Trading Metrics calculated at close of trading on 15-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,855.87 |
3,858.93 |
3.06 |
0.1% |
3,877.75 |
High |
3,921.57 |
3,931.66 |
10.09 |
0.3% |
3,959.05 |
Low |
3,830.53 |
3,852.86 |
22.33 |
0.6% |
3,805.02 |
Close |
3,858.95 |
3,900.67 |
41.72 |
1.1% |
3,900.67 |
Range |
91.04 |
78.80 |
-12.24 |
-13.4% |
154.03 |
ATR |
125.39 |
122.06 |
-3.33 |
-2.7% |
0.00 |
Volume |
29,905 |
26,852 |
-3,053 |
-10.2% |
143,491 |
|
Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,131.46 |
4,094.87 |
3,944.01 |
|
R3 |
4,052.66 |
4,016.07 |
3,922.34 |
|
R2 |
3,973.86 |
3,973.86 |
3,915.12 |
|
R1 |
3,937.27 |
3,937.27 |
3,907.89 |
3,955.57 |
PP |
3,895.06 |
3,895.06 |
3,895.06 |
3,904.21 |
S1 |
3,858.47 |
3,858.47 |
3,893.45 |
3,876.77 |
S2 |
3,816.26 |
3,816.26 |
3,886.22 |
|
S3 |
3,737.46 |
3,779.67 |
3,879.00 |
|
S4 |
3,658.66 |
3,700.87 |
3,857.33 |
|
|
Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,350.34 |
4,279.53 |
3,985.39 |
|
R3 |
4,196.31 |
4,125.50 |
3,943.03 |
|
R2 |
4,042.28 |
4,042.28 |
3,928.91 |
|
R1 |
3,971.47 |
3,971.47 |
3,914.79 |
4,006.88 |
PP |
3,888.25 |
3,888.25 |
3,888.25 |
3,905.95 |
S1 |
3,817.44 |
3,817.44 |
3,886.55 |
3,852.85 |
S2 |
3,734.22 |
3,734.22 |
3,872.43 |
|
S3 |
3,580.19 |
3,663.41 |
3,858.31 |
|
S4 |
3,426.16 |
3,509.38 |
3,815.95 |
|
|
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 |
3.9% |
88.10 |
2.3% |
62% |
False |
False |
28,698 |
10 |
3,959.05 |
3,680.31 |
278.74 |
7.1% |
99.32 |
2.5% |
79% |
False |
False |
31,618 |
20 |
4,195.95 |
3,555.71 |
640.24 |
16.4% |
121.78 |
3.1% |
54% |
False |
False |
39,014 |
40 |
4,195.95 |
3,355.25 |
840.70 |
21.6% |
114.36 |
2.9% |
65% |
False |
False |
41,547 |
60 |
4,258.85 |
3,355.25 |
903.60 |
23.2% |
158.88 |
4.1% |
60% |
False |
False |
56,003 |
80 |
5,704.62 |
3,158.10 |
2,546.52 |
65.3% |
218.12 |
5.6% |
29% |
False |
False |
74,644 |
100 |
6,568.87 |
3,158.10 |
3,410.77 |
87.4% |
209.35 |
5.4% |
22% |
False |
False |
69,020 |
120 |
6,980.29 |
3,158.10 |
3,822.19 |
98.0% |
210.84 |
5.4% |
19% |
False |
False |
66,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,266.56 |
2.618 |
4,137.96 |
1.618 |
4,059.16 |
1.000 |
4,010.46 |
0.618 |
3,980.36 |
HIGH |
3,931.66 |
0.618 |
3,901.56 |
0.500 |
3,892.26 |
0.382 |
3,882.96 |
LOW |
3,852.86 |
0.618 |
3,804.16 |
1.000 |
3,774.06 |
1.618 |
3,725.36 |
2.618 |
3,646.56 |
4.250 |
3,517.96 |
|
|
Fisher Pivots for day following 15-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,897.87 |
3,894.15 |
PP |
3,895.06 |
3,887.62 |
S1 |
3,892.26 |
3,881.10 |
|