Trading Metrics calculated at close of trading on 21-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2019 |
21-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
4,000.00 |
4,019.74 |
19.74 |
0.5% |
3,877.75 |
High |
4,030.18 |
4,064.38 |
34.20 |
0.8% |
3,959.05 |
Low |
3,981.43 |
3,943.94 |
-37.49 |
-0.9% |
3,805.02 |
Close |
4,019.73 |
3,976.09 |
-43.64 |
-1.1% |
3,900.67 |
Range |
48.75 |
120.44 |
71.69 |
147.1% |
154.03 |
ATR |
115.96 |
116.28 |
0.32 |
0.3% |
0.00 |
Volume |
39,426 |
56,646 |
17,220 |
43.7% |
143,491 |
|
Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,356.12 |
4,286.55 |
4,042.33 |
|
R3 |
4,235.68 |
4,166.11 |
4,009.21 |
|
R2 |
4,115.24 |
4,115.24 |
3,998.17 |
|
R1 |
4,045.67 |
4,045.67 |
3,987.13 |
4,020.24 |
PP |
3,994.80 |
3,994.80 |
3,994.80 |
3,982.09 |
S1 |
3,925.23 |
3,925.23 |
3,965.05 |
3,899.80 |
S2 |
3,874.36 |
3,874.36 |
3,954.01 |
|
S3 |
3,753.92 |
3,804.79 |
3,942.97 |
|
S4 |
3,633.48 |
3,684.35 |
3,909.85 |
|
|
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 |
4,064.38 |
3,852.86 |
211.52 |
5.3% |
96.45 |
2.4% |
58% |
True |
False |
35,501 |
10 |
4,064.38 |
3,805.02 |
259.36 |
6.5% |
90.20 |
2.3% |
66% |
True |
False |
32,148 |
20 |
4,195.95 |
3,680.31 |
515.64 |
13.0% |
120.06 |
3.0% |
57% |
False |
False |
34,467 |
40 |
4,195.95 |
3,355.25 |
840.70 |
21.1% |
113.86 |
2.9% |
74% |
False |
False |
41,000 |
60 |
4,258.85 |
3,355.25 |
903.60 |
22.7% |
141.09 |
3.5% |
69% |
False |
False |
48,915 |
80 |
4,460.97 |
3,158.10 |
1,302.87 |
32.8% |
193.05 |
4.9% |
63% |
False |
False |
67,399 |
100 |
6,568.87 |
3,158.10 |
3,410.77 |
85.8% |
208.60 |
5.2% |
24% |
False |
False |
69,364 |
120 |
6,980.29 |
3,158.10 |
3,822.19 |
96.1% |
205.93 |
5.2% |
21% |
False |
False |
66,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,576.25 |
2.618 |
4,379.69 |
1.618 |
4,259.25 |
1.000 |
4,184.82 |
0.618 |
4,138.81 |
HIGH |
4,064.38 |
0.618 |
4,018.37 |
0.500 |
4,004.16 |
0.382 |
3,989.95 |
LOW |
3,943.94 |
0.618 |
3,869.51 |
1.000 |
3,823.50 |
1.618 |
3,749.07 |
2.618 |
3,628.63 |
4.250 |
3,432.07 |
|
|
Fisher Pivots for day following 21-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
4,004.16 |
4,004.16 |
PP |
3,994.80 |
3,994.80 |
S1 |
3,985.45 |
3,985.45 |
|