| Trading Metrics calculated at close of trading on 27-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2019 |
27-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
11,387.5 |
11,441.0 |
53.5 |
0.5% |
11,690.0 |
| High |
11,464.5 |
11,521.5 |
57.0 |
0.5% |
11,840.0 |
| Low |
11,316.5 |
11,382.5 |
66.0 |
0.6% |
11,324.5 |
| Close |
11,441.5 |
11,432.5 |
-9.0 |
-0.1% |
11,375.5 |
| Range |
148.0 |
139.0 |
-9.0 |
-6.1% |
515.5 |
| ATR |
147.8 |
147.2 |
-0.6 |
-0.4% |
0.0 |
| Volume |
128,598 |
102,374 |
-26,224 |
-20.4% |
639,238 |
|
| Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,862.5 |
11,786.5 |
11,509.0 |
|
| R3 |
11,723.5 |
11,647.5 |
11,470.7 |
|
| R2 |
11,584.5 |
11,584.5 |
11,458.0 |
|
| R1 |
11,508.5 |
11,508.5 |
11,445.2 |
11,477.0 |
| PP |
11,445.5 |
11,445.5 |
11,445.5 |
11,429.8 |
| S1 |
11,369.5 |
11,369.5 |
11,419.8 |
11,338.0 |
| S2 |
11,306.5 |
11,306.5 |
11,407.0 |
|
| S3 |
11,167.5 |
11,230.5 |
11,394.3 |
|
| S4 |
11,028.5 |
11,091.5 |
11,356.1 |
|
|
| 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 |
11,652.0 |
11,285.0 |
367.0 |
3.2% |
179.4 |
1.6% |
40% |
False |
False |
121,519 |
| 10 |
11,840.0 |
11,285.0 |
555.0 |
4.9% |
156.8 |
1.4% |
27% |
False |
False |
118,970 |
| 20 |
11,840.0 |
11,285.0 |
555.0 |
4.9% |
139.1 |
1.2% |
27% |
False |
False |
70,438 |
| 40 |
11,840.0 |
10,900.0 |
940.0 |
8.2% |
129.2 |
1.1% |
57% |
False |
False |
35,293 |
| 60 |
11,840.0 |
10,417.0 |
1,423.0 |
12.4% |
129.9 |
1.1% |
71% |
False |
False |
23,575 |
| 80 |
11,840.0 |
10,303.0 |
1,537.0 |
13.4% |
129.9 |
1.1% |
73% |
False |
False |
17,707 |
| 100 |
11,840.0 |
10,303.0 |
1,537.0 |
13.4% |
110.6 |
1.0% |
73% |
False |
False |
14,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,112.3 |
|
2.618 |
11,885.4 |
|
1.618 |
11,746.4 |
|
1.000 |
11,660.5 |
|
0.618 |
11,607.4 |
|
HIGH |
11,521.5 |
|
0.618 |
11,468.4 |
|
0.500 |
11,452.0 |
|
0.382 |
11,435.6 |
|
LOW |
11,382.5 |
|
0.618 |
11,296.6 |
|
1.000 |
11,243.5 |
|
1.618 |
11,157.6 |
|
2.618 |
11,018.6 |
|
4.250 |
10,791.8 |
|
|
| Fisher Pivots for day following 27-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,452.0 |
11,422.8 |
| PP |
11,445.5 |
11,413.0 |
| S1 |
11,439.0 |
11,403.3 |
|