Trading Metrics calculated at close of trading on 11-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2019 |
11-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,882.62 |
3,877.75 |
-4.87 |
-0.1% |
3,830.28 |
High |
3,917.57 |
3,959.05 |
41.48 |
1.1% |
3,917.57 |
Low |
3,859.51 |
3,809.26 |
-50.25 |
-1.3% |
3,680.31 |
Close |
3,877.75 |
3,856.58 |
-21.17 |
-0.5% |
3,877.75 |
Range |
58.06 |
149.79 |
91.73 |
158.0% |
237.26 |
ATR |
138.11 |
138.94 |
0.83 |
0.6% |
0.00 |
Volume |
27,339 |
37,129 |
9,790 |
35.8% |
172,695 |
|
Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,324.33 |
4,240.25 |
3,938.96 |
|
R3 |
4,174.54 |
4,090.46 |
3,897.77 |
|
R2 |
4,024.75 |
4,024.75 |
3,884.04 |
|
R1 |
3,940.67 |
3,940.67 |
3,870.31 |
3,907.82 |
PP |
3,874.96 |
3,874.96 |
3,874.96 |
3,858.54 |
S1 |
3,790.88 |
3,790.88 |
3,842.85 |
3,758.03 |
S2 |
3,725.17 |
3,725.17 |
3,829.12 |
|
S3 |
3,575.38 |
3,641.09 |
3,815.39 |
|
S4 |
3,425.59 |
3,491.30 |
3,774.20 |
|
|
Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,536.99 |
4,444.63 |
4,008.24 |
|
R3 |
4,299.73 |
4,207.37 |
3,943.00 |
|
R2 |
4,062.47 |
4,062.47 |
3,921.25 |
|
R1 |
3,970.11 |
3,970.11 |
3,899.50 |
4,016.29 |
PP |
3,825.21 |
3,825.21 |
3,825.21 |
3,848.30 |
S1 |
3,732.85 |
3,732.85 |
3,856.00 |
3,779.03 |
S2 |
3,587.95 |
3,587.95 |
3,834.25 |
|
S3 |
3,350.69 |
3,495.59 |
3,812.50 |
|
S4 |
3,113.43 |
3,258.33 |
3,747.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,959.05 |
3,696.07 |
262.98 |
6.8% |
107.85 |
2.8% |
61% |
True |
False |
34,785 |
10 |
3,959.05 |
3,680.31 |
278.74 |
7.2% |
115.78 |
3.0% |
63% |
True |
False |
33,820 |
20 |
4,195.95 |
3,555.71 |
640.24 |
16.6% |
121.47 |
3.1% |
47% |
False |
False |
41,423 |
40 |
4,195.95 |
3,355.25 |
840.70 |
21.8% |
121.88 |
3.2% |
60% |
False |
False |
44,005 |
60 |
4,258.85 |
3,158.10 |
1,100.75 |
28.5% |
171.35 |
4.4% |
63% |
False |
False |
60,304 |
80 |
6,421.42 |
3,158.10 |
3,263.32 |
84.6% |
234.79 |
6.1% |
21% |
False |
False |
78,113 |
100 |
6,632.71 |
3,158.10 |
3,474.61 |
90.1% |
213.60 |
5.5% |
20% |
False |
False |
69,718 |
120 |
6,980.29 |
3,158.10 |
3,822.19 |
99.1% |
217.36 |
5.6% |
18% |
False |
False |
67,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,595.66 |
2.618 |
4,351.20 |
1.618 |
4,201.41 |
1.000 |
4,108.84 |
0.618 |
4,051.62 |
HIGH |
3,959.05 |
0.618 |
3,901.83 |
0.500 |
3,884.16 |
0.382 |
3,866.48 |
LOW |
3,809.26 |
0.618 |
3,716.69 |
1.000 |
3,659.47 |
1.618 |
3,566.90 |
2.618 |
3,417.11 |
4.250 |
3,172.65 |
|
|
Fisher Pivots for day following 11-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,884.16 |
3,884.16 |
PP |
3,874.96 |
3,874.96 |
S1 |
3,865.77 |
3,865.77 |
|