Trading Metrics calculated at close of trading on 12-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2019 |
12-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,877.75 |
3,856.49 |
-21.26 |
-0.5% |
3,830.28 |
High |
3,959.05 |
3,883.91 |
-75.14 |
-1.9% |
3,917.57 |
Low |
3,809.26 |
3,805.02 |
-4.24 |
-0.1% |
3,680.31 |
Close |
3,856.58 |
3,871.50 |
14.92 |
0.4% |
3,877.75 |
Range |
149.79 |
78.89 |
-70.90 |
-47.3% |
237.26 |
ATR |
138.94 |
134.65 |
-4.29 |
-3.1% |
0.00 |
Volume |
37,129 |
26,914 |
-10,215 |
-27.5% |
172,695 |
|
Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,090.15 |
4,059.71 |
3,914.89 |
|
R3 |
4,011.26 |
3,980.82 |
3,893.19 |
|
R2 |
3,932.37 |
3,932.37 |
3,885.96 |
|
R1 |
3,901.93 |
3,901.93 |
3,878.73 |
3,917.15 |
PP |
3,853.48 |
3,853.48 |
3,853.48 |
3,861.09 |
S1 |
3,823.04 |
3,823.04 |
3,864.27 |
3,838.26 |
S2 |
3,774.59 |
3,774.59 |
3,857.04 |
|
S3 |
3,695.70 |
3,744.15 |
3,849.81 |
|
S4 |
3,616.81 |
3,665.26 |
3,828.11 |
|
|
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 |
3,805.02 |
154.03 |
4.0% |
87.08 |
2.2% |
43% |
False |
True |
32,521 |
10 |
3,959.05 |
3,680.31 |
278.74 |
7.2% |
113.40 |
2.9% |
69% |
False |
False |
33,800 |
20 |
4,195.95 |
3,555.71 |
640.24 |
16.5% |
120.78 |
3.1% |
49% |
False |
False |
40,799 |
40 |
4,195.95 |
3,355.25 |
840.70 |
21.7% |
121.12 |
3.1% |
61% |
False |
False |
43,473 |
60 |
4,258.85 |
3,158.10 |
1,100.75 |
28.4% |
170.05 |
4.4% |
65% |
False |
False |
59,476 |
80 |
6,391.71 |
3,158.10 |
3,233.61 |
83.5% |
234.24 |
6.1% |
22% |
False |
False |
78,004 |
100 |
6,632.71 |
3,158.10 |
3,474.61 |
89.7% |
212.39 |
5.5% |
21% |
False |
False |
69,369 |
120 |
6,980.29 |
3,158.10 |
3,822.19 |
98.7% |
216.60 |
5.6% |
19% |
False |
False |
67,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,219.19 |
2.618 |
4,090.44 |
1.618 |
4,011.55 |
1.000 |
3,962.80 |
0.618 |
3,932.66 |
HIGH |
3,883.91 |
0.618 |
3,853.77 |
0.500 |
3,844.47 |
0.382 |
3,835.16 |
LOW |
3,805.02 |
0.618 |
3,756.27 |
1.000 |
3,726.13 |
1.618 |
3,677.38 |
2.618 |
3,598.49 |
4.250 |
3,469.74 |
|
|
Fisher Pivots for day following 12-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,862.49 |
3,882.04 |
PP |
3,853.48 |
3,878.52 |
S1 |
3,844.47 |
3,875.01 |
|