Trading Metrics calculated at close of trading on 18-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2019 |
18-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,858.93 |
3,900.68 |
41.75 |
1.1% |
3,877.75 |
High |
3,931.66 |
4,057.28 |
125.62 |
3.2% |
3,959.05 |
Low |
3,852.86 |
3,891.21 |
38.35 |
1.0% |
3,805.02 |
Close |
3,900.67 |
3,975.32 |
74.65 |
1.9% |
3,900.67 |
Range |
78.80 |
166.07 |
87.27 |
110.7% |
154.03 |
ATR |
122.06 |
125.21 |
3.14 |
2.6% |
0.00 |
Volume |
26,852 |
22,497 |
-4,355 |
-16.2% |
143,491 |
|
Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,472.81 |
4,390.14 |
4,066.66 |
|
R3 |
4,306.74 |
4,224.07 |
4,020.99 |
|
R2 |
4,140.67 |
4,140.67 |
4,005.77 |
|
R1 |
4,058.00 |
4,058.00 |
3,990.54 |
4,099.34 |
PP |
3,974.60 |
3,974.60 |
3,974.60 |
3,995.27 |
S1 |
3,891.93 |
3,891.93 |
3,960.10 |
3,933.27 |
S2 |
3,808.53 |
3,808.53 |
3,944.87 |
|
S3 |
3,642.46 |
3,725.86 |
3,929.65 |
|
S4 |
3,476.39 |
3,559.79 |
3,883.98 |
|
|
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 |
4,057.28 |
3,805.02 |
252.26 |
6.3% |
91.36 |
2.3% |
68% |
True |
False |
25,771 |
10 |
4,057.28 |
3,696.07 |
361.21 |
9.1% |
99.60 |
2.5% |
77% |
True |
False |
30,278 |
20 |
4,195.95 |
3,680.31 |
515.64 |
13.0% |
126.18 |
3.2% |
57% |
False |
False |
38,000 |
40 |
4,195.95 |
3,355.25 |
840.70 |
21.1% |
116.13 |
2.9% |
74% |
False |
False |
41,147 |
60 |
4,258.85 |
3,355.25 |
903.60 |
22.7% |
159.10 |
4.0% |
69% |
False |
False |
55,388 |
80 |
4,976.90 |
3,158.10 |
1,818.80 |
45.8% |
208.77 |
5.3% |
45% |
False |
False |
72,680 |
100 |
6,568.87 |
3,158.10 |
3,410.77 |
85.8% |
209.47 |
5.3% |
24% |
False |
False |
69,068 |
120 |
6,980.29 |
3,158.10 |
3,822.19 |
96.1% |
210.21 |
5.3% |
21% |
False |
False |
66,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,763.08 |
2.618 |
4,492.05 |
1.618 |
4,325.98 |
1.000 |
4,223.35 |
0.618 |
4,159.91 |
HIGH |
4,057.28 |
0.618 |
3,993.84 |
0.500 |
3,974.25 |
0.382 |
3,954.65 |
LOW |
3,891.21 |
0.618 |
3,788.58 |
1.000 |
3,725.14 |
1.618 |
3,622.51 |
2.618 |
3,456.44 |
4.250 |
3,185.41 |
|
|
Fisher Pivots for day following 18-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,974.96 |
3,964.85 |
PP |
3,974.60 |
3,954.38 |
S1 |
3,974.25 |
3,943.91 |
|