| Trading Metrics calculated at close of trading on 29-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2019 |
29-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
11,433.5 |
11,497.0 |
63.5 |
0.6% |
11,336.0 |
| High |
11,513.0 |
11,570.0 |
57.0 |
0.5% |
11,570.0 |
| Low |
11,403.5 |
11,456.5 |
53.0 |
0.5% |
11,285.0 |
| Close |
11,447.5 |
11,534.5 |
87.0 |
0.8% |
11,534.5 |
| Range |
109.5 |
113.5 |
4.0 |
3.7% |
285.0 |
| ATR |
144.5 |
142.9 |
-1.6 |
-1.1% |
0.0 |
| Volume |
109,949 |
110,252 |
303 |
0.3% |
560,413 |
|
| Daily Pivots for day following 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,860.8 |
11,811.2 |
11,596.9 |
|
| R3 |
11,747.3 |
11,697.7 |
11,565.7 |
|
| R2 |
11,633.8 |
11,633.8 |
11,555.3 |
|
| R1 |
11,584.2 |
11,584.2 |
11,544.9 |
11,609.0 |
| PP |
11,520.3 |
11,520.3 |
11,520.3 |
11,532.8 |
| S1 |
11,470.7 |
11,470.7 |
11,524.1 |
11,495.5 |
| S2 |
11,406.8 |
11,406.8 |
11,513.7 |
|
| S3 |
11,293.3 |
11,357.2 |
11,503.3 |
|
| S4 |
11,179.8 |
11,243.7 |
11,472.1 |
|
|
| Weekly Pivots for week ending 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,318.2 |
12,211.3 |
11,691.3 |
|
| R3 |
12,033.2 |
11,926.3 |
11,612.9 |
|
| R2 |
11,748.2 |
11,748.2 |
11,586.8 |
|
| R1 |
11,641.3 |
11,641.3 |
11,560.6 |
11,694.8 |
| PP |
11,463.2 |
11,463.2 |
11,463.2 |
11,489.9 |
| S1 |
11,356.3 |
11,356.3 |
11,508.4 |
11,409.8 |
| S2 |
11,178.2 |
11,178.2 |
11,482.3 |
|
| S3 |
10,893.2 |
11,071.3 |
11,456.1 |
|
| S4 |
10,608.2 |
10,786.3 |
11,377.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,570.0 |
11,285.0 |
285.0 |
2.5% |
126.9 |
1.1% |
88% |
True |
False |
112,082 |
| 10 |
11,840.0 |
11,285.0 |
555.0 |
4.8% |
154.3 |
1.3% |
45% |
False |
False |
119,965 |
| 20 |
11,840.0 |
11,285.0 |
555.0 |
4.8% |
138.1 |
1.2% |
45% |
False |
False |
81,410 |
| 40 |
11,840.0 |
10,900.0 |
940.0 |
8.1% |
126.5 |
1.1% |
68% |
False |
False |
40,796 |
| 60 |
11,840.0 |
10,701.5 |
1,138.5 |
9.9% |
126.8 |
1.1% |
73% |
False |
False |
27,243 |
| 80 |
11,840.0 |
10,303.0 |
1,537.0 |
13.3% |
131.4 |
1.1% |
80% |
False |
False |
20,459 |
| 100 |
11,840.0 |
10,303.0 |
1,537.0 |
13.3% |
112.8 |
1.0% |
80% |
False |
False |
16,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,052.4 |
|
2.618 |
11,867.1 |
|
1.618 |
11,753.6 |
|
1.000 |
11,683.5 |
|
0.618 |
11,640.1 |
|
HIGH |
11,570.0 |
|
0.618 |
11,526.6 |
|
0.500 |
11,513.3 |
|
0.382 |
11,499.9 |
|
LOW |
11,456.5 |
|
0.618 |
11,386.4 |
|
1.000 |
11,343.0 |
|
1.618 |
11,272.9 |
|
2.618 |
11,159.4 |
|
4.250 |
10,974.1 |
|
|
| Fisher Pivots for day following 29-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
11,527.4 |
11,515.1 |
| PP |
11,520.3 |
11,495.7 |
| S1 |
11,513.3 |
11,476.3 |
|