Trading Metrics calculated at close of trading on 12-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2019 |
12-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
7,022.25 |
7,176.00 |
153.75 |
2.2% |
7,177.00 |
High |
7,176.75 |
7,223.00 |
46.25 |
0.6% |
7,211.50 |
Low |
6,997.50 |
7,163.25 |
165.75 |
2.4% |
6,939.00 |
Close |
7,164.75 |
7,206.50 |
41.75 |
0.6% |
7,026.75 |
Range |
179.25 |
59.75 |
-119.50 |
-66.7% |
272.50 |
ATR |
103.12 |
100.02 |
-3.10 |
-3.0% |
0.00 |
Volume |
203,726 |
167,990 |
-35,736 |
-17.5% |
2,234,560 |
|
Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,376.75 |
7,351.50 |
7,239.25 |
|
R3 |
7,317.00 |
7,291.75 |
7,223.00 |
|
R2 |
7,257.25 |
7,257.25 |
7,217.50 |
|
R1 |
7,232.00 |
7,232.00 |
7,212.00 |
7,244.50 |
PP |
7,197.50 |
7,197.50 |
7,197.50 |
7,204.00 |
S1 |
7,172.25 |
7,172.25 |
7,201.00 |
7,185.00 |
S2 |
7,137.75 |
7,137.75 |
7,195.50 |
|
S3 |
7,078.00 |
7,112.50 |
7,190.00 |
|
S4 |
7,018.25 |
7,052.75 |
7,173.75 |
|
|
Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,876.50 |
7,724.25 |
7,176.50 |
|
R3 |
7,604.00 |
7,451.75 |
7,101.75 |
|
R2 |
7,331.50 |
7,331.50 |
7,076.75 |
|
R1 |
7,179.25 |
7,179.25 |
7,051.75 |
7,119.00 |
PP |
7,059.00 |
7,059.00 |
7,059.00 |
7,029.00 |
S1 |
6,906.75 |
6,906.75 |
7,001.75 |
6,846.50 |
S2 |
6,786.50 |
6,786.50 |
6,976.75 |
|
S3 |
6,514.00 |
6,634.25 |
6,951.75 |
|
S4 |
6,241.50 |
6,361.75 |
6,877.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,223.00 |
6,939.00 |
284.00 |
3.9% |
103.75 |
1.4% |
94% |
True |
False |
336,937 |
10 |
7,223.00 |
6,939.00 |
284.00 |
3.9% |
92.00 |
1.3% |
94% |
True |
False |
371,829 |
20 |
7,223.00 |
6,903.00 |
320.00 |
4.4% |
88.75 |
1.2% |
95% |
True |
False |
383,896 |
40 |
7,223.00 |
6,521.50 |
701.50 |
9.7% |
101.50 |
1.4% |
98% |
True |
False |
425,857 |
60 |
7,223.00 |
5,820.50 |
1,402.50 |
19.5% |
134.25 |
1.9% |
99% |
True |
False |
480,061 |
80 |
7,223.00 |
5,820.50 |
1,402.50 |
19.5% |
143.25 |
2.0% |
99% |
True |
False |
361,260 |
100 |
7,403.25 |
5,820.50 |
1,582.75 |
22.0% |
156.25 |
2.2% |
88% |
False |
False |
289,332 |
120 |
7,765.00 |
5,820.50 |
1,944.50 |
27.0% |
153.00 |
2.1% |
71% |
False |
False |
241,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,477.00 |
2.618 |
7,379.50 |
1.618 |
7,319.75 |
1.000 |
7,282.75 |
0.618 |
7,260.00 |
HIGH |
7,223.00 |
0.618 |
7,200.25 |
0.500 |
7,193.00 |
0.382 |
7,186.00 |
LOW |
7,163.25 |
0.618 |
7,126.25 |
1.000 |
7,103.50 |
1.618 |
7,066.50 |
2.618 |
7,006.75 |
4.250 |
6,909.25 |
|
|
Fisher Pivots for day following 12-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
7,202.00 |
7,164.75 |
PP |
7,197.50 |
7,122.75 |
S1 |
7,193.00 |
7,081.00 |
|