Trading Metrics calculated at close of trading on 19-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2019 |
19-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,900.68 |
3,975.52 |
74.84 |
1.9% |
3,877.75 |
High |
4,057.28 |
4,022.10 |
-35.18 |
-0.9% |
3,959.05 |
Low |
3,891.21 |
3,953.93 |
62.72 |
1.6% |
3,805.02 |
Close |
3,975.32 |
4,000.00 |
24.68 |
0.6% |
3,900.67 |
Range |
166.07 |
68.17 |
-97.90 |
-59.0% |
154.03 |
ATR |
125.21 |
121.13 |
-4.07 |
-3.3% |
0.00 |
Volume |
22,497 |
32,085 |
9,588 |
42.6% |
143,491 |
|
Daily Pivots for day following 19-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,196.52 |
4,166.43 |
4,037.49 |
|
R3 |
4,128.35 |
4,098.26 |
4,018.75 |
|
R2 |
4,060.18 |
4,060.18 |
4,012.50 |
|
R1 |
4,030.09 |
4,030.09 |
4,006.25 |
4,045.14 |
PP |
3,992.01 |
3,992.01 |
3,992.01 |
3,999.53 |
S1 |
3,961.92 |
3,961.92 |
3,993.75 |
3,976.97 |
S2 |
3,923.84 |
3,923.84 |
3,987.50 |
|
S3 |
3,855.67 |
3,893.75 |
3,981.25 |
|
S4 |
3,787.50 |
3,825.58 |
3,962.51 |
|
|
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 |
3,830.53 |
226.75 |
5.7% |
89.21 |
2.2% |
75% |
False |
False |
26,806 |
10 |
4,057.28 |
3,805.02 |
252.26 |
6.3% |
88.14 |
2.2% |
77% |
False |
False |
29,663 |
20 |
4,195.95 |
3,680.31 |
515.64 |
12.9% |
122.80 |
3.1% |
62% |
False |
False |
36,192 |
40 |
4,195.95 |
3,355.25 |
840.70 |
21.0% |
116.20 |
2.9% |
77% |
False |
False |
41,262 |
60 |
4,258.85 |
3,355.25 |
903.60 |
22.6% |
153.06 |
3.8% |
71% |
False |
False |
53,286 |
80 |
4,704.40 |
3,158.10 |
1,546.30 |
38.7% |
200.07 |
5.0% |
54% |
False |
False |
69,341 |
100 |
6,568.87 |
3,158.10 |
3,410.77 |
85.3% |
208.68 |
5.2% |
25% |
False |
False |
69,045 |
120 |
6,980.29 |
3,158.10 |
3,822.19 |
95.6% |
208.32 |
5.2% |
22% |
False |
False |
66,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,311.82 |
2.618 |
4,200.57 |
1.618 |
4,132.40 |
1.000 |
4,090.27 |
0.618 |
4,064.23 |
HIGH |
4,022.10 |
0.618 |
3,996.06 |
0.500 |
3,988.02 |
0.382 |
3,979.97 |
LOW |
3,953.93 |
0.618 |
3,911.80 |
1.000 |
3,885.76 |
1.618 |
3,843.63 |
2.618 |
3,775.46 |
4.250 |
3,664.21 |
|
|
Fisher Pivots for day following 19-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,996.01 |
3,985.02 |
PP |
3,992.01 |
3,970.05 |
S1 |
3,988.02 |
3,955.07 |
|