Trading Metrics calculated at close of trading on 14-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2019 |
14-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,209.0 |
3,250.0 |
41.0 |
1.3% |
3,243.0 |
High |
3,249.0 |
3,266.0 |
17.0 |
0.5% |
3,255.0 |
Low |
3,202.0 |
3,235.0 |
33.0 |
1.0% |
3,188.0 |
Close |
3,239.0 |
3,261.0 |
22.0 |
0.7% |
3,203.0 |
Range |
47.0 |
31.0 |
-16.0 |
-34.0% |
67.0 |
ATR |
33.0 |
32.9 |
-0.1 |
-0.4% |
0.0 |
Volume |
1,151,288 |
1,484,099 |
332,811 |
28.9% |
2,530,948 |
|
Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,347.0 |
3,335.0 |
3,278.1 |
|
R3 |
3,316.0 |
3,304.0 |
3,269.5 |
|
R2 |
3,285.0 |
3,285.0 |
3,266.7 |
|
R1 |
3,273.0 |
3,273.0 |
3,263.8 |
3,279.0 |
PP |
3,254.0 |
3,254.0 |
3,254.0 |
3,257.0 |
S1 |
3,242.0 |
3,242.0 |
3,258.2 |
3,248.0 |
S2 |
3,223.0 |
3,223.0 |
3,255.3 |
|
S3 |
3,192.0 |
3,211.0 |
3,252.5 |
|
S4 |
3,161.0 |
3,180.0 |
3,244.0 |
|
|
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 |
3,266.0 |
3,188.0 |
78.0 |
2.4% |
34.4 |
1.1% |
94% |
True |
False |
1,413,433 |
10 |
3,266.0 |
3,188.0 |
78.0 |
2.4% |
31.9 |
1.0% |
94% |
True |
False |
846,246 |
20 |
3,266.0 |
3,091.0 |
175.0 |
5.4% |
30.0 |
0.9% |
97% |
True |
False |
433,305 |
40 |
3,266.0 |
2,993.0 |
273.0 |
8.4% |
29.9 |
0.9% |
98% |
True |
False |
229,707 |
60 |
3,266.0 |
2,814.0 |
452.0 |
13.9% |
34.4 |
1.1% |
99% |
True |
False |
154,752 |
80 |
3,266.0 |
2,814.0 |
452.0 |
13.9% |
33.6 |
1.0% |
99% |
True |
False |
119,755 |
100 |
3,266.0 |
2,814.0 |
452.0 |
13.9% |
32.7 |
1.0% |
99% |
True |
False |
96,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,397.8 |
2.618 |
3,347.2 |
1.618 |
3,316.2 |
1.000 |
3,297.0 |
0.618 |
3,285.2 |
HIGH |
3,266.0 |
0.618 |
3,254.2 |
0.500 |
3,250.5 |
0.382 |
3,246.8 |
LOW |
3,235.0 |
0.618 |
3,215.8 |
1.000 |
3,204.0 |
1.618 |
3,184.8 |
2.618 |
3,153.8 |
4.250 |
3,103.3 |
|
|
Fisher Pivots for day following 14-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,257.5 |
3,252.0 |
PP |
3,254.0 |
3,243.0 |
S1 |
3,250.5 |
3,234.0 |
|