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 |
1,305.5 |
1,300.1 |
-5.4 |
-0.4% |
1,301.0 |
High |
1,305.6 |
1,308.8 |
3.2 |
0.2% |
1,307.8 |
Low |
1,297.1 |
1,298.6 |
1.5 |
0.1% |
1,287.5 |
Close |
1,297.6 |
1,304.5 |
6.9 |
0.5% |
1,306.0 |
Range |
8.5 |
10.2 |
1.7 |
20.0% |
20.3 |
ATR |
12.0 |
12.0 |
-0.1 |
-0.5% |
0.0 |
Volume |
34,472 |
37,826 |
3,354 |
9.7% |
129,653 |
|
Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.6 |
1,329.7 |
1,310.1 |
|
R3 |
1,324.4 |
1,319.5 |
1,307.3 |
|
R2 |
1,314.2 |
1,314.2 |
1,306.4 |
|
R1 |
1,309.3 |
1,309.3 |
1,305.4 |
1,311.8 |
PP |
1,304.0 |
1,304.0 |
1,304.0 |
1,305.2 |
S1 |
1,299.1 |
1,299.1 |
1,303.6 |
1,301.6 |
S2 |
1,293.8 |
1,293.8 |
1,302.6 |
|
S3 |
1,283.6 |
1,288.9 |
1,301.7 |
|
S4 |
1,273.4 |
1,278.7 |
1,298.9 |
|
|
Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.3 |
1,354.0 |
1,317.2 |
|
R3 |
1,341.0 |
1,333.7 |
1,311.6 |
|
R2 |
1,320.7 |
1,320.7 |
1,309.7 |
|
R1 |
1,313.4 |
1,313.4 |
1,307.9 |
1,317.1 |
PP |
1,300.4 |
1,300.4 |
1,300.4 |
1,302.3 |
S1 |
1,293.1 |
1,293.1 |
1,304.1 |
1,296.8 |
S2 |
1,280.1 |
1,280.1 |
1,302.3 |
|
S3 |
1,259.8 |
1,272.8 |
1,300.4 |
|
S4 |
1,239.5 |
1,252.5 |
1,294.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,308.8 |
1,287.5 |
21.3 |
1.6% |
10.0 |
0.8% |
80% |
True |
False |
34,038 |
10 |
1,338.1 |
1,287.5 |
50.6 |
3.9% |
12.6 |
1.0% |
34% |
False |
False |
26,152 |
20 |
1,356.0 |
1,287.5 |
68.5 |
5.3% |
12.4 |
0.9% |
25% |
False |
False |
15,728 |
40 |
1,356.0 |
1,287.5 |
68.5 |
5.3% |
10.9 |
0.8% |
25% |
False |
False |
10,701 |
60 |
1,356.0 |
1,249.0 |
107.0 |
8.2% |
11.1 |
0.8% |
52% |
False |
False |
8,116 |
80 |
1,356.0 |
1,217.1 |
138.9 |
10.6% |
10.6 |
0.8% |
63% |
False |
False |
6,775 |
100 |
1,356.0 |
1,215.0 |
141.0 |
10.8% |
10.6 |
0.8% |
63% |
False |
False |
5,823 |
120 |
1,356.0 |
1,201.6 |
154.4 |
11.8% |
10.8 |
0.8% |
67% |
False |
False |
5,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,352.2 |
2.618 |
1,335.5 |
1.618 |
1,325.3 |
1.000 |
1,319.0 |
0.618 |
1,315.1 |
HIGH |
1,308.8 |
0.618 |
1,304.9 |
0.500 |
1,303.7 |
0.382 |
1,302.5 |
LOW |
1,298.6 |
0.618 |
1,292.3 |
1.000 |
1,288.4 |
1.618 |
1,282.1 |
2.618 |
1,271.9 |
4.250 |
1,255.3 |
|
|
Fisher Pivots for day following 12-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
1,304.2 |
1,303.2 |
PP |
1,304.0 |
1,301.8 |
S1 |
1,303.7 |
1,300.5 |
|