| 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 |
7,122.5 |
7,130.5 |
8.0 |
0.1% |
7,149.5 |
| High |
7,144.5 |
7,151.0 |
6.5 |
0.1% |
7,294.5 |
| Low |
7,092.0 |
7,081.5 |
-10.5 |
-0.1% |
7,108.5 |
| Close |
7,127.5 |
7,107.5 |
-20.0 |
-0.3% |
7,130.0 |
| Range |
52.5 |
69.5 |
17.0 |
32.4% |
186.0 |
| ATR |
68.7 |
68.7 |
0.1 |
0.1% |
0.0 |
| Volume |
76,758 |
81,569 |
4,811 |
6.3% |
486,593 |
|
| Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,322.0 |
7,284.0 |
7,145.5 |
|
| R3 |
7,252.5 |
7,214.5 |
7,126.5 |
|
| R2 |
7,183.0 |
7,183.0 |
7,120.0 |
|
| R1 |
7,145.0 |
7,145.0 |
7,114.0 |
7,129.0 |
| PP |
7,113.5 |
7,113.5 |
7,113.5 |
7,105.5 |
| S1 |
7,075.5 |
7,075.5 |
7,101.0 |
7,060.0 |
| S2 |
7,044.0 |
7,044.0 |
7,095.0 |
|
| S3 |
6,974.5 |
7,006.0 |
7,088.5 |
|
| S4 |
6,905.0 |
6,936.5 |
7,069.5 |
|
|
| 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% |
17% |
False |
False |
95,244 |
| 10 |
7,294.5 |
7,049.5 |
245.0 |
3.4% |
79.5 |
1.1% |
24% |
False |
False |
93,976 |
| 20 |
7,294.5 |
6,984.5 |
310.0 |
4.4% |
68.0 |
1.0% |
40% |
False |
False |
97,728 |
| 40 |
7,294.5 |
6,820.0 |
474.5 |
6.7% |
47.5 |
0.7% |
61% |
False |
False |
48,879 |
| 60 |
7,294.5 |
6,560.0 |
734.5 |
10.3% |
33.0 |
0.5% |
75% |
False |
False |
32,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,446.5 |
|
2.618 |
7,333.0 |
|
1.618 |
7,263.5 |
|
1.000 |
7,220.5 |
|
0.618 |
7,194.0 |
|
HIGH |
7,151.0 |
|
0.618 |
7,124.5 |
|
0.500 |
7,116.0 |
|
0.382 |
7,108.0 |
|
LOW |
7,081.5 |
|
0.618 |
7,038.5 |
|
1.000 |
7,012.0 |
|
1.618 |
6,969.0 |
|
2.618 |
6,899.5 |
|
4.250 |
6,786.0 |
|
|
| Fisher Pivots for day following 27-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,116.0 |
7,109.5 |
| PP |
7,113.5 |
7,109.0 |
| S1 |
7,110.5 |
7,108.0 |
|