Trading Metrics calculated at close of trading on 13-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2019 |
13-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,234.0 |
3,209.0 |
-25.0 |
-0.8% |
3,243.0 |
High |
3,240.0 |
3,249.0 |
9.0 |
0.3% |
3,255.0 |
Low |
3,206.0 |
3,202.0 |
-4.0 |
-0.1% |
3,188.0 |
Close |
3,223.0 |
3,239.0 |
16.0 |
0.5% |
3,203.0 |
Range |
34.0 |
47.0 |
13.0 |
38.2% |
67.0 |
ATR |
31.9 |
33.0 |
1.1 |
3.4% |
0.0 |
Volume |
1,387,664 |
1,151,288 |
-236,376 |
-17.0% |
2,530,948 |
|
Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,371.0 |
3,352.0 |
3,264.9 |
|
R3 |
3,324.0 |
3,305.0 |
3,251.9 |
|
R2 |
3,277.0 |
3,277.0 |
3,247.6 |
|
R1 |
3,258.0 |
3,258.0 |
3,243.3 |
3,267.5 |
PP |
3,230.0 |
3,230.0 |
3,230.0 |
3,234.8 |
S1 |
3,211.0 |
3,211.0 |
3,234.7 |
3,220.5 |
S2 |
3,183.0 |
3,183.0 |
3,230.4 |
|
S3 |
3,136.0 |
3,164.0 |
3,226.1 |
|
S4 |
3,089.0 |
3,117.0 |
3,213.2 |
|
|
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 |
3,253.0 |
3,188.0 |
65.0 |
2.0% |
37.4 |
1.2% |
78% |
False |
False |
1,243,217 |
10 |
3,255.0 |
3,182.0 |
73.0 |
2.3% |
32.2 |
1.0% |
78% |
False |
False |
701,715 |
20 |
3,255.0 |
3,091.0 |
164.0 |
5.1% |
30.5 |
0.9% |
90% |
False |
False |
363,470 |
40 |
3,255.0 |
2,960.0 |
295.0 |
9.1% |
29.9 |
0.9% |
95% |
False |
False |
192,606 |
60 |
3,255.0 |
2,814.0 |
441.0 |
13.6% |
34.3 |
1.1% |
96% |
False |
False |
130,518 |
80 |
3,255.0 |
2,814.0 |
441.0 |
13.6% |
33.9 |
1.0% |
96% |
False |
False |
101,204 |
100 |
3,255.0 |
2,814.0 |
441.0 |
13.6% |
32.8 |
1.0% |
96% |
False |
False |
81,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,448.8 |
2.618 |
3,372.0 |
1.618 |
3,325.0 |
1.000 |
3,296.0 |
0.618 |
3,278.0 |
HIGH |
3,249.0 |
0.618 |
3,231.0 |
0.500 |
3,225.5 |
0.382 |
3,220.0 |
LOW |
3,202.0 |
0.618 |
3,173.0 |
1.000 |
3,155.0 |
1.618 |
3,126.0 |
2.618 |
3,079.0 |
4.250 |
3,002.3 |
|
|
Fisher Pivots for day following 13-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,234.5 |
3,234.2 |
PP |
3,230.0 |
3,229.3 |
S1 |
3,225.5 |
3,224.5 |
|