Trading Metrics calculated at close of trading on 28-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2019 |
28-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
1,321.7 |
1,315.0 |
-6.7 |
-0.5% |
1,308.3 |
High |
1,325.2 |
1,317.6 |
-7.6 |
-0.6% |
1,326.3 |
Low |
1,313.7 |
1,293.3 |
-20.4 |
-1.6% |
1,304.3 |
Close |
1,316.9 |
1,295.3 |
-21.6 |
-1.6% |
1,318.7 |
Range |
11.5 |
24.3 |
12.8 |
111.3% |
22.0 |
ATR |
12.4 |
13.3 |
0.8 |
6.8% |
0.0 |
Volume |
201,609 |
426,819 |
225,210 |
111.7% |
255,374 |
|
Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.0 |
1,359.4 |
1,308.7 |
|
R3 |
1,350.7 |
1,335.1 |
1,302.0 |
|
R2 |
1,326.4 |
1,326.4 |
1,299.8 |
|
R1 |
1,310.8 |
1,310.8 |
1,297.5 |
1,306.5 |
PP |
1,302.1 |
1,302.1 |
1,302.1 |
1,299.9 |
S1 |
1,286.5 |
1,286.5 |
1,293.1 |
1,282.2 |
S2 |
1,277.8 |
1,277.8 |
1,290.8 |
|
S3 |
1,253.5 |
1,262.2 |
1,288.6 |
|
S4 |
1,229.2 |
1,237.9 |
1,281.9 |
|
|
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 |
1,293.3 |
37.5 |
2.9% |
13.7 |
1.1% |
5% |
False |
True |
183,312 |
10 |
1,330.8 |
1,293.3 |
37.5 |
2.9% |
13.4 |
1.0% |
5% |
False |
True |
113,171 |
20 |
1,330.8 |
1,287.5 |
43.3 |
3.3% |
13.0 |
1.0% |
18% |
False |
False |
71,550 |
40 |
1,356.0 |
1,287.5 |
68.5 |
5.3% |
12.0 |
0.9% |
11% |
False |
False |
38,642 |
60 |
1,356.0 |
1,287.5 |
68.5 |
5.3% |
11.5 |
0.9% |
11% |
False |
False |
27,649 |
80 |
1,356.0 |
1,239.4 |
116.6 |
9.0% |
11.2 |
0.9% |
48% |
False |
False |
21,273 |
100 |
1,356.0 |
1,215.0 |
141.0 |
10.9% |
10.9 |
0.8% |
57% |
False |
False |
17,643 |
120 |
1,356.0 |
1,205.0 |
151.0 |
11.7% |
11.1 |
0.9% |
60% |
False |
False |
14,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,420.9 |
2.618 |
1,381.2 |
1.618 |
1,356.9 |
1.000 |
1,341.9 |
0.618 |
1,332.6 |
HIGH |
1,317.6 |
0.618 |
1,308.3 |
0.500 |
1,305.5 |
0.382 |
1,302.6 |
LOW |
1,293.3 |
0.618 |
1,278.3 |
1.000 |
1,269.0 |
1.618 |
1,254.0 |
2.618 |
1,229.7 |
4.250 |
1,190.0 |
|
|
Fisher Pivots for day following 28-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
1,305.5 |
1,311.3 |
PP |
1,302.1 |
1,306.0 |
S1 |
1,298.7 |
1,300.6 |
|