| Trading Metrics calculated at close of trading on 22-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2019 |
22-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
11,600.0 |
11,604.5 |
4.5 |
0.0% |
11,690.0 |
| High |
11,652.0 |
11,640.0 |
-12.0 |
-0.1% |
11,840.0 |
| Low |
11,482.0 |
11,324.5 |
-157.5 |
-1.4% |
11,324.5 |
| Close |
11,571.5 |
11,375.5 |
-196.0 |
-1.7% |
11,375.5 |
| Range |
170.0 |
315.5 |
145.5 |
85.6% |
515.5 |
| ATR |
136.9 |
149.6 |
12.8 |
9.3% |
0.0 |
| Volume |
154,064 |
113,320 |
-40,744 |
-26.4% |
639,238 |
|
| Daily Pivots for day following 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,393.2 |
12,199.8 |
11,549.0 |
|
| R3 |
12,077.7 |
11,884.3 |
11,462.3 |
|
| R2 |
11,762.2 |
11,762.2 |
11,433.3 |
|
| R1 |
11,568.8 |
11,568.8 |
11,404.4 |
11,507.8 |
| PP |
11,446.7 |
11,446.7 |
11,446.7 |
11,416.1 |
| S1 |
11,253.3 |
11,253.3 |
11,346.6 |
11,192.3 |
| S2 |
11,131.2 |
11,131.2 |
11,317.7 |
|
| S3 |
10,815.7 |
10,937.8 |
11,288.7 |
|
| S4 |
10,500.2 |
10,622.3 |
11,202.0 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,059.8 |
12,733.2 |
11,659.0 |
|
| R3 |
12,544.3 |
12,217.7 |
11,517.3 |
|
| R2 |
12,028.8 |
12,028.8 |
11,470.0 |
|
| R1 |
11,702.2 |
11,702.2 |
11,422.8 |
11,607.8 |
| PP |
11,513.3 |
11,513.3 |
11,513.3 |
11,466.1 |
| S1 |
11,186.7 |
11,186.7 |
11,328.2 |
11,092.3 |
| S2 |
10,997.8 |
10,997.8 |
11,281.0 |
|
| S3 |
10,482.3 |
10,671.2 |
11,233.7 |
|
| S4 |
9,966.8 |
10,155.7 |
11,092.0 |
|
|
| 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 |
11,324.5 |
515.5 |
4.5% |
181.7 |
1.6% |
10% |
False |
True |
127,847 |
| 10 |
11,840.0 |
11,324.5 |
515.5 |
4.5% |
156.7 |
1.4% |
10% |
False |
True |
102,231 |
| 20 |
11,840.0 |
11,324.5 |
515.5 |
4.5% |
130.5 |
1.1% |
10% |
False |
True |
53,461 |
| 40 |
11,840.0 |
10,900.0 |
940.0 |
8.3% |
125.9 |
1.1% |
51% |
False |
False |
26,797 |
| 60 |
11,840.0 |
10,303.0 |
1,537.0 |
13.5% |
135.9 |
1.2% |
70% |
False |
False |
17,910 |
| 80 |
11,840.0 |
10,303.0 |
1,537.0 |
13.5% |
125.5 |
1.1% |
70% |
False |
False |
13,456 |
| 100 |
11,840.0 |
10,303.0 |
1,537.0 |
13.5% |
106.4 |
0.9% |
70% |
False |
False |
10,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,980.9 |
|
2.618 |
12,466.0 |
|
1.618 |
12,150.5 |
|
1.000 |
11,955.5 |
|
0.618 |
11,835.0 |
|
HIGH |
11,640.0 |
|
0.618 |
11,519.5 |
|
0.500 |
11,482.3 |
|
0.382 |
11,445.0 |
|
LOW |
11,324.5 |
|
0.618 |
11,129.5 |
|
1.000 |
11,009.0 |
|
1.618 |
10,814.0 |
|
2.618 |
10,498.5 |
|
4.250 |
9,983.6 |
|
|
| Fisher Pivots for day following 22-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,482.3 |
11,537.5 |
| PP |
11,446.7 |
11,483.5 |
| S1 |
11,411.1 |
11,429.5 |
|