Trading Metrics calculated at close of trading on 15-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
1,315.6 |
1,301.9 |
-13.7 |
-1.0% |
1,305.5 |
High |
1,316.7 |
1,312.3 |
-4.4 |
-0.3% |
1,317.9 |
Low |
1,299.0 |
1,300.1 |
1.1 |
0.1% |
1,297.1 |
Close |
1,301.4 |
1,308.9 |
7.5 |
0.6% |
1,308.9 |
Range |
17.7 |
12.2 |
-5.5 |
-31.1% |
20.8 |
ATR |
12.5 |
12.4 |
0.0 |
-0.1% |
0.0 |
Volume |
31,493 |
39,413 |
7,920 |
25.1% |
176,697 |
|
Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.7 |
1,338.5 |
1,315.6 |
|
R3 |
1,331.5 |
1,326.3 |
1,312.3 |
|
R2 |
1,319.3 |
1,319.3 |
1,311.1 |
|
R1 |
1,314.1 |
1,314.1 |
1,310.0 |
1,316.7 |
PP |
1,307.1 |
1,307.1 |
1,307.1 |
1,308.4 |
S1 |
1,301.9 |
1,301.9 |
1,307.8 |
1,304.5 |
S2 |
1,294.9 |
1,294.9 |
1,306.7 |
|
S3 |
1,282.7 |
1,289.7 |
1,305.5 |
|
S4 |
1,270.5 |
1,277.5 |
1,302.2 |
|
|
Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.4 |
1,360.4 |
1,320.3 |
|
R3 |
1,349.6 |
1,339.6 |
1,314.6 |
|
R2 |
1,328.8 |
1,328.8 |
1,312.7 |
|
R1 |
1,318.8 |
1,318.8 |
1,310.8 |
1,323.8 |
PP |
1,308.0 |
1,308.0 |
1,308.0 |
1,310.5 |
S1 |
1,298.0 |
1,298.0 |
1,307.0 |
1,303.0 |
S2 |
1,287.2 |
1,287.2 |
1,305.1 |
|
S3 |
1,266.4 |
1,277.2 |
1,303.2 |
|
S4 |
1,245.6 |
1,256.4 |
1,297.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,317.9 |
1,297.1 |
20.8 |
1.6% |
11.8 |
0.9% |
57% |
False |
False |
35,339 |
10 |
1,317.9 |
1,287.5 |
30.4 |
2.3% |
11.3 |
0.9% |
70% |
False |
False |
30,635 |
20 |
1,356.0 |
1,287.5 |
68.5 |
5.2% |
12.7 |
1.0% |
31% |
False |
False |
20,302 |
40 |
1,356.0 |
1,287.5 |
68.5 |
5.2% |
11.3 |
0.9% |
31% |
False |
False |
12,888 |
60 |
1,356.0 |
1,257.8 |
98.2 |
7.5% |
11.2 |
0.9% |
52% |
False |
False |
9,758 |
80 |
1,356.0 |
1,228.9 |
127.1 |
9.7% |
10.7 |
0.8% |
63% |
False |
False |
7,879 |
100 |
1,356.0 |
1,215.0 |
141.0 |
10.8% |
10.7 |
0.8% |
67% |
False |
False |
6,844 |
120 |
1,356.0 |
1,201.6 |
154.4 |
11.8% |
10.9 |
0.8% |
69% |
False |
False |
5,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,364.2 |
2.618 |
1,344.2 |
1.618 |
1,332.0 |
1.000 |
1,324.5 |
0.618 |
1,319.8 |
HIGH |
1,312.3 |
0.618 |
1,307.6 |
0.500 |
1,306.2 |
0.382 |
1,304.8 |
LOW |
1,300.1 |
0.618 |
1,292.6 |
1.000 |
1,287.9 |
1.618 |
1,280.4 |
2.618 |
1,268.2 |
4.250 |
1,248.3 |
|
|
Fisher Pivots for day following 15-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
1,308.0 |
1,308.8 |
PP |
1,307.1 |
1,308.6 |
S1 |
1,306.2 |
1,308.5 |
|