Trading Metrics calculated at close of trading on 12-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2019 |
12-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,215.0 |
3,234.0 |
19.0 |
0.6% |
3,243.0 |
High |
3,232.0 |
3,240.0 |
8.0 |
0.2% |
3,255.0 |
Low |
3,200.0 |
3,206.0 |
6.0 |
0.2% |
3,188.0 |
Close |
3,220.0 |
3,223.0 |
3.0 |
0.1% |
3,203.0 |
Range |
32.0 |
34.0 |
2.0 |
6.3% |
67.0 |
ATR |
31.8 |
31.9 |
0.2 |
0.5% |
0.0 |
Volume |
1,863,548 |
1,387,664 |
-475,884 |
-25.5% |
2,530,948 |
|
Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,325.0 |
3,308.0 |
3,241.7 |
|
R3 |
3,291.0 |
3,274.0 |
3,232.4 |
|
R2 |
3,257.0 |
3,257.0 |
3,229.2 |
|
R1 |
3,240.0 |
3,240.0 |
3,226.1 |
3,231.5 |
PP |
3,223.0 |
3,223.0 |
3,223.0 |
3,218.8 |
S1 |
3,206.0 |
3,206.0 |
3,219.9 |
3,197.5 |
S2 |
3,189.0 |
3,189.0 |
3,216.8 |
|
S3 |
3,155.0 |
3,172.0 |
3,213.7 |
|
S4 |
3,121.0 |
3,138.0 |
3,204.3 |
|
|
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% |
32.6 |
1.0% |
52% |
False |
False |
1,104,442 |
10 |
3,255.0 |
3,182.0 |
73.0 |
2.3% |
29.3 |
0.9% |
56% |
False |
False |
594,639 |
20 |
3,255.0 |
3,091.0 |
164.0 |
5.1% |
28.9 |
0.9% |
80% |
False |
False |
312,185 |
40 |
3,255.0 |
2,960.0 |
295.0 |
9.2% |
29.1 |
0.9% |
89% |
False |
False |
163,954 |
60 |
3,255.0 |
2,814.0 |
441.0 |
13.7% |
34.2 |
1.1% |
93% |
False |
False |
111,378 |
80 |
3,255.0 |
2,814.0 |
441.0 |
13.7% |
33.7 |
1.0% |
93% |
False |
False |
86,813 |
100 |
3,255.0 |
2,814.0 |
441.0 |
13.7% |
32.5 |
1.0% |
93% |
False |
False |
69,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,384.5 |
2.618 |
3,329.0 |
1.618 |
3,295.0 |
1.000 |
3,274.0 |
0.618 |
3,261.0 |
HIGH |
3,240.0 |
0.618 |
3,227.0 |
0.500 |
3,223.0 |
0.382 |
3,219.0 |
LOW |
3,206.0 |
0.618 |
3,185.0 |
1.000 |
3,172.0 |
1.618 |
3,151.0 |
2.618 |
3,117.0 |
4.250 |
3,061.5 |
|
|
Fisher Pivots for day following 12-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,223.0 |
3,220.0 |
PP |
3,223.0 |
3,217.0 |
S1 |
3,223.0 |
3,214.0 |
|