Trading Metrics calculated at close of trading on 22-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2019 |
22-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
4,019.74 |
3,976.09 |
-43.65 |
-1.1% |
3,900.68 |
High |
4,064.38 |
4,005.84 |
-58.54 |
-1.4% |
4,064.38 |
Low |
3,943.94 |
3,969.19 |
25.25 |
0.6% |
3,891.21 |
Close |
3,976.09 |
3,986.25 |
10.16 |
0.3% |
3,986.25 |
Range |
120.44 |
36.65 |
-83.79 |
-69.6% |
173.17 |
ATR |
116.28 |
110.59 |
-5.69 |
-4.9% |
0.00 |
Volume |
56,646 |
25,288 |
-31,358 |
-55.4% |
175,942 |
|
Daily Pivots for day following 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,097.04 |
4,078.30 |
4,006.41 |
|
R3 |
4,060.39 |
4,041.65 |
3,996.33 |
|
R2 |
4,023.74 |
4,023.74 |
3,992.97 |
|
R1 |
4,005.00 |
4,005.00 |
3,989.61 |
4,014.37 |
PP |
3,987.09 |
3,987.09 |
3,987.09 |
3,991.78 |
S1 |
3,968.35 |
3,968.35 |
3,982.89 |
3,977.72 |
S2 |
3,950.44 |
3,950.44 |
3,979.53 |
|
S3 |
3,913.79 |
3,931.70 |
3,976.17 |
|
S4 |
3,877.14 |
3,895.05 |
3,966.09 |
|
|
Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,500.12 |
4,416.36 |
4,081.49 |
|
R3 |
4,326.95 |
4,243.19 |
4,033.87 |
|
R2 |
4,153.78 |
4,153.78 |
4,018.00 |
|
R1 |
4,070.02 |
4,070.02 |
4,002.12 |
4,111.90 |
PP |
3,980.61 |
3,980.61 |
3,980.61 |
4,001.56 |
S1 |
3,896.85 |
3,896.85 |
3,970.38 |
3,938.73 |
S2 |
3,807.44 |
3,807.44 |
3,954.50 |
|
S3 |
3,634.27 |
3,723.68 |
3,938.63 |
|
S4 |
3,461.10 |
3,550.51 |
3,891.01 |
|
|
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 |
3,891.21 |
173.17 |
4.3% |
88.02 |
2.2% |
55% |
False |
False |
35,188 |
10 |
4,064.38 |
3,805.02 |
259.36 |
6.5% |
88.06 |
2.2% |
70% |
False |
False |
31,943 |
20 |
4,195.95 |
3,680.31 |
515.64 |
12.9% |
117.79 |
3.0% |
59% |
False |
False |
33,307 |
40 |
4,195.95 |
3,355.25 |
840.70 |
21.1% |
113.00 |
2.8% |
75% |
False |
False |
40,968 |
60 |
4,195.95 |
3,355.25 |
840.70 |
21.1% |
134.42 |
3.4% |
75% |
False |
False |
47,166 |
80 |
4,440.97 |
3,158.10 |
1,282.87 |
32.2% |
182.28 |
4.6% |
65% |
False |
False |
65,411 |
100 |
6,568.87 |
3,158.10 |
3,410.77 |
85.6% |
207.80 |
5.2% |
24% |
False |
False |
69,291 |
120 |
6,980.29 |
3,158.10 |
3,822.19 |
95.9% |
204.05 |
5.1% |
22% |
False |
False |
65,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,161.60 |
2.618 |
4,101.79 |
1.618 |
4,065.14 |
1.000 |
4,042.49 |
0.618 |
4,028.49 |
HIGH |
4,005.84 |
0.618 |
3,991.84 |
0.500 |
3,987.52 |
0.382 |
3,983.19 |
LOW |
3,969.19 |
0.618 |
3,946.54 |
1.000 |
3,932.54 |
1.618 |
3,909.89 |
2.618 |
3,873.24 |
4.250 |
3,813.43 |
|
|
Fisher Pivots for day following 22-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,987.52 |
4,004.16 |
PP |
3,987.09 |
3,998.19 |
S1 |
3,986.67 |
3,992.22 |
|