Trading Metrics calculated at close of trading on 26-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2019 |
26-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
1,319.7 |
1,328.3 |
8.6 |
0.7% |
1,308.3 |
High |
1,330.8 |
1,329.3 |
-1.5 |
-0.1% |
1,326.3 |
Low |
1,317.0 |
1,318.5 |
1.5 |
0.1% |
1,304.3 |
Close |
1,329.0 |
1,321.4 |
-7.6 |
-0.6% |
1,318.7 |
Range |
13.8 |
10.8 |
-3.0 |
-21.7% |
22.0 |
ATR |
12.6 |
12.5 |
-0.1 |
-1.0% |
0.0 |
Volume |
85,898 |
122,601 |
36,703 |
42.7% |
255,374 |
|
Daily Pivots for day following 26-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.5 |
1,349.2 |
1,327.3 |
|
R3 |
1,344.7 |
1,338.4 |
1,324.4 |
|
R2 |
1,333.9 |
1,333.9 |
1,323.4 |
|
R1 |
1,327.6 |
1,327.6 |
1,322.4 |
1,325.4 |
PP |
1,323.1 |
1,323.1 |
1,323.1 |
1,321.9 |
S1 |
1,316.8 |
1,316.8 |
1,320.4 |
1,314.6 |
S2 |
1,312.3 |
1,312.3 |
1,319.4 |
|
S3 |
1,301.5 |
1,306.0 |
1,318.4 |
|
S4 |
1,290.7 |
1,295.2 |
1,315.5 |
|
|
Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.4 |
1,372.6 |
1,330.8 |
|
R3 |
1,360.4 |
1,350.6 |
1,324.8 |
|
R2 |
1,338.4 |
1,338.4 |
1,322.7 |
|
R1 |
1,328.6 |
1,328.6 |
1,320.7 |
1,333.5 |
PP |
1,316.4 |
1,316.4 |
1,316.4 |
1,318.9 |
S1 |
1,306.6 |
1,306.6 |
1,316.7 |
1,311.5 |
S2 |
1,294.4 |
1,294.4 |
1,314.7 |
|
S3 |
1,272.4 |
1,284.6 |
1,312.7 |
|
S4 |
1,250.4 |
1,262.6 |
1,306.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,330.8 |
1,304.3 |
26.5 |
2.0% |
13.8 |
1.0% |
65% |
False |
False |
81,041 |
10 |
1,330.8 |
1,299.0 |
31.8 |
2.4% |
12.7 |
1.0% |
70% |
False |
False |
56,827 |
20 |
1,338.1 |
1,287.5 |
50.6 |
3.8% |
12.6 |
1.0% |
67% |
False |
False |
41,489 |
40 |
1,356.0 |
1,287.5 |
68.5 |
5.2% |
11.7 |
0.9% |
49% |
False |
False |
23,380 |
60 |
1,356.0 |
1,287.5 |
68.5 |
5.2% |
11.2 |
0.8% |
49% |
False |
False |
17,231 |
80 |
1,356.0 |
1,233.9 |
122.1 |
9.2% |
11.0 |
0.8% |
72% |
False |
False |
13,444 |
100 |
1,356.0 |
1,215.0 |
141.0 |
10.7% |
10.9 |
0.8% |
75% |
False |
False |
11,431 |
120 |
1,356.0 |
1,205.0 |
151.0 |
11.4% |
11.0 |
0.8% |
77% |
False |
False |
9,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,375.2 |
2.618 |
1,357.6 |
1.618 |
1,346.8 |
1.000 |
1,340.1 |
0.618 |
1,336.0 |
HIGH |
1,329.3 |
0.618 |
1,325.2 |
0.500 |
1,323.9 |
0.382 |
1,322.6 |
LOW |
1,318.5 |
0.618 |
1,311.8 |
1.000 |
1,307.7 |
1.618 |
1,301.0 |
2.618 |
1,290.2 |
4.250 |
1,272.6 |
|
|
Fisher Pivots for day following 26-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
1,323.9 |
1,321.8 |
PP |
1,323.1 |
1,321.7 |
S1 |
1,322.2 |
1,321.5 |
|