Trading Metrics calculated at close of trading on 25-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2019 |
25-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,976.09 |
3,986.22 |
10.13 |
0.3% |
3,900.68 |
High |
4,005.84 |
4,013.48 |
7.64 |
0.2% |
4,064.38 |
Low |
3,969.19 |
3,880.93 |
-88.26 |
-2.2% |
3,891.21 |
Close |
3,986.25 |
3,904.51 |
-81.74 |
-2.1% |
3,986.25 |
Range |
36.65 |
132.55 |
95.90 |
261.7% |
173.17 |
ATR |
110.59 |
112.16 |
1.57 |
1.4% |
0.00 |
Volume |
25,288 |
38,792 |
13,504 |
53.4% |
175,942 |
|
Daily Pivots for day following 25-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,330.62 |
4,250.12 |
3,977.41 |
|
R3 |
4,198.07 |
4,117.57 |
3,940.96 |
|
R2 |
4,065.52 |
4,065.52 |
3,928.81 |
|
R1 |
3,985.02 |
3,985.02 |
3,916.66 |
3,959.00 |
PP |
3,932.97 |
3,932.97 |
3,932.97 |
3,919.96 |
S1 |
3,852.47 |
3,852.47 |
3,892.36 |
3,826.45 |
S2 |
3,800.42 |
3,800.42 |
3,880.21 |
|
S3 |
3,667.87 |
3,719.92 |
3,868.06 |
|
S4 |
3,535.32 |
3,587.37 |
3,831.61 |
|
|
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 |
3,880.93 |
183.45 |
4.7% |
81.31 |
2.1% |
13% |
False |
True |
38,447 |
10 |
4,064.38 |
3,805.02 |
259.36 |
6.6% |
86.33 |
2.2% |
38% |
False |
False |
32,109 |
20 |
4,064.38 |
3,680.31 |
384.07 |
9.8% |
101.06 |
2.6% |
58% |
False |
False |
32,965 |
40 |
4,195.95 |
3,355.25 |
840.70 |
21.5% |
114.75 |
2.9% |
65% |
False |
False |
41,247 |
60 |
4,195.95 |
3,355.25 |
840.70 |
21.5% |
133.72 |
3.4% |
65% |
False |
False |
46,311 |
80 |
4,440.97 |
3,158.10 |
1,282.87 |
32.9% |
181.20 |
4.6% |
58% |
False |
False |
64,098 |
100 |
6,568.87 |
3,158.10 |
3,410.77 |
87.4% |
206.82 |
5.3% |
22% |
False |
False |
69,138 |
120 |
6,980.29 |
3,158.10 |
3,822.19 |
97.9% |
203.60 |
5.2% |
20% |
False |
False |
65,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,576.82 |
2.618 |
4,360.50 |
1.618 |
4,227.95 |
1.000 |
4,146.03 |
0.618 |
4,095.40 |
HIGH |
4,013.48 |
0.618 |
3,962.85 |
0.500 |
3,947.21 |
0.382 |
3,931.56 |
LOW |
3,880.93 |
0.618 |
3,799.01 |
1.000 |
3,748.38 |
1.618 |
3,666.46 |
2.618 |
3,533.91 |
4.250 |
3,317.59 |
|
|
Fisher Pivots for day following 25-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,947.21 |
3,972.66 |
PP |
3,932.97 |
3,949.94 |
S1 |
3,918.74 |
3,927.23 |
|