Trading Metrics calculated at close of trading on 18-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2019 |
18-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,263.0 |
3,302.0 |
39.0 |
1.2% |
3,215.0 |
High |
3,308.0 |
3,312.0 |
4.0 |
0.1% |
3,308.0 |
Low |
3,258.0 |
3,296.0 |
38.0 |
1.2% |
3,200.0 |
Close |
3,302.0 |
3,303.0 |
1.0 |
0.0% |
3,302.0 |
Range |
50.0 |
16.0 |
-34.0 |
-68.0% |
108.0 |
ATR |
34.1 |
32.8 |
-1.3 |
-3.8% |
0.0 |
Volume |
764,633 |
959,313 |
194,680 |
25.5% |
6,651,232 |
|
Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,351.7 |
3,343.3 |
3,311.8 |
|
R3 |
3,335.7 |
3,327.3 |
3,307.4 |
|
R2 |
3,319.7 |
3,319.7 |
3,305.9 |
|
R1 |
3,311.3 |
3,311.3 |
3,304.5 |
3,315.5 |
PP |
3,303.7 |
3,303.7 |
3,303.7 |
3,305.8 |
S1 |
3,295.3 |
3,295.3 |
3,301.5 |
3,299.5 |
S2 |
3,287.7 |
3,287.7 |
3,300.1 |
|
S3 |
3,271.7 |
3,279.3 |
3,298.6 |
|
S4 |
3,255.7 |
3,263.3 |
3,294.2 |
|
|
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 |
3,312.0 |
3,202.0 |
110.0 |
3.3% |
35.6 |
1.1% |
92% |
True |
False |
1,149,399 |
10 |
3,312.0 |
3,188.0 |
124.0 |
3.8% |
33.0 |
1.0% |
93% |
True |
False |
1,004,913 |
20 |
3,312.0 |
3,136.0 |
176.0 |
5.3% |
29.3 |
0.9% |
95% |
True |
False |
518,901 |
40 |
3,312.0 |
3,000.0 |
312.0 |
9.4% |
30.0 |
0.9% |
97% |
True |
False |
272,492 |
60 |
3,312.0 |
2,814.0 |
498.0 |
15.1% |
33.9 |
1.0% |
98% |
True |
False |
183,340 |
80 |
3,312.0 |
2,814.0 |
498.0 |
15.1% |
34.0 |
1.0% |
98% |
True |
False |
140,842 |
100 |
3,312.0 |
2,814.0 |
498.0 |
15.1% |
32.9 |
1.0% |
98% |
True |
False |
113,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,380.0 |
2.618 |
3,353.9 |
1.618 |
3,337.9 |
1.000 |
3,328.0 |
0.618 |
3,321.9 |
HIGH |
3,312.0 |
0.618 |
3,305.9 |
0.500 |
3,304.0 |
0.382 |
3,302.1 |
LOW |
3,296.0 |
0.618 |
3,286.1 |
1.000 |
3,280.0 |
1.618 |
3,270.1 |
2.618 |
3,254.1 |
4.250 |
3,228.0 |
|
|
Fisher Pivots for day following 18-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,304.0 |
3,293.2 |
PP |
3,303.7 |
3,283.3 |
S1 |
3,303.3 |
3,273.5 |
|