| 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 |
7,081.5 |
7,122.5 |
41.0 |
0.6% |
7,149.5 |
| High |
7,131.0 |
7,144.5 |
13.5 |
0.2% |
7,294.5 |
| Low |
7,068.0 |
7,092.0 |
24.0 |
0.3% |
7,108.5 |
| Close |
7,107.5 |
7,127.5 |
20.0 |
0.3% |
7,130.0 |
| Range |
63.0 |
52.5 |
-10.5 |
-16.7% |
186.0 |
| ATR |
69.9 |
68.7 |
-1.2 |
-1.8% |
0.0 |
| Volume |
91,139 |
76,758 |
-14,381 |
-15.8% |
486,593 |
|
| Daily Pivots for day following 26-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,279.0 |
7,255.5 |
7,156.5 |
|
| R3 |
7,226.5 |
7,203.0 |
7,142.0 |
|
| R2 |
7,174.0 |
7,174.0 |
7,137.0 |
|
| R1 |
7,150.5 |
7,150.5 |
7,132.5 |
7,162.0 |
| PP |
7,121.5 |
7,121.5 |
7,121.5 |
7,127.0 |
| S1 |
7,098.0 |
7,098.0 |
7,122.5 |
7,110.0 |
| S2 |
7,069.0 |
7,069.0 |
7,118.0 |
|
| S3 |
7,016.5 |
7,045.5 |
7,113.0 |
|
| S4 |
6,964.0 |
6,993.0 |
7,098.5 |
|
|
| Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,735.5 |
7,619.0 |
7,232.5 |
|
| R3 |
7,549.5 |
7,433.0 |
7,181.0 |
|
| R2 |
7,363.5 |
7,363.5 |
7,164.0 |
|
| R1 |
7,247.0 |
7,247.0 |
7,147.0 |
7,212.0 |
| PP |
7,177.5 |
7,177.5 |
7,177.5 |
7,160.5 |
| S1 |
7,061.0 |
7,061.0 |
7,113.0 |
7,026.0 |
| S2 |
6,991.5 |
6,991.5 |
7,096.0 |
|
| S3 |
6,805.5 |
6,875.0 |
7,079.0 |
|
| S4 |
6,619.5 |
6,689.0 |
7,027.5 |
|
|
| 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 |
7,068.0 |
226.5 |
3.2% |
87.5 |
1.2% |
26% |
False |
False |
99,729 |
| 10 |
7,294.5 |
7,038.5 |
256.0 |
3.6% |
78.5 |
1.1% |
35% |
False |
False |
104,319 |
| 20 |
7,294.5 |
6,971.5 |
323.0 |
4.5% |
66.5 |
0.9% |
48% |
False |
False |
93,656 |
| 40 |
7,294.5 |
6,763.0 |
531.5 |
7.5% |
46.5 |
0.7% |
69% |
False |
False |
46,839 |
| 60 |
7,294.5 |
6,560.0 |
734.5 |
10.3% |
32.0 |
0.4% |
77% |
False |
False |
31,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,367.5 |
|
2.618 |
7,282.0 |
|
1.618 |
7,229.5 |
|
1.000 |
7,197.0 |
|
0.618 |
7,177.0 |
|
HIGH |
7,144.5 |
|
0.618 |
7,124.5 |
|
0.500 |
7,118.0 |
|
0.382 |
7,112.0 |
|
LOW |
7,092.0 |
|
0.618 |
7,059.5 |
|
1.000 |
7,039.5 |
|
1.618 |
7,007.0 |
|
2.618 |
6,954.5 |
|
4.250 |
6,869.0 |
|
|
| Fisher Pivots for day following 26-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,124.5 |
7,175.0 |
| PP |
7,121.5 |
7,159.5 |
| S1 |
7,118.0 |
7,143.5 |
|