Trading Metrics calculated at close of trading on 01-Apr-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2019 |
01-Apr-2019 |
Change |
Change % |
Previous Week |
Open |
4,021.53 |
4,080.42 |
58.89 |
1.5% |
3,986.22 |
High |
4,114.14 |
4,155.90 |
41.76 |
1.0% |
4,114.14 |
Low |
4,015.27 |
4,061.69 |
46.42 |
1.2% |
3,880.93 |
Close |
4,080.42 |
4,129.97 |
49.55 |
1.2% |
4,080.42 |
Range |
98.87 |
94.21 |
-4.66 |
-4.7% |
233.21 |
ATR |
103.44 |
102.78 |
-0.66 |
-0.6% |
0.00 |
Volume |
35,520 |
30,350 |
-5,170 |
-14.6% |
167,297 |
|
Daily Pivots for day following 01-Apr-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,398.48 |
4,358.44 |
4,181.79 |
|
R3 |
4,304.27 |
4,264.23 |
4,155.88 |
|
R2 |
4,210.06 |
4,210.06 |
4,147.24 |
|
R1 |
4,170.02 |
4,170.02 |
4,138.61 |
4,190.04 |
PP |
4,115.85 |
4,115.85 |
4,115.85 |
4,125.87 |
S1 |
4,075.81 |
4,075.81 |
4,121.33 |
4,095.83 |
S2 |
4,021.64 |
4,021.64 |
4,112.70 |
|
S3 |
3,927.43 |
3,981.60 |
4,104.06 |
|
S4 |
3,833.22 |
3,887.39 |
4,078.15 |
|
|
Weekly Pivots for week ending 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,724.79 |
4,635.82 |
4,208.69 |
|
R3 |
4,491.58 |
4,402.61 |
4,144.55 |
|
R2 |
4,258.37 |
4,258.37 |
4,123.18 |
|
R1 |
4,169.40 |
4,169.40 |
4,101.80 |
4,213.89 |
PP |
4,025.16 |
4,025.16 |
4,025.16 |
4,047.41 |
S1 |
3,936.19 |
3,936.19 |
4,059.04 |
3,980.68 |
S2 |
3,791.95 |
3,791.95 |
4,037.66 |
|
S3 |
3,558.74 |
3,702.98 |
4,016.29 |
|
S4 |
3,325.53 |
3,469.77 |
3,952.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,155.90 |
3,890.62 |
265.28 |
6.4% |
80.81 |
2.0% |
90% |
True |
False |
31,771 |
10 |
4,155.90 |
3,880.93 |
274.97 |
6.7% |
81.06 |
2.0% |
91% |
True |
False |
35,109 |
20 |
4,155.90 |
3,696.07 |
459.83 |
11.1% |
90.33 |
2.2% |
94% |
True |
False |
32,693 |
40 |
4,195.95 |
3,355.25 |
840.70 |
20.4% |
109.04 |
2.6% |
92% |
False |
False |
38,652 |
60 |
4,195.95 |
3,355.25 |
840.70 |
20.4% |
120.60 |
2.9% |
92% |
False |
False |
42,817 |
80 |
4,258.85 |
3,158.10 |
1,100.75 |
26.7% |
162.68 |
3.9% |
88% |
False |
False |
58,521 |
100 |
6,568.87 |
3,158.10 |
3,410.77 |
82.6% |
205.84 |
5.0% |
28% |
False |
False |
69,047 |
120 |
6,980.29 |
3,158.10 |
3,822.19 |
92.5% |
201.24 |
4.9% |
25% |
False |
False |
65,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,556.29 |
2.618 |
4,402.54 |
1.618 |
4,308.33 |
1.000 |
4,250.11 |
0.618 |
4,214.12 |
HIGH |
4,155.90 |
0.618 |
4,119.91 |
0.500 |
4,108.80 |
0.382 |
4,097.68 |
LOW |
4,061.69 |
0.618 |
4,003.47 |
1.000 |
3,967.48 |
1.618 |
3,909.26 |
2.618 |
3,815.05 |
4.250 |
3,661.30 |
|
|
Fisher Pivots for day following 01-Apr-2019 |
Pivot |
1 day |
3 day |
R1 |
4,122.91 |
4,113.26 |
PP |
4,115.85 |
4,096.55 |
S1 |
4,108.80 |
4,079.84 |
|