Trading Metrics calculated at close of trading on 14-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2019 |
14-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,871.47 |
3,855.87 |
-15.60 |
-0.4% |
3,830.28 |
High |
3,885.07 |
3,921.57 |
36.50 |
0.9% |
3,917.57 |
Low |
3,843.09 |
3,830.53 |
-12.56 |
-0.3% |
3,680.31 |
Close |
3,855.87 |
3,858.95 |
3.08 |
0.1% |
3,877.75 |
Range |
41.98 |
91.04 |
49.06 |
116.9% |
237.26 |
ATR |
128.03 |
125.39 |
-2.64 |
-2.1% |
0.00 |
Volume |
22,691 |
29,905 |
7,214 |
31.8% |
172,695 |
|
Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,143.47 |
4,092.25 |
3,909.02 |
|
R3 |
4,052.43 |
4,001.21 |
3,883.99 |
|
R2 |
3,961.39 |
3,961.39 |
3,875.64 |
|
R1 |
3,910.17 |
3,910.17 |
3,867.30 |
3,935.78 |
PP |
3,870.35 |
3,870.35 |
3,870.35 |
3,883.16 |
S1 |
3,819.13 |
3,819.13 |
3,850.60 |
3,844.74 |
S2 |
3,779.31 |
3,779.31 |
3,842.26 |
|
S3 |
3,688.27 |
3,728.09 |
3,833.91 |
|
S4 |
3,597.23 |
3,637.05 |
3,808.88 |
|
|
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% |
83.95 |
2.2% |
35% |
False |
False |
28,795 |
10 |
3,959.05 |
3,680.31 |
278.74 |
7.2% |
97.08 |
2.5% |
64% |
False |
False |
31,185 |
20 |
4,195.95 |
3,555.71 |
640.24 |
16.6% |
119.75 |
3.1% |
47% |
False |
False |
39,024 |
40 |
4,195.95 |
3,355.25 |
840.70 |
21.8% |
115.31 |
3.0% |
60% |
False |
False |
42,431 |
60 |
4,258.85 |
3,158.10 |
1,100.75 |
28.5% |
165.84 |
4.3% |
64% |
False |
False |
57,532 |
80 |
5,706.34 |
3,158.10 |
2,548.24 |
66.0% |
219.30 |
5.7% |
28% |
False |
False |
75,063 |
100 |
6,568.87 |
3,158.10 |
3,410.77 |
88.4% |
209.79 |
5.4% |
21% |
False |
False |
69,133 |
120 |
6,980.29 |
3,158.10 |
3,822.19 |
99.0% |
213.61 |
5.5% |
18% |
False |
False |
67,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,308.49 |
2.618 |
4,159.91 |
1.618 |
4,068.87 |
1.000 |
4,012.61 |
0.618 |
3,977.83 |
HIGH |
3,921.57 |
0.618 |
3,886.79 |
0.500 |
3,876.05 |
0.382 |
3,865.31 |
LOW |
3,830.53 |
0.618 |
3,774.27 |
1.000 |
3,739.49 |
1.618 |
3,683.23 |
2.618 |
3,592.19 |
4.250 |
3,443.61 |
|
|
Fisher Pivots for day following 14-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,876.05 |
3,863.30 |
PP |
3,870.35 |
3,861.85 |
S1 |
3,864.65 |
3,860.40 |
|