| Trading Metrics calculated at close of trading on 28-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2019 |
28-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
11,441.0 |
11,433.5 |
-7.5 |
-0.1% |
11,690.0 |
| High |
11,521.5 |
11,513.0 |
-8.5 |
-0.1% |
11,840.0 |
| Low |
11,382.5 |
11,403.5 |
21.0 |
0.2% |
11,324.5 |
| Close |
11,432.5 |
11,447.5 |
15.0 |
0.1% |
11,375.5 |
| Range |
139.0 |
109.5 |
-29.5 |
-21.2% |
515.5 |
| ATR |
147.2 |
144.5 |
-2.7 |
-1.8% |
0.0 |
| Volume |
102,374 |
109,949 |
7,575 |
7.4% |
639,238 |
|
| Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,783.2 |
11,724.8 |
11,507.7 |
|
| R3 |
11,673.7 |
11,615.3 |
11,477.6 |
|
| R2 |
11,564.2 |
11,564.2 |
11,467.6 |
|
| R1 |
11,505.8 |
11,505.8 |
11,457.5 |
11,535.0 |
| PP |
11,454.7 |
11,454.7 |
11,454.7 |
11,469.3 |
| S1 |
11,396.3 |
11,396.3 |
11,437.5 |
11,425.5 |
| S2 |
11,345.2 |
11,345.2 |
11,427.4 |
|
| S3 |
11,235.7 |
11,286.8 |
11,417.4 |
|
| S4 |
11,126.2 |
11,177.3 |
11,387.3 |
|
|
| 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 |
11,640.0 |
11,285.0 |
355.0 |
3.1% |
167.3 |
1.5% |
46% |
False |
False |
112,696 |
| 10 |
11,840.0 |
11,285.0 |
555.0 |
4.8% |
157.7 |
1.4% |
29% |
False |
False |
117,733 |
| 20 |
11,840.0 |
11,285.0 |
555.0 |
4.8% |
138.7 |
1.2% |
29% |
False |
False |
75,920 |
| 40 |
11,840.0 |
10,900.0 |
940.0 |
8.2% |
126.0 |
1.1% |
58% |
False |
False |
38,041 |
| 60 |
11,840.0 |
10,520.0 |
1,320.0 |
11.5% |
129.8 |
1.1% |
70% |
False |
False |
25,407 |
| 80 |
11,840.0 |
10,303.0 |
1,537.0 |
13.4% |
130.1 |
1.1% |
74% |
False |
False |
19,081 |
| 100 |
11,840.0 |
10,303.0 |
1,537.0 |
13.4% |
111.7 |
1.0% |
74% |
False |
False |
15,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,978.4 |
|
2.618 |
11,799.7 |
|
1.618 |
11,690.2 |
|
1.000 |
11,622.5 |
|
0.618 |
11,580.7 |
|
HIGH |
11,513.0 |
|
0.618 |
11,471.2 |
|
0.500 |
11,458.3 |
|
0.382 |
11,445.3 |
|
LOW |
11,403.5 |
|
0.618 |
11,335.8 |
|
1.000 |
11,294.0 |
|
1.618 |
11,226.3 |
|
2.618 |
11,116.8 |
|
4.250 |
10,938.1 |
|
|
| Fisher Pivots for day following 28-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,458.3 |
11,438.0 |
| PP |
11,454.7 |
11,428.5 |
| S1 |
11,451.1 |
11,419.0 |
|