3.0% |
129.1 |
1.1% |
90% |
True |
False |
104,089 |
| 10 |
11,840.0 |
11,420.0 |
420.0 |
3.6% |
124.5 |
1.1% |
92% |
True |
False |
67,468 |
| 20 |
11,840.0 |
11,346.0 |
494.0 |
4.2% |
110.7 |
0.9% |
93% |
True |
False |
33,934 |
| 40 |
11,840.0 |
10,900.0 |
940.0 |
8.0% |
118.4 |
1.0% |
96% |
True |
False |
17,050 |
| 60 |
11,840.0 |
10,303.0 |
1,537.0 |
13.0% |
131.4 |
1.1% |
98% |
True |
False |
11,406 |
| 80 |
11,840.0 |
10,303.0 |
1,537.0 |
13.0% |
119.8 |
1.0% |
98% |
True |
False |
8,572 |
| 100 |
11,840.0 |
10,303.0 |
1,537.0 |
13.0% |
106.5 |
0.9% |
98% |
True |
False |
6,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,605.0 |
|
2.618 |
12,311.2 |
|
1.618 |
12,131.2 |
|
1.000 |
12,020.0 |
|
0.618 |
11,951.2 |
|
HIGH |
11,840.0 |
|
0.618 |
11,771.2 |
|
0.500 |
11,750.0 |
|
0.382 |
11,728.8 |
|
LOW |
11,660.0 |
|
0.618 |
11,548.8 |
|
1.000 |
11,480.0 |
|
1.618 |
11,368.8 |
|
2.618 |
11,188.8 |
|
4.250 |
10,895.0 |
|
|
| Fisher Pivots for day following 19-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,787.3 |
11,775.5 |
| PP |
11,768.7 |
11,745.0 |
| S1 |
11,750.0 |
11,714.5 |
|