Trading Metrics calculated at close of trading on 20-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2019 |
20-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,975.52 |
4,000.00 |
24.48 |
0.6% |
3,877.75 |
High |
4,022.10 |
4,030.18 |
8.08 |
0.2% |
3,959.05 |
Low |
3,953.93 |
3,981.43 |
27.50 |
0.7% |
3,805.02 |
Close |
4,000.00 |
4,019.73 |
19.73 |
0.5% |
3,900.67 |
Range |
68.17 |
48.75 |
-19.42 |
-28.5% |
154.03 |
ATR |
121.13 |
115.96 |
-5.17 |
-4.3% |
0.00 |
Volume |
32,085 |
39,426 |
7,341 |
22.9% |
143,491 |
|
Daily Pivots for day following 20-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,156.70 |
4,136.96 |
4,046.54 |
|
R3 |
4,107.95 |
4,088.21 |
4,033.14 |
|
R2 |
4,059.20 |
4,059.20 |
4,028.67 |
|
R1 |
4,039.46 |
4,039.46 |
4,024.20 |
4,049.33 |
PP |
4,010.45 |
4,010.45 |
4,010.45 |
4,015.38 |
S1 |
3,990.71 |
3,990.71 |
4,015.26 |
4,000.58 |
S2 |
3,961.70 |
3,961.70 |
4,010.79 |
|
S3 |
3,912.95 |
3,941.96 |
4,006.32 |
|
S4 |
3,864.20 |
3,893.21 |
3,992.92 |
|
|
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 |
5.6% |
90.57 |
2.3% |
83% |
False |
False |
30,153 |
10 |
4,057.28 |
3,805.02 |
252.26 |
6.3% |
84.57 |
2.1% |
85% |
False |
False |
30,833 |
20 |
4,195.95 |
3,680.31 |
515.64 |
12.8% |
120.11 |
3.0% |
66% |
False |
False |
34,886 |
40 |
4,195.95 |
3,355.25 |
840.70 |
20.9% |
113.43 |
2.8% |
79% |
False |
False |
40,394 |
60 |
4,258.85 |
3,355.25 |
903.60 |
22.5% |
145.73 |
3.6% |
74% |
False |
False |
50,276 |
80 |
4,520.02 |
3,158.10 |
1,361.92 |
33.9% |
195.72 |
4.9% |
63% |
False |
False |
68,079 |
100 |
6,568.87 |
3,158.10 |
3,410.77 |
84.9% |
208.21 |
5.2% |
25% |
False |
False |
69,090 |
120 |
6,980.29 |
3,158.10 |
3,822.19 |
95.1% |
207.34 |
5.2% |
23% |
False |
False |
66,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,237.37 |
2.618 |
4,157.81 |
1.618 |
4,109.06 |
1.000 |
4,078.93 |
0.618 |
4,060.31 |
HIGH |
4,030.18 |
0.618 |
4,011.56 |
0.500 |
4,005.81 |
0.382 |
4,000.05 |
LOW |
3,981.43 |
0.618 |
3,951.30 |
1.000 |
3,932.68 |
1.618 |
3,902.55 |
2.618 |
3,853.80 |
4.250 |
3,774.24 |
|
|
Fisher Pivots for day following 20-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
4,015.09 |
4,004.57 |
PP |
4,010.45 |
3,989.41 |
S1 |
4,005.81 |
3,974.25 |
|