Trading Metrics calculated at close of trading on 11-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2019 |
11-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,216.0 |
3,215.0 |
-1.0 |
0.0% |
3,243.0 |
High |
3,216.0 |
3,232.0 |
16.0 |
0.5% |
3,255.0 |
Low |
3,188.0 |
3,200.0 |
12.0 |
0.4% |
3,188.0 |
Close |
3,203.0 |
3,220.0 |
17.0 |
0.5% |
3,203.0 |
Range |
28.0 |
32.0 |
4.0 |
14.3% |
67.0 |
ATR |
31.7 |
31.8 |
0.0 |
0.1% |
0.0 |
Volume |
1,180,566 |
1,863,548 |
682,982 |
57.9% |
2,530,948 |
|
Daily Pivots for day following 11-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,313.3 |
3,298.7 |
3,237.6 |
|
R3 |
3,281.3 |
3,266.7 |
3,228.8 |
|
R2 |
3,249.3 |
3,249.3 |
3,225.9 |
|
R1 |
3,234.7 |
3,234.7 |
3,222.9 |
3,242.0 |
PP |
3,217.3 |
3,217.3 |
3,217.3 |
3,221.0 |
S1 |
3,202.7 |
3,202.7 |
3,217.1 |
3,210.0 |
S2 |
3,185.3 |
3,185.3 |
3,214.1 |
|
S3 |
3,153.3 |
3,170.7 |
3,211.2 |
|
S4 |
3,121.3 |
3,138.7 |
3,202.4 |
|
|
Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,416.3 |
3,376.7 |
3,239.9 |
|
R3 |
3,349.3 |
3,309.7 |
3,221.4 |
|
R2 |
3,282.3 |
3,282.3 |
3,215.3 |
|
R1 |
3,242.7 |
3,242.7 |
3,209.1 |
3,229.0 |
PP |
3,215.3 |
3,215.3 |
3,215.3 |
3,208.5 |
S1 |
3,175.7 |
3,175.7 |
3,196.9 |
3,162.0 |
S2 |
3,148.3 |
3,148.3 |
3,190.7 |
|
S3 |
3,081.3 |
3,108.7 |
3,184.6 |
|
S4 |
3,014.3 |
3,041.7 |
3,166.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,255.0 |
3,188.0 |
67.0 |
2.1% |
30.4 |
0.9% |
48% |
False |
False |
860,427 |
10 |
3,255.0 |
3,175.0 |
80.0 |
2.5% |
29.2 |
0.9% |
56% |
False |
False |
457,620 |
20 |
3,255.0 |
3,089.0 |
166.0 |
5.2% |
28.3 |
0.9% |
79% |
False |
False |
246,012 |
40 |
3,255.0 |
2,954.0 |
301.0 |
9.3% |
29.1 |
0.9% |
88% |
False |
False |
129,263 |
60 |
3,255.0 |
2,814.0 |
441.0 |
13.7% |
34.4 |
1.1% |
92% |
False |
False |
88,349 |
80 |
3,255.0 |
2,814.0 |
441.0 |
13.7% |
33.7 |
1.0% |
92% |
False |
False |
69,467 |
100 |
3,255.0 |
2,814.0 |
441.0 |
13.7% |
32.3 |
1.0% |
92% |
False |
False |
56,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,368.0 |
2.618 |
3,315.8 |
1.618 |
3,283.8 |
1.000 |
3,264.0 |
0.618 |
3,251.8 |
HIGH |
3,232.0 |
0.618 |
3,219.8 |
0.500 |
3,216.0 |
0.382 |
3,212.2 |
LOW |
3,200.0 |
0.618 |
3,180.2 |
1.000 |
3,168.0 |
1.618 |
3,148.2 |
2.618 |
3,116.2 |
4.250 |
3,064.0 |
|
|
Fisher Pivots for day following 11-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,218.7 |
3,220.5 |
PP |
3,217.3 |
3,220.3 |
S1 |
3,216.0 |
3,220.2 |
|