| Trading Metrics calculated at close of trading on 15-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
7,052.0 |
7,102.5 |
50.5 |
0.7% |
7,063.5 |
| High |
7,133.5 |
7,161.5 |
28.0 |
0.4% |
7,161.5 |
| Low |
7,049.5 |
7,102.5 |
53.0 |
0.8% |
6,995.5 |
| Close |
7,107.5 |
7,148.5 |
41.0 |
0.6% |
7,148.5 |
| Range |
84.0 |
59.0 |
-25.0 |
-29.8% |
166.0 |
| ATR |
58.6 |
58.6 |
0.0 |
0.0% |
0.0 |
| Volume |
104,450 |
99,252 |
-5,198 |
-5.0% |
1,065,600 |
|
| Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,314.5 |
7,290.5 |
7,181.0 |
|
| R3 |
7,255.5 |
7,231.5 |
7,164.5 |
|
| R2 |
7,196.5 |
7,196.5 |
7,159.5 |
|
| R1 |
7,172.5 |
7,172.5 |
7,154.0 |
7,184.5 |
| PP |
7,137.5 |
7,137.5 |
7,137.5 |
7,143.5 |
| S1 |
7,113.5 |
7,113.5 |
7,143.0 |
7,125.5 |
| S2 |
7,078.5 |
7,078.5 |
7,137.5 |
|
| S3 |
7,019.5 |
7,054.5 |
7,132.5 |
|
| S4 |
6,960.5 |
6,995.5 |
7,116.0 |
|
|
| Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,600.0 |
7,540.0 |
7,240.0 |
|
| R3 |
7,434.0 |
7,374.0 |
7,194.0 |
|
| R2 |
7,268.0 |
7,268.0 |
7,179.0 |
|
| R1 |
7,208.0 |
7,208.0 |
7,163.5 |
7,238.0 |
| PP |
7,102.0 |
7,102.0 |
7,102.0 |
7,117.0 |
| S1 |
7,042.0 |
7,042.0 |
7,133.5 |
7,072.0 |
| S2 |
6,936.0 |
6,936.0 |
7,118.0 |
|
| S3 |
6,770.0 |
6,876.0 |
7,103.0 |
|
| S4 |
6,604.0 |
6,710.0 |
7,057.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,161.5 |
6,995.5 |
166.0 |
2.3% |
72.0 |
1.0% |
92% |
True |
False |
213,120 |
| 10 |
7,161.5 |
6,991.0 |
170.5 |
2.4% |
66.5 |
0.9% |
92% |
True |
False |
121,666 |
| 20 |
7,161.5 |
6,971.5 |
190.0 |
2.7% |
48.0 |
0.7% |
93% |
True |
False |
60,940 |
| 40 |
7,161.5 |
6,607.0 |
554.5 |
7.8% |
33.0 |
0.5% |
98% |
True |
False |
30,477 |
| 60 |
7,161.5 |
6,445.0 |
716.5 |
10.0% |
25.0 |
0.3% |
98% |
True |
False |
20,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,412.0 |
|
2.618 |
7,316.0 |
|
1.618 |
7,257.0 |
|
1.000 |
7,220.5 |
|
0.618 |
7,198.0 |
|
HIGH |
7,161.5 |
|
0.618 |
7,139.0 |
|
0.500 |
7,132.0 |
|
0.382 |
7,125.0 |
|
LOW |
7,102.5 |
|
0.618 |
7,066.0 |
|
1.000 |
7,043.5 |
|
1.618 |
7,007.0 |
|
2.618 |
6,948.0 |
|
4.250 |
6,852.0 |
|
|
| Fisher Pivots for day following 15-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,143.0 |
7,132.5 |
| PP |
7,137.5 |
7,116.0 |
| S1 |
7,132.0 |
7,100.0 |
|