Trading Metrics calculated at close of trading on 18-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2019 |
18-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
1,301.9 |
1,308.3 |
6.4 |
0.5% |
1,305.5 |
High |
1,312.3 |
1,312.7 |
0.4 |
0.0% |
1,317.9 |
Low |
1,300.1 |
1,304.3 |
4.2 |
0.3% |
1,297.1 |
Close |
1,308.9 |
1,307.7 |
-1.2 |
-0.1% |
1,308.9 |
Range |
12.2 |
8.4 |
-3.8 |
-31.1% |
20.8 |
ATR |
12.4 |
12.2 |
-0.3 |
-2.3% |
0.0 |
Volume |
39,413 |
24,627 |
-14,786 |
-37.5% |
176,697 |
|
Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.4 |
1,329.0 |
1,312.3 |
|
R3 |
1,325.0 |
1,320.6 |
1,310.0 |
|
R2 |
1,316.6 |
1,316.6 |
1,309.2 |
|
R1 |
1,312.2 |
1,312.2 |
1,308.5 |
1,310.2 |
PP |
1,308.2 |
1,308.2 |
1,308.2 |
1,307.3 |
S1 |
1,303.8 |
1,303.8 |
1,306.9 |
1,301.8 |
S2 |
1,299.8 |
1,299.8 |
1,306.2 |
|
S3 |
1,291.4 |
1,295.4 |
1,305.4 |
|
S4 |
1,283.0 |
1,287.0 |
1,303.1 |
|
|
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 |
1,298.6 |
19.3 |
1.5% |
11.8 |
0.9% |
47% |
False |
False |
33,370 |
10 |
1,317.9 |
1,287.5 |
30.4 |
2.3% |
10.8 |
0.8% |
66% |
False |
False |
31,733 |
20 |
1,356.0 |
1,287.5 |
68.5 |
5.2% |
12.6 |
1.0% |
29% |
False |
False |
21,392 |
40 |
1,356.0 |
1,287.5 |
68.5 |
5.2% |
11.4 |
0.9% |
29% |
False |
False |
13,408 |
60 |
1,356.0 |
1,257.8 |
98.2 |
7.5% |
11.3 |
0.9% |
51% |
False |
False |
10,118 |
80 |
1,356.0 |
1,228.9 |
127.1 |
9.7% |
10.8 |
0.8% |
62% |
False |
False |
8,155 |
100 |
1,356.0 |
1,215.0 |
141.0 |
10.8% |
10.8 |
0.8% |
66% |
False |
False |
7,085 |
120 |
1,356.0 |
1,201.6 |
154.4 |
11.8% |
10.9 |
0.8% |
69% |
False |
False |
6,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,348.4 |
2.618 |
1,334.7 |
1.618 |
1,326.3 |
1.000 |
1,321.1 |
0.618 |
1,317.9 |
HIGH |
1,312.7 |
0.618 |
1,309.5 |
0.500 |
1,308.5 |
0.382 |
1,307.5 |
LOW |
1,304.3 |
0.618 |
1,299.1 |
1.000 |
1,295.9 |
1.618 |
1,290.7 |
2.618 |
1,282.3 |
4.250 |
1,268.6 |
|
|
Fisher Pivots for day following 18-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
1,308.5 |
1,307.9 |
PP |
1,308.2 |
1,307.8 |
S1 |
1,308.0 |
1,307.8 |
|