Trading Metrics calculated at close of trading on 27-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2019 |
27-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
1,321.5 |
1,315.4 |
-6.1 |
-0.5% |
1,302.0 |
High |
1,323.0 |
1,318.8 |
-4.2 |
-0.3% |
1,320.2 |
Low |
1,312.1 |
1,307.3 |
-4.8 |
-0.4% |
1,298.0 |
Close |
1,315.0 |
1,310.4 |
-4.6 |
-0.3% |
1,312.3 |
Range |
10.9 |
11.5 |
0.6 |
5.5% |
22.2 |
ATR |
12.7 |
12.6 |
-0.1 |
-0.7% |
0.0 |
Volume |
267,173 |
206,263 |
-60,910 |
-22.8% |
1,357,787 |
|
Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.7 |
1,340.0 |
1,316.7 |
|
R3 |
1,335.2 |
1,328.5 |
1,313.6 |
|
R2 |
1,323.7 |
1,323.7 |
1,312.5 |
|
R1 |
1,317.0 |
1,317.0 |
1,311.5 |
1,314.6 |
PP |
1,312.2 |
1,312.2 |
1,312.2 |
1,311.0 |
S1 |
1,305.5 |
1,305.5 |
1,309.3 |
1,303.1 |
S2 |
1,300.7 |
1,300.7 |
1,308.3 |
|
S3 |
1,289.2 |
1,294.0 |
1,307.2 |
|
S4 |
1,277.7 |
1,282.5 |
1,304.1 |
|
|
Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.8 |
1,366.7 |
1,324.5 |
|
R3 |
1,354.6 |
1,344.5 |
1,318.4 |
|
R2 |
1,332.4 |
1,332.4 |
1,316.4 |
|
R1 |
1,322.3 |
1,322.3 |
1,314.3 |
1,327.4 |
PP |
1,310.2 |
1,310.2 |
1,310.2 |
1,312.7 |
S1 |
1,300.1 |
1,300.1 |
1,310.3 |
1,305.2 |
S2 |
1,288.0 |
1,288.0 |
1,308.2 |
|
S3 |
1,265.8 |
1,277.9 |
1,306.2 |
|
S4 |
1,243.6 |
1,255.7 |
1,300.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,324.5 |
1,302.8 |
21.7 |
1.7% |
12.4 |
0.9% |
35% |
False |
False |
265,882 |
10 |
1,324.5 |
1,292.5 |
32.0 |
2.4% |
12.9 |
1.0% |
56% |
False |
False |
256,605 |
20 |
1,328.9 |
1,280.8 |
48.1 |
3.7% |
12.7 |
1.0% |
62% |
False |
False |
249,838 |
40 |
1,349.8 |
1,280.8 |
69.0 |
5.3% |
12.0 |
0.9% |
43% |
False |
False |
226,250 |
60 |
1,349.8 |
1,280.8 |
69.0 |
5.3% |
11.6 |
0.9% |
43% |
False |
False |
166,769 |
80 |
1,349.8 |
1,227.8 |
122.0 |
9.3% |
11.4 |
0.9% |
68% |
False |
False |
126,372 |
100 |
1,349.8 |
1,209.3 |
140.5 |
10.7% |
11.2 |
0.9% |
72% |
False |
False |
101,780 |
120 |
1,349.8 |
1,199.2 |
150.6 |
11.5% |
11.1 |
0.8% |
74% |
False |
False |
85,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,367.7 |
2.618 |
1,348.9 |
1.618 |
1,337.4 |
1.000 |
1,330.3 |
0.618 |
1,325.9 |
HIGH |
1,318.8 |
0.618 |
1,314.4 |
0.500 |
1,313.1 |
0.382 |
1,311.7 |
LOW |
1,307.3 |
0.618 |
1,300.2 |
1.000 |
1,295.8 |
1.618 |
1,288.7 |
2.618 |
1,277.2 |
4.250 |
1,258.4 |
|
|
Fisher Pivots for day following 27-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
1,313.1 |
1,315.9 |
PP |
1,312.2 |
1,314.1 |
S1 |
1,311.3 |
1,312.2 |
|