Trading Metrics calculated at close of trading on 28-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2019 |
28-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,924.26 |
4,020.97 |
96.71 |
2.5% |
3,900.68 |
High |
4,045.94 |
4,042.85 |
-3.09 |
-0.1% |
4,064.38 |
Low |
3,917.40 |
4,003.77 |
86.37 |
2.2% |
3,891.21 |
Close |
4,020.96 |
4,021.53 |
0.57 |
0.0% |
3,986.25 |
Range |
128.54 |
39.08 |
-89.46 |
-69.6% |
173.17 |
ATR |
108.77 |
103.79 |
-4.98 |
-4.6% |
0.00 |
Volume |
36,282 |
28,745 |
-7,537 |
-20.8% |
175,942 |
|
Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,139.96 |
4,119.82 |
4,043.02 |
|
R3 |
4,100.88 |
4,080.74 |
4,032.28 |
|
R2 |
4,061.80 |
4,061.80 |
4,028.69 |
|
R1 |
4,041.66 |
4,041.66 |
4,025.11 |
4,051.73 |
PP |
4,022.72 |
4,022.72 |
4,022.72 |
4,027.75 |
S1 |
4,002.58 |
4,002.58 |
4,017.95 |
4,012.65 |
S2 |
3,983.64 |
3,983.64 |
4,014.37 |
|
S3 |
3,944.56 |
3,963.50 |
4,010.78 |
|
S4 |
3,905.48 |
3,924.42 |
4,000.04 |
|
|
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 |
4,045.94 |
3,880.93 |
165.01 |
4.1% |
76.04 |
1.9% |
85% |
False |
False |
31,413 |
10 |
4,064.38 |
3,852.86 |
211.52 |
5.3% |
86.24 |
2.1% |
80% |
False |
False |
33,457 |
20 |
4,064.38 |
3,680.31 |
384.07 |
9.6% |
91.66 |
2.3% |
89% |
False |
False |
32,321 |
40 |
4,195.95 |
3,355.25 |
840.70 |
20.9% |
108.22 |
2.7% |
79% |
False |
False |
39,129 |
60 |
4,195.95 |
3,355.25 |
840.70 |
20.9% |
122.05 |
3.0% |
79% |
False |
False |
43,379 |
80 |
4,330.73 |
3,158.10 |
1,172.63 |
29.2% |
168.20 |
4.2% |
74% |
False |
False |
60,103 |
100 |
6,568.87 |
3,158.10 |
3,410.77 |
84.8% |
205.98 |
5.1% |
25% |
False |
False |
68,996 |
120 |
6,980.29 |
3,158.10 |
3,822.19 |
95.0% |
201.62 |
5.0% |
23% |
False |
False |
65,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,208.94 |
2.618 |
4,145.16 |
1.618 |
4,106.08 |
1.000 |
4,081.93 |
0.618 |
4,067.00 |
HIGH |
4,042.85 |
0.618 |
4,027.92 |
0.500 |
4,023.31 |
0.382 |
4,018.70 |
LOW |
4,003.77 |
0.618 |
3,979.62 |
1.000 |
3,964.69 |
1.618 |
3,940.54 |
2.618 |
3,901.46 |
4.250 |
3,837.68 |
|
|
Fisher Pivots for day following 28-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
4,023.31 |
4,003.78 |
PP |
4,022.72 |
3,986.03 |
S1 |
4,022.12 |
3,968.28 |
|