| Trading Metrics calculated at close of trading on 21-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2019 |
21-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
11,745.0 |
11,600.0 |
-145.0 |
-1.2% |
11,496.5 |
| High |
11,750.5 |
11,652.0 |
-98.5 |
-0.8% |
11,736.0 |
| Low |
11,587.0 |
11,482.0 |
-105.0 |
-0.9% |
11,475.5 |
| Close |
11,635.5 |
11,571.5 |
-64.0 |
-0.6% |
11,692.0 |
| Range |
163.5 |
170.0 |
6.5 |
4.0% |
260.5 |
| ATR |
134.3 |
136.9 |
2.5 |
1.9% |
0.0 |
| Volume |
123,358 |
154,064 |
30,706 |
24.9% |
383,072 |
|
| Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,078.5 |
11,995.0 |
11,665.0 |
|
| R3 |
11,908.5 |
11,825.0 |
11,618.3 |
|
| R2 |
11,738.5 |
11,738.5 |
11,602.7 |
|
| R1 |
11,655.0 |
11,655.0 |
11,587.1 |
11,611.8 |
| PP |
11,568.5 |
11,568.5 |
11,568.5 |
11,546.9 |
| S1 |
11,485.0 |
11,485.0 |
11,555.9 |
11,441.8 |
| S2 |
11,398.5 |
11,398.5 |
11,540.3 |
|
| S3 |
11,228.5 |
11,315.0 |
11,524.8 |
|
| S4 |
11,058.5 |
11,145.0 |
11,478.0 |
|
|
| 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 |
11,482.0 |
358.0 |
3.1% |
148.0 |
1.3% |
25% |
False |
True |
122,771 |
| 10 |
11,840.0 |
11,420.0 |
420.0 |
3.6% |
133.2 |
1.2% |
36% |
False |
False |
93,729 |
| 20 |
11,840.0 |
11,420.0 |
420.0 |
3.6% |
118.6 |
1.0% |
36% |
False |
False |
47,798 |
| 40 |
11,840.0 |
10,900.0 |
940.0 |
8.1% |
121.0 |
1.0% |
71% |
False |
False |
23,968 |
| 60 |
11,840.0 |
10,303.0 |
1,537.0 |
13.3% |
132.8 |
1.1% |
83% |
False |
False |
16,025 |
| 80 |
11,840.0 |
10,303.0 |
1,537.0 |
13.3% |
122.4 |
1.1% |
83% |
False |
False |
12,039 |
| 100 |
11,840.0 |
10,303.0 |
1,537.0 |
13.3% |
105.4 |
0.9% |
83% |
False |
False |
9,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,374.5 |
|
2.618 |
12,097.1 |
|
1.618 |
11,927.1 |
|
1.000 |
11,822.0 |
|
0.618 |
11,757.1 |
|
HIGH |
11,652.0 |
|
0.618 |
11,587.1 |
|
0.500 |
11,567.0 |
|
0.382 |
11,546.9 |
|
LOW |
11,482.0 |
|
0.618 |
11,376.9 |
|
1.000 |
11,312.0 |
|
1.618 |
11,206.9 |
|
2.618 |
11,036.9 |
|
4.250 |
10,759.5 |
|
|
| Fisher Pivots for day following 21-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,570.0 |
11,661.0 |
| PP |
11,568.5 |
11,631.2 |
| S1 |
11,567.0 |
11,601.3 |
|