| Trading Metrics calculated at close of trading on 01-Apr-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2019 |
01-Apr-2019 |
Change |
Change % |
Previous Week |
| Open |
11,497.0 |
11,601.5 |
104.5 |
0.9% |
11,336.0 |
| High |
11,570.0 |
11,733.5 |
163.5 |
1.4% |
11,570.0 |
| Low |
11,456.5 |
11,601.5 |
145.0 |
1.3% |
11,285.0 |
| Close |
11,534.5 |
11,703.5 |
169.0 |
1.5% |
11,534.5 |
| Range |
113.5 |
132.0 |
18.5 |
16.3% |
285.0 |
| ATR |
142.9 |
147.0 |
4.0 |
2.8% |
0.0 |
| Volume |
110,252 |
110,252 |
0 |
0.0% |
560,413 |
|
| Daily Pivots for day following 01-Apr-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,075.5 |
12,021.5 |
11,776.1 |
|
| R3 |
11,943.5 |
11,889.5 |
11,739.8 |
|
| R2 |
11,811.5 |
11,811.5 |
11,727.7 |
|
| R1 |
11,757.5 |
11,757.5 |
11,715.6 |
11,784.5 |
| PP |
11,679.5 |
11,679.5 |
11,679.5 |
11,693.0 |
| S1 |
11,625.5 |
11,625.5 |
11,691.4 |
11,652.5 |
| S2 |
11,547.5 |
11,547.5 |
11,679.3 |
|
| S3 |
11,415.5 |
11,493.5 |
11,667.2 |
|
| S4 |
11,283.5 |
11,361.5 |
11,630.9 |
|
|
| Weekly Pivots for week ending 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,318.2 |
12,211.3 |
11,691.3 |
|
| R3 |
12,033.2 |
11,926.3 |
11,612.9 |
|
| R2 |
11,748.2 |
11,748.2 |
11,586.8 |
|
| R1 |
11,641.3 |
11,641.3 |
11,560.6 |
11,694.8 |
| PP |
11,463.2 |
11,463.2 |
11,463.2 |
11,489.9 |
| S1 |
11,356.3 |
11,356.3 |
11,508.4 |
11,409.8 |
| S2 |
11,178.2 |
11,178.2 |
11,482.3 |
|
| S3 |
10,893.2 |
11,071.3 |
11,456.1 |
|
| S4 |
10,608.2 |
10,786.3 |
11,377.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,733.5 |
11,316.5 |
417.0 |
3.6% |
128.4 |
1.1% |
93% |
True |
False |
112,285 |
| 10 |
11,840.0 |
11,285.0 |
555.0 |
4.7% |
159.6 |
1.4% |
75% |
False |
False |
119,294 |
| 20 |
11,840.0 |
11,285.0 |
555.0 |
4.7% |
137.1 |
1.2% |
75% |
False |
False |
86,854 |
| 40 |
11,840.0 |
10,900.0 |
940.0 |
8.0% |
127.6 |
1.1% |
85% |
False |
False |
43,550 |
| 60 |
11,840.0 |
10,759.0 |
1,081.0 |
9.2% |
126.7 |
1.1% |
87% |
False |
False |
29,079 |
| 80 |
11,840.0 |
10,303.0 |
1,537.0 |
13.1% |
132.3 |
1.1% |
91% |
False |
False |
21,837 |
| 100 |
11,840.0 |
10,303.0 |
1,537.0 |
13.1% |
114.1 |
1.0% |
91% |
False |
False |
17,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,294.5 |
|
2.618 |
12,079.1 |
|
1.618 |
11,947.1 |
|
1.000 |
11,865.5 |
|
0.618 |
11,815.1 |
|
HIGH |
11,733.5 |
|
0.618 |
11,683.1 |
|
0.500 |
11,667.5 |
|
0.382 |
11,651.9 |
|
LOW |
11,601.5 |
|
0.618 |
11,519.9 |
|
1.000 |
11,469.5 |
|
1.618 |
11,387.9 |
|
2.618 |
11,255.9 |
|
4.250 |
11,040.5 |
|
|
| Fisher Pivots for day following 01-Apr-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,691.5 |
11,658.5 |
| PP |
11,679.5 |
11,613.5 |
| S1 |
11,667.5 |
11,568.5 |
|