| Trading Metrics calculated at close of trading on 25-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2019 |
25-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
11,604.5 |
11,336.0 |
-268.5 |
-2.3% |
11,690.0 |
| High |
11,640.0 |
11,409.5 |
-230.5 |
-2.0% |
11,840.0 |
| Low |
11,324.5 |
11,285.0 |
-39.5 |
-0.3% |
11,324.5 |
| Close |
11,375.5 |
11,371.0 |
-4.5 |
0.0% |
11,375.5 |
| Range |
315.5 |
124.5 |
-191.0 |
-60.5% |
515.5 |
| ATR |
149.6 |
147.8 |
-1.8 |
-1.2% |
0.0 |
| Volume |
113,320 |
109,240 |
-4,080 |
-3.6% |
639,238 |
|
| Daily Pivots for day following 25-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,728.7 |
11,674.3 |
11,439.5 |
|
| R3 |
11,604.2 |
11,549.8 |
11,405.2 |
|
| R2 |
11,479.7 |
11,479.7 |
11,393.8 |
|
| R1 |
11,425.3 |
11,425.3 |
11,382.4 |
11,452.5 |
| PP |
11,355.2 |
11,355.2 |
11,355.2 |
11,368.8 |
| S1 |
11,300.8 |
11,300.8 |
11,359.6 |
11,328.0 |
| S2 |
11,230.7 |
11,230.7 |
11,348.2 |
|
| S3 |
11,106.2 |
11,176.3 |
11,336.8 |
|
| S4 |
10,981.7 |
11,051.8 |
11,302.5 |
|
|
| 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 |
11,285.0 |
555.0 |
4.9% |
190.7 |
1.7% |
15% |
False |
True |
126,303 |
| 10 |
11,840.0 |
11,285.0 |
555.0 |
4.9% |
155.5 |
1.4% |
15% |
False |
True |
106,146 |
| 20 |
11,840.0 |
11,285.0 |
555.0 |
4.9% |
133.8 |
1.2% |
15% |
False |
True |
58,920 |
| 40 |
11,840.0 |
10,900.0 |
940.0 |
8.3% |
127.0 |
1.1% |
50% |
False |
False |
29,526 |
| 60 |
11,840.0 |
10,417.0 |
1,423.0 |
12.5% |
131.8 |
1.2% |
67% |
False |
False |
19,728 |
| 80 |
11,840.0 |
10,303.0 |
1,537.0 |
13.5% |
127.0 |
1.1% |
69% |
False |
False |
14,821 |
| 100 |
11,840.0 |
10,303.0 |
1,537.0 |
13.5% |
107.7 |
0.9% |
69% |
False |
False |
11,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,938.6 |
|
2.618 |
11,735.4 |
|
1.618 |
11,610.9 |
|
1.000 |
11,534.0 |
|
0.618 |
11,486.4 |
|
HIGH |
11,409.5 |
|
0.618 |
11,361.9 |
|
0.500 |
11,347.3 |
|
0.382 |
11,332.6 |
|
LOW |
11,285.0 |
|
0.618 |
11,208.1 |
|
1.000 |
11,160.5 |
|
1.618 |
11,083.6 |
|
2.618 |
10,959.1 |
|
4.250 |
10,755.9 |
|
|
| Fisher Pivots for day following 25-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,363.1 |
11,468.5 |
| PP |
11,355.2 |
11,436.0 |
| S1 |
11,347.3 |
11,403.5 |
|