Trading Metrics calculated at close of trading on 13-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2019 |
13-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,856.49 |
3,871.47 |
14.98 |
0.4% |
3,830.28 |
High |
3,883.91 |
3,885.07 |
1.16 |
0.0% |
3,917.57 |
Low |
3,805.02 |
3,843.09 |
38.07 |
1.0% |
3,680.31 |
Close |
3,871.50 |
3,855.87 |
-15.63 |
-0.4% |
3,877.75 |
Range |
78.89 |
41.98 |
-36.91 |
-46.8% |
237.26 |
ATR |
134.65 |
128.03 |
-6.62 |
-4.9% |
0.00 |
Volume |
26,914 |
22,691 |
-4,223 |
-15.7% |
172,695 |
|
Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,987.28 |
3,963.56 |
3,878.96 |
|
R3 |
3,945.30 |
3,921.58 |
3,867.41 |
|
R2 |
3,903.32 |
3,903.32 |
3,863.57 |
|
R1 |
3,879.60 |
3,879.60 |
3,859.72 |
3,870.47 |
PP |
3,861.34 |
3,861.34 |
3,861.34 |
3,856.78 |
S1 |
3,837.62 |
3,837.62 |
3,852.02 |
3,828.49 |
S2 |
3,819.36 |
3,819.36 |
3,848.17 |
|
S3 |
3,777.38 |
3,795.64 |
3,844.33 |
|
S4 |
3,735.40 |
3,753.66 |
3,832.78 |
|
|
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% |
78.58 |
2.0% |
33% |
False |
False |
31,514 |
10 |
3,959.05 |
3,680.31 |
278.74 |
7.2% |
104.35 |
2.7% |
63% |
False |
False |
32,324 |
20 |
4,195.95 |
3,555.71 |
640.24 |
16.6% |
118.70 |
3.1% |
47% |
False |
False |
39,332 |
40 |
4,195.95 |
3,355.25 |
840.70 |
21.8% |
116.05 |
3.0% |
60% |
False |
False |
42,800 |
60 |
4,258.85 |
3,158.10 |
1,100.75 |
28.5% |
166.71 |
4.3% |
63% |
False |
False |
58,891 |
80 |
5,813.22 |
3,158.10 |
2,655.12 |
68.9% |
224.07 |
5.8% |
26% |
False |
False |
76,393 |
100 |
6,632.71 |
3,158.10 |
3,474.61 |
90.1% |
211.09 |
5.5% |
20% |
False |
False |
69,240 |
120 |
6,980.29 |
3,158.10 |
3,822.19 |
99.1% |
213.67 |
5.5% |
18% |
False |
False |
67,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,063.49 |
2.618 |
3,994.97 |
1.618 |
3,952.99 |
1.000 |
3,927.05 |
0.618 |
3,911.01 |
HIGH |
3,885.07 |
0.618 |
3,869.03 |
0.500 |
3,864.08 |
0.382 |
3,859.13 |
LOW |
3,843.09 |
0.618 |
3,817.15 |
1.000 |
3,801.11 |
1.618 |
3,775.17 |
2.618 |
3,733.19 |
4.250 |
3,664.68 |
|
|
Fisher Pivots for day following 13-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,864.08 |
3,882.04 |
PP |
3,861.34 |
3,873.31 |
S1 |
3,858.61 |
3,864.59 |
|