| Trading Metrics calculated at close of trading on 26-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2019 |
26-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
11,336.0 |
11,387.5 |
51.5 |
0.5% |
11,690.0 |
| High |
11,409.5 |
11,464.5 |
55.0 |
0.5% |
11,840.0 |
| Low |
11,285.0 |
11,316.5 |
31.5 |
0.3% |
11,324.5 |
| Close |
11,371.0 |
11,441.5 |
70.5 |
0.6% |
11,375.5 |
| Range |
124.5 |
148.0 |
23.5 |
18.9% |
515.5 |
| ATR |
147.8 |
147.8 |
0.0 |
0.0% |
0.0 |
| Volume |
109,240 |
128,598 |
19,358 |
17.7% |
639,238 |
|
| Daily Pivots for day following 26-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,851.5 |
11,794.5 |
11,522.9 |
|
| R3 |
11,703.5 |
11,646.5 |
11,482.2 |
|
| R2 |
11,555.5 |
11,555.5 |
11,468.6 |
|
| R1 |
11,498.5 |
11,498.5 |
11,455.1 |
11,527.0 |
| PP |
11,407.5 |
11,407.5 |
11,407.5 |
11,421.8 |
| S1 |
11,350.5 |
11,350.5 |
11,427.9 |
11,379.0 |
| S2 |
11,259.5 |
11,259.5 |
11,414.4 |
|
| S3 |
11,111.5 |
11,202.5 |
11,400.8 |
|
| S4 |
10,963.5 |
11,054.5 |
11,360.1 |
|
|
| 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 |
11,750.5 |
11,285.0 |
465.5 |
4.1% |
184.3 |
1.6% |
34% |
False |
False |
125,716 |
| 10 |
11,840.0 |
11,285.0 |
555.0 |
4.9% |
156.7 |
1.4% |
28% |
False |
False |
114,902 |
| 20 |
11,840.0 |
11,285.0 |
555.0 |
4.9% |
134.9 |
1.2% |
28% |
False |
False |
65,335 |
| 40 |
11,840.0 |
10,900.0 |
940.0 |
8.2% |
127.9 |
1.1% |
58% |
False |
False |
32,740 |
| 60 |
11,840.0 |
10,417.0 |
1,423.0 |
12.4% |
131.2 |
1.1% |
72% |
False |
False |
21,870 |
| 80 |
11,840.0 |
10,303.0 |
1,537.0 |
13.4% |
128.8 |
1.1% |
74% |
False |
False |
16,428 |
| 100 |
11,840.0 |
10,303.0 |
1,537.0 |
13.4% |
109.2 |
1.0% |
74% |
False |
False |
13,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,093.5 |
|
2.618 |
11,852.0 |
|
1.618 |
11,704.0 |
|
1.000 |
11,612.5 |
|
0.618 |
11,556.0 |
|
HIGH |
11,464.5 |
|
0.618 |
11,408.0 |
|
0.500 |
11,390.5 |
|
0.382 |
11,373.0 |
|
LOW |
11,316.5 |
|
0.618 |
11,225.0 |
|
1.000 |
11,168.5 |
|
1.618 |
11,077.0 |
|
2.618 |
10,929.0 |
|
4.250 |
10,687.5 |
|
|
| Fisher Pivots for day following 26-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,424.5 |
11,462.5 |
| PP |
11,407.5 |
11,455.5 |
| S1 |
11,390.5 |
11,448.5 |
|