Trading Metrics calculated at close of trading on 27-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2019 |
27-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
1,328.3 |
1,321.7 |
-6.6 |
-0.5% |
1,308.3 |
High |
1,329.3 |
1,325.2 |
-4.1 |
-0.3% |
1,326.3 |
Low |
1,318.5 |
1,313.7 |
-4.8 |
-0.4% |
1,304.3 |
Close |
1,321.4 |
1,316.9 |
-4.5 |
-0.3% |
1,318.7 |
Range |
10.8 |
11.5 |
0.7 |
6.5% |
22.0 |
ATR |
12.5 |
12.4 |
-0.1 |
-0.6% |
0.0 |
Volume |
122,601 |
201,609 |
79,008 |
64.4% |
255,374 |
|
Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.1 |
1,346.5 |
1,323.2 |
|
R3 |
1,341.6 |
1,335.0 |
1,320.1 |
|
R2 |
1,330.1 |
1,330.1 |
1,319.0 |
|
R1 |
1,323.5 |
1,323.5 |
1,318.0 |
1,321.1 |
PP |
1,318.6 |
1,318.6 |
1,318.6 |
1,317.4 |
S1 |
1,312.0 |
1,312.0 |
1,315.8 |
1,309.6 |
S2 |
1,307.1 |
1,307.1 |
1,314.8 |
|
S3 |
1,295.6 |
1,300.5 |
1,313.7 |
|
S4 |
1,284.1 |
1,289.0 |
1,310.6 |
|
|
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 |
1,309.1 |
21.7 |
1.6% |
12.3 |
0.9% |
36% |
False |
False |
110,274 |
10 |
1,330.8 |
1,299.0 |
31.8 |
2.4% |
12.7 |
1.0% |
56% |
False |
False |
73,638 |
20 |
1,335.4 |
1,287.5 |
47.9 |
3.6% |
12.6 |
1.0% |
61% |
False |
False |
50,625 |
40 |
1,356.0 |
1,287.5 |
68.5 |
5.2% |
11.7 |
0.9% |
43% |
False |
False |
28,179 |
60 |
1,356.0 |
1,287.5 |
68.5 |
5.2% |
11.2 |
0.9% |
43% |
False |
False |
20,566 |
80 |
1,356.0 |
1,233.9 |
122.1 |
9.3% |
11.0 |
0.8% |
68% |
False |
False |
15,953 |
100 |
1,356.0 |
1,215.0 |
141.0 |
10.7% |
10.9 |
0.8% |
72% |
False |
False |
13,404 |
120 |
1,356.0 |
1,205.0 |
151.0 |
11.5% |
11.0 |
0.8% |
74% |
False |
False |
11,359 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.1 |
2.618 |
1,355.3 |
1.618 |
1,343.8 |
1.000 |
1,336.7 |
0.618 |
1,332.3 |
HIGH |
1,325.2 |
0.618 |
1,320.8 |
0.500 |
1,319.5 |
0.382 |
1,318.1 |
LOW |
1,313.7 |
0.618 |
1,306.6 |
1.000 |
1,302.2 |
1.618 |
1,295.1 |
2.618 |
1,283.6 |
4.250 |
1,264.8 |
|
|
Fisher Pivots for day following 27-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
1,319.5 |
1,322.3 |
PP |
1,318.6 |
1,320.5 |
S1 |
1,317.8 |
1,318.7 |
|