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 |
1,315.4 |
1,308.4 |
-7.0 |
-0.5% |
1,302.0 |
High |
1,318.8 |
1,311.1 |
-7.7 |
-0.6% |
1,320.2 |
Low |
1,307.3 |
1,287.7 |
-19.6 |
-1.5% |
1,298.0 |
Close |
1,310.4 |
1,289.8 |
-20.6 |
-1.6% |
1,312.3 |
Range |
11.5 |
23.4 |
11.9 |
103.5% |
22.2 |
ATR |
12.6 |
13.4 |
0.8 |
6.1% |
0.0 |
Volume |
206,263 |
87,798 |
-118,465 |
-57.4% |
1,357,787 |
|
Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.4 |
1,351.5 |
1,302.7 |
|
R3 |
1,343.0 |
1,328.1 |
1,296.2 |
|
R2 |
1,319.6 |
1,319.6 |
1,294.1 |
|
R1 |
1,304.7 |
1,304.7 |
1,291.9 |
1,300.5 |
PP |
1,296.2 |
1,296.2 |
1,296.2 |
1,294.1 |
S1 |
1,281.3 |
1,281.3 |
1,287.7 |
1,277.1 |
S2 |
1,272.8 |
1,272.8 |
1,285.5 |
|
S3 |
1,249.4 |
1,257.9 |
1,283.4 |
|
S4 |
1,226.0 |
1,234.5 |
1,276.9 |
|
|
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 |
1,287.7 |
36.8 |
2.9% |
13.6 |
1.1% |
6% |
False |
True |
216,919 |
10 |
1,324.5 |
1,287.7 |
36.8 |
2.9% |
13.4 |
1.0% |
6% |
False |
True |
240,565 |
20 |
1,324.5 |
1,280.8 |
43.7 |
3.4% |
13.1 |
1.0% |
21% |
False |
False |
241,616 |
40 |
1,349.8 |
1,280.8 |
69.0 |
5.3% |
12.2 |
0.9% |
13% |
False |
False |
221,642 |
60 |
1,349.8 |
1,280.8 |
69.0 |
5.3% |
11.9 |
0.9% |
13% |
False |
False |
168,039 |
80 |
1,349.8 |
1,233.0 |
116.8 |
9.1% |
11.6 |
0.9% |
49% |
False |
False |
127,436 |
100 |
1,349.8 |
1,209.3 |
140.5 |
10.9% |
11.2 |
0.9% |
57% |
False |
False |
102,620 |
120 |
1,349.8 |
1,199.2 |
150.6 |
11.7% |
11.2 |
0.9% |
60% |
False |
False |
85,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,410.6 |
2.618 |
1,372.4 |
1.618 |
1,349.0 |
1.000 |
1,334.5 |
0.618 |
1,325.6 |
HIGH |
1,311.1 |
0.618 |
1,302.2 |
0.500 |
1,299.4 |
0.382 |
1,296.6 |
LOW |
1,287.7 |
0.618 |
1,273.2 |
1.000 |
1,264.3 |
1.618 |
1,249.8 |
2.618 |
1,226.4 |
4.250 |
1,188.3 |
|
|
Fisher Pivots for day following 28-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
1,299.4 |
1,305.4 |
PP |
1,296.2 |
1,300.2 |
S1 |
1,293.0 |
1,295.0 |
|