Trading Metrics calculated at close of trading on 26-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2019 |
26-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,986.22 |
3,904.25 |
-81.97 |
-2.1% |
3,900.68 |
High |
4,013.48 |
3,933.98 |
-79.50 |
-2.0% |
4,064.38 |
Low |
3,880.93 |
3,890.62 |
9.69 |
0.2% |
3,891.21 |
Close |
3,904.51 |
3,924.27 |
19.76 |
0.5% |
3,986.25 |
Range |
132.55 |
43.36 |
-89.19 |
-67.3% |
173.17 |
ATR |
112.16 |
107.25 |
-4.91 |
-4.4% |
0.00 |
Volume |
38,792 |
27,958 |
-10,834 |
-27.9% |
175,942 |
|
Daily Pivots for day following 26-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,046.37 |
4,028.68 |
3,948.12 |
|
R3 |
4,003.01 |
3,985.32 |
3,936.19 |
|
R2 |
3,959.65 |
3,959.65 |
3,932.22 |
|
R1 |
3,941.96 |
3,941.96 |
3,928.24 |
3,950.81 |
PP |
3,916.29 |
3,916.29 |
3,916.29 |
3,920.71 |
S1 |
3,898.60 |
3,898.60 |
3,920.30 |
3,907.45 |
S2 |
3,872.93 |
3,872.93 |
3,916.32 |
|
S3 |
3,829.57 |
3,855.24 |
3,912.35 |
|
S4 |
3,786.21 |
3,811.88 |
3,900.42 |
|
|
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% |
76.35 |
1.9% |
24% |
False |
False |
37,622 |
10 |
4,064.38 |
3,830.53 |
233.85 |
6.0% |
82.78 |
2.1% |
40% |
False |
False |
32,214 |
20 |
4,064.38 |
3,680.31 |
384.07 |
9.8% |
98.09 |
2.5% |
64% |
False |
False |
33,007 |
40 |
4,195.95 |
3,355.25 |
840.70 |
21.4% |
108.58 |
2.8% |
68% |
False |
False |
40,025 |
60 |
4,195.95 |
3,355.25 |
840.70 |
21.4% |
130.09 |
3.3% |
68% |
False |
False |
45,291 |
80 |
4,440.97 |
3,158.10 |
1,282.87 |
32.7% |
174.27 |
4.4% |
60% |
False |
False |
62,394 |
100 |
6,568.87 |
3,158.10 |
3,410.77 |
86.9% |
206.49 |
5.3% |
22% |
False |
False |
69,087 |
120 |
6,980.29 |
3,158.10 |
3,822.19 |
97.4% |
202.87 |
5.2% |
20% |
False |
False |
65,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,118.26 |
2.618 |
4,047.50 |
1.618 |
4,004.14 |
1.000 |
3,977.34 |
0.618 |
3,960.78 |
HIGH |
3,933.98 |
0.618 |
3,917.42 |
0.500 |
3,912.30 |
0.382 |
3,907.18 |
LOW |
3,890.62 |
0.618 |
3,863.82 |
1.000 |
3,847.26 |
1.618 |
3,820.46 |
2.618 |
3,777.10 |
4.250 |
3,706.34 |
|
|
Fisher Pivots for day following 26-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,920.28 |
3,947.21 |
PP |
3,916.29 |
3,939.56 |
S1 |
3,912.30 |
3,931.92 |
|