| Trading Metrics calculated at close of trading on 20-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2019 |
20-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
11,664.5 |
11,745.0 |
80.5 |
0.7% |
11,496.5 |
| High |
11,840.0 |
11,750.5 |
-89.5 |
-0.8% |
11,736.0 |
| Low |
11,660.0 |
11,587.0 |
-73.0 |
-0.6% |
11,475.5 |
| Close |
11,806.0 |
11,635.5 |
-170.5 |
-1.4% |
11,692.0 |
| Range |
180.0 |
163.5 |
-16.5 |
-9.2% |
260.5 |
| ATR |
127.8 |
134.3 |
6.5 |
5.1% |
0.0 |
| Volume |
131,534 |
123,358 |
-8,176 |
-6.2% |
383,072 |
|
| Daily Pivots for day following 20-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,148.2 |
12,055.3 |
11,725.4 |
|
| R3 |
11,984.7 |
11,891.8 |
11,680.5 |
|
| R2 |
11,821.2 |
11,821.2 |
11,665.5 |
|
| R1 |
11,728.3 |
11,728.3 |
11,650.5 |
11,693.0 |
| PP |
11,657.7 |
11,657.7 |
11,657.7 |
11,640.0 |
| S1 |
11,564.8 |
11,564.8 |
11,620.5 |
11,529.5 |
| S2 |
11,494.2 |
11,494.2 |
11,605.5 |
|
| S3 |
11,330.7 |
11,401.3 |
11,590.5 |
|
| S4 |
11,167.2 |
11,237.8 |
11,545.6 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,416.0 |
12,314.5 |
11,835.3 |
|
| R3 |
12,155.5 |
12,054.0 |
11,763.6 |
|
| R2 |
11,895.0 |
11,895.0 |
11,739.8 |
|
| R1 |
11,793.5 |
11,793.5 |
11,715.9 |
11,844.3 |
| PP |
11,634.5 |
11,634.5 |
11,634.5 |
11,659.9 |
| S1 |
11,533.0 |
11,533.0 |
11,668.1 |
11,583.8 |
| S2 |
11,374.0 |
11,374.0 |
11,644.2 |
|
| S3 |
11,113.5 |
11,272.5 |
11,620.4 |
|
| S4 |
10,853.0 |
11,012.0 |
11,548.7 |
|
|
| 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 |
11,555.0 |
285.0 |
2.4% |
134.2 |
1.2% |
28% |
False |
False |
116,421 |
| 10 |
11,840.0 |
11,420.0 |
420.0 |
3.6% |
132.0 |
1.1% |
51% |
False |
False |
78,944 |
| 20 |
11,840.0 |
11,411.5 |
428.5 |
3.7% |
113.7 |
1.0% |
52% |
False |
False |
40,099 |
| 40 |
11,840.0 |
10,900.0 |
940.0 |
8.1% |
119.5 |
1.0% |
78% |
False |
False |
20,119 |
| 60 |
11,840.0 |
10,303.0 |
1,537.0 |
13.2% |
131.9 |
1.1% |
87% |
False |
False |
13,460 |
| 80 |
11,840.0 |
10,303.0 |
1,537.0 |
13.2% |
120.3 |
1.0% |
87% |
False |
False |
10,114 |
| 100 |
11,840.0 |
10,303.0 |
1,537.0 |
13.2% |
104.9 |
0.9% |
87% |
False |
False |
8,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,445.4 |
|
2.618 |
12,178.5 |
|
1.618 |
12,015.0 |
|
1.000 |
11,914.0 |
|
0.618 |
11,851.5 |
|
HIGH |
11,750.5 |
|
0.618 |
11,688.0 |
|
0.500 |
11,668.8 |
|
0.382 |
11,649.5 |
|
LOW |
11,587.0 |
|
0.618 |
11,486.0 |
|
1.000 |
11,423.5 |
|
1.618 |
11,322.5 |
|
2.618 |
11,159.0 |
|
4.250 |
10,892.1 |
|
|
| Fisher Pivots for day following 20-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,668.8 |
11,713.5 |
| PP |
11,657.7 |
11,687.5 |
| S1 |
11,646.6 |
11,661.5 |
|