Trading Metrics calculated at close of trading on 20-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2019 |
20-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
1,309.4 |
1,311.8 |
2.4 |
0.2% |
1,305.5 |
High |
1,316.9 |
1,323.3 |
6.4 |
0.5% |
1,317.9 |
Low |
1,308.2 |
1,304.3 |
-3.9 |
-0.3% |
1,297.1 |
Close |
1,312.7 |
1,307.8 |
-4.9 |
-0.4% |
1,308.9 |
Range |
8.7 |
19.0 |
10.3 |
118.4% |
20.8 |
ATR |
11.9 |
12.4 |
0.5 |
4.2% |
0.0 |
Volume |
34,041 |
55,444 |
21,403 |
62.9% |
176,697 |
|
Daily Pivots for day following 20-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,368.8 |
1,357.3 |
1,318.3 |
|
R3 |
1,349.8 |
1,338.3 |
1,313.0 |
|
R2 |
1,330.8 |
1,330.8 |
1,311.3 |
|
R1 |
1,319.3 |
1,319.3 |
1,309.5 |
1,315.6 |
PP |
1,311.8 |
1,311.8 |
1,311.8 |
1,309.9 |
S1 |
1,300.3 |
1,300.3 |
1,306.1 |
1,296.6 |
S2 |
1,292.8 |
1,292.8 |
1,304.3 |
|
S3 |
1,273.8 |
1,281.3 |
1,302.6 |
|
S4 |
1,254.8 |
1,262.3 |
1,297.4 |
|
|
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 |
1,323.3 |
1,299.0 |
24.3 |
1.9% |
13.2 |
1.0% |
36% |
True |
False |
37,003 |
10 |
1,323.3 |
1,287.5 |
35.8 |
2.7% |
12.0 |
0.9% |
57% |
True |
False |
37,557 |
20 |
1,350.7 |
1,287.5 |
63.2 |
4.8% |
12.5 |
1.0% |
32% |
False |
False |
25,385 |
40 |
1,356.0 |
1,287.5 |
68.5 |
5.2% |
11.6 |
0.9% |
30% |
False |
False |
15,373 |
60 |
1,356.0 |
1,269.9 |
86.1 |
6.6% |
11.1 |
0.8% |
44% |
False |
False |
11,520 |
80 |
1,356.0 |
1,228.9 |
127.1 |
9.7% |
10.9 |
0.8% |
62% |
False |
False |
9,220 |
100 |
1,356.0 |
1,215.0 |
141.0 |
10.8% |
10.8 |
0.8% |
66% |
False |
False |
7,965 |
120 |
1,356.0 |
1,201.6 |
154.4 |
11.8% |
11.0 |
0.8% |
69% |
False |
False |
6,824 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,404.1 |
2.618 |
1,373.0 |
1.618 |
1,354.0 |
1.000 |
1,342.3 |
0.618 |
1,335.0 |
HIGH |
1,323.3 |
0.618 |
1,316.0 |
0.500 |
1,313.8 |
0.382 |
1,311.6 |
LOW |
1,304.3 |
0.618 |
1,292.6 |
1.000 |
1,285.3 |
1.618 |
1,273.6 |
2.618 |
1,254.6 |
4.250 |
1,223.6 |
|
|
Fisher Pivots for day following 20-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
1,313.8 |
1,313.8 |
PP |
1,311.8 |
1,311.8 |
S1 |
1,309.8 |
1,309.8 |
|