| 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 |
7,130.5 |
7,117.0 |
-13.5 |
-0.2% |
7,149.5 |
| High |
7,151.0 |
7,193.0 |
42.0 |
0.6% |
7,294.5 |
| Low |
7,081.5 |
7,112.5 |
31.0 |
0.4% |
7,108.5 |
| Close |
7,107.5 |
7,162.5 |
55.0 |
0.8% |
7,130.0 |
| Range |
69.5 |
80.5 |
11.0 |
15.8% |
186.0 |
| ATR |
68.7 |
69.9 |
1.2 |
1.7% |
0.0 |
| Volume |
81,569 |
77,600 |
-3,969 |
-4.9% |
486,593 |
|
| Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,397.5 |
7,360.5 |
7,207.0 |
|
| R3 |
7,317.0 |
7,280.0 |
7,184.5 |
|
| R2 |
7,236.5 |
7,236.5 |
7,177.5 |
|
| R1 |
7,199.5 |
7,199.5 |
7,170.0 |
7,218.0 |
| PP |
7,156.0 |
7,156.0 |
7,156.0 |
7,165.0 |
| S1 |
7,119.0 |
7,119.0 |
7,155.0 |
7,137.5 |
| S2 |
7,075.5 |
7,075.5 |
7,147.5 |
|
| S3 |
6,995.0 |
7,038.5 |
7,140.5 |
|
| S4 |
6,914.5 |
6,958.0 |
7,118.0 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,735.5 |
7,619.0 |
7,232.5 |
|
| R3 |
7,549.5 |
7,433.0 |
7,181.0 |
|
| R2 |
7,363.5 |
7,363.5 |
7,164.0 |
|
| R1 |
7,247.0 |
7,247.0 |
7,147.0 |
7,212.0 |
| PP |
7,177.5 |
7,177.5 |
7,177.5 |
7,160.5 |
| S1 |
7,061.0 |
7,061.0 |
7,113.0 |
7,026.0 |
| S2 |
6,991.5 |
6,991.5 |
7,096.0 |
|
| S3 |
6,805.5 |
6,875.0 |
7,079.0 |
|
| S4 |
6,619.5 |
6,689.0 |
7,027.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,282.5 |
7,068.0 |
214.5 |
3.0% |
88.0 |
1.2% |
44% |
False |
False |
88,089 |
| 10 |
7,294.5 |
7,068.0 |
226.5 |
3.2% |
79.0 |
1.1% |
42% |
False |
False |
91,291 |
| 20 |
7,294.5 |
6,991.0 |
303.5 |
4.2% |
71.5 |
1.0% |
57% |
False |
False |
101,541 |
| 40 |
7,294.5 |
6,864.0 |
430.5 |
6.0% |
49.5 |
0.7% |
69% |
False |
False |
50,819 |
| 60 |
7,294.5 |
6,607.0 |
687.5 |
9.6% |
34.5 |
0.5% |
81% |
False |
False |
33,879 |
| 80 |
7,294.5 |
6,445.0 |
849.5 |
11.9% |
32.0 |
0.4% |
84% |
False |
False |
25,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,535.0 |
|
2.618 |
7,403.5 |
|
1.618 |
7,323.0 |
|
1.000 |
7,273.5 |
|
0.618 |
7,242.5 |
|
HIGH |
7,193.0 |
|
0.618 |
7,162.0 |
|
0.500 |
7,153.0 |
|
0.382 |
7,143.5 |
|
LOW |
7,112.5 |
|
0.618 |
7,063.0 |
|
1.000 |
7,032.0 |
|
1.618 |
6,982.5 |
|
2.618 |
6,902.0 |
|
4.250 |
6,770.5 |
|
|
| Fisher Pivots for day following 28-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,159.0 |
7,154.0 |
| PP |
7,156.0 |
7,145.5 |
| S1 |
7,153.0 |
7,137.0 |
|