Trading Metrics calculated at close of trading on 20-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2019 |
20-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,307.0 |
3,314.0 |
7.0 |
0.2% |
3,215.0 |
High |
3,341.0 |
3,319.0 |
-22.0 |
-0.7% |
3,308.0 |
Low |
3,304.0 |
3,287.0 |
-17.0 |
-0.5% |
3,200.0 |
Close |
3,328.0 |
3,295.0 |
-33.0 |
-1.0% |
3,302.0 |
Range |
37.0 |
32.0 |
-5.0 |
-13.5% |
108.0 |
ATR |
33.2 |
33.7 |
0.6 |
1.7% |
0.0 |
Volume |
1,043,823 |
1,170,205 |
126,382 |
12.1% |
6,651,232 |
|
Daily Pivots for day following 20-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,396.3 |
3,377.7 |
3,312.6 |
|
R3 |
3,364.3 |
3,345.7 |
3,303.8 |
|
R2 |
3,332.3 |
3,332.3 |
3,300.9 |
|
R1 |
3,313.7 |
3,313.7 |
3,297.9 |
3,307.0 |
PP |
3,300.3 |
3,300.3 |
3,300.3 |
3,297.0 |
S1 |
3,281.7 |
3,281.7 |
3,292.1 |
3,275.0 |
S2 |
3,268.3 |
3,268.3 |
3,289.1 |
|
S3 |
3,236.3 |
3,249.7 |
3,286.2 |
|
S4 |
3,204.3 |
3,217.7 |
3,277.4 |
|
|
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 |
3,341.0 |
3,235.0 |
106.0 |
3.2% |
33.2 |
1.0% |
57% |
False |
False |
1,084,414 |
10 |
3,341.0 |
3,188.0 |
153.0 |
4.6% |
35.3 |
1.1% |
70% |
False |
False |
1,163,815 |
20 |
3,341.0 |
3,168.0 |
173.0 |
5.3% |
29.7 |
0.9% |
73% |
False |
False |
629,316 |
40 |
3,341.0 |
3,016.0 |
325.0 |
9.9% |
30.2 |
0.9% |
86% |
False |
False |
327,714 |
60 |
3,341.0 |
2,814.0 |
527.0 |
16.0% |
33.6 |
1.0% |
91% |
False |
False |
220,059 |
80 |
3,341.0 |
2,814.0 |
527.0 |
16.0% |
34.1 |
1.0% |
91% |
False |
False |
168,113 |
100 |
3,341.0 |
2,814.0 |
527.0 |
16.0% |
32.6 |
1.0% |
91% |
False |
False |
135,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,455.0 |
2.618 |
3,402.8 |
1.618 |
3,370.8 |
1.000 |
3,351.0 |
0.618 |
3,338.8 |
HIGH |
3,319.0 |
0.618 |
3,306.8 |
0.500 |
3,303.0 |
0.382 |
3,299.2 |
LOW |
3,287.0 |
0.618 |
3,267.2 |
1.000 |
3,255.0 |
1.618 |
3,235.2 |
2.618 |
3,203.2 |
4.250 |
3,151.0 |
|
|
Fisher Pivots for day following 20-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,303.0 |
3,314.0 |
PP |
3,300.3 |
3,307.7 |
S1 |
3,297.7 |
3,301.3 |
|