Trading Metrics calculated at close of trading on 15-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,250.0 |
3,263.0 |
13.0 |
0.4% |
3,215.0 |
High |
3,266.0 |
3,308.0 |
42.0 |
1.3% |
3,308.0 |
Low |
3,235.0 |
3,258.0 |
23.0 |
0.7% |
3,200.0 |
Close |
3,261.0 |
3,302.0 |
41.0 |
1.3% |
3,302.0 |
Range |
31.0 |
50.0 |
19.0 |
61.3% |
108.0 |
ATR |
32.9 |
34.1 |
1.2 |
3.7% |
0.0 |
Volume |
1,484,099 |
764,633 |
-719,466 |
-48.5% |
6,651,232 |
|
Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,439.3 |
3,420.7 |
3,329.5 |
|
R3 |
3,389.3 |
3,370.7 |
3,315.8 |
|
R2 |
3,339.3 |
3,339.3 |
3,311.2 |
|
R1 |
3,320.7 |
3,320.7 |
3,306.6 |
3,330.0 |
PP |
3,289.3 |
3,289.3 |
3,289.3 |
3,294.0 |
S1 |
3,270.7 |
3,270.7 |
3,297.4 |
3,280.0 |
S2 |
3,239.3 |
3,239.3 |
3,292.8 |
|
S3 |
3,189.3 |
3,220.7 |
3,288.3 |
|
S4 |
3,139.3 |
3,170.7 |
3,274.5 |
|
|
Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,594.0 |
3,556.0 |
3,361.4 |
|
R3 |
3,486.0 |
3,448.0 |
3,331.7 |
|
R2 |
3,378.0 |
3,378.0 |
3,321.8 |
|
R1 |
3,340.0 |
3,340.0 |
3,311.9 |
3,359.0 |
PP |
3,270.0 |
3,270.0 |
3,270.0 |
3,279.5 |
S1 |
3,232.0 |
3,232.0 |
3,292.1 |
3,251.0 |
S2 |
3,162.0 |
3,162.0 |
3,282.2 |
|
S3 |
3,054.0 |
3,124.0 |
3,272.3 |
|
S4 |
2,946.0 |
3,016.0 |
3,242.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,308.0 |
3,200.0 |
108.0 |
3.3% |
38.8 |
1.2% |
94% |
True |
False |
1,330,246 |
10 |
3,308.0 |
3,188.0 |
120.0 |
3.6% |
34.6 |
1.0% |
95% |
True |
False |
918,218 |
20 |
3,308.0 |
3,136.0 |
172.0 |
5.2% |
29.0 |
0.9% |
97% |
True |
False |
471,028 |
40 |
3,308.0 |
3,000.0 |
308.0 |
9.3% |
29.8 |
0.9% |
98% |
True |
False |
248,760 |
60 |
3,308.0 |
2,814.0 |
494.0 |
15.0% |
34.7 |
1.1% |
99% |
True |
False |
167,477 |
80 |
3,308.0 |
2,814.0 |
494.0 |
15.0% |
33.9 |
1.0% |
99% |
True |
False |
129,237 |
100 |
3,308.0 |
2,814.0 |
494.0 |
15.0% |
32.8 |
1.0% |
99% |
True |
False |
103,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,520.5 |
2.618 |
3,438.9 |
1.618 |
3,388.9 |
1.000 |
3,358.0 |
0.618 |
3,338.9 |
HIGH |
3,308.0 |
0.618 |
3,288.9 |
0.500 |
3,283.0 |
0.382 |
3,277.1 |
LOW |
3,258.0 |
0.618 |
3,227.1 |
1.000 |
3,208.0 |
1.618 |
3,177.1 |
2.618 |
3,127.1 |
4.250 |
3,045.5 |
|
|
Fisher Pivots for day following 15-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,295.7 |
3,286.3 |
PP |
3,289.3 |
3,270.7 |
S1 |
3,283.0 |
3,255.0 |
|