| 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 |
7,205.0 |
7,239.0 |
34.0 |
0.5% |
7,063.5 |
| High |
7,259.5 |
7,294.5 |
35.0 |
0.5% |
7,161.5 |
| Low |
7,190.5 |
7,216.5 |
26.0 |
0.4% |
6,995.5 |
| Close |
7,217.0 |
7,285.0 |
68.0 |
0.9% |
7,148.5 |
| Range |
69.0 |
78.0 |
9.0 |
13.0% |
166.0 |
| ATR |
61.1 |
62.3 |
1.2 |
2.0% |
0.0 |
| Volume |
103,994 |
113,372 |
9,378 |
9.0% |
1,065,600 |
|
| Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,499.5 |
7,470.0 |
7,328.0 |
|
| R3 |
7,421.5 |
7,392.0 |
7,306.5 |
|
| R2 |
7,343.5 |
7,343.5 |
7,299.5 |
|
| R1 |
7,314.0 |
7,314.0 |
7,292.0 |
7,329.0 |
| PP |
7,265.5 |
7,265.5 |
7,265.5 |
7,272.5 |
| S1 |
7,236.0 |
7,236.0 |
7,278.0 |
7,251.0 |
| S2 |
7,187.5 |
7,187.5 |
7,270.5 |
|
| S3 |
7,109.5 |
7,158.0 |
7,263.5 |
|
| S4 |
7,031.5 |
7,080.0 |
7,242.0 |
|
|
| 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 |
7,294.5 |
7,102.5 |
192.0 |
2.6% |
70.0 |
1.0% |
95% |
True |
False |
94,492 |
| 10 |
7,294.5 |
6,991.0 |
303.5 |
4.2% |
71.5 |
1.0% |
97% |
True |
False |
153,990 |
| 20 |
7,294.5 |
6,971.5 |
323.0 |
4.4% |
55.5 |
0.8% |
97% |
True |
False |
79,597 |
| 40 |
7,294.5 |
6,607.0 |
687.5 |
9.4% |
39.5 |
0.5% |
99% |
True |
False |
39,808 |
| 60 |
7,294.5 |
6,445.0 |
849.5 |
11.7% |
27.5 |
0.4% |
99% |
True |
False |
26,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,626.0 |
|
2.618 |
7,498.5 |
|
1.618 |
7,420.5 |
|
1.000 |
7,372.5 |
|
0.618 |
7,342.5 |
|
HIGH |
7,294.5 |
|
0.618 |
7,264.5 |
|
0.500 |
7,255.5 |
|
0.382 |
7,246.5 |
|
LOW |
7,216.5 |
|
0.618 |
7,168.5 |
|
1.000 |
7,138.5 |
|
1.618 |
7,090.5 |
|
2.618 |
7,012.5 |
|
4.250 |
6,885.0 |
|
|
| Fisher Pivots for day following 21-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,275.0 |
7,271.0 |
| PP |
7,265.5 |
7,256.5 |
| S1 |
7,255.5 |
7,242.5 |
|