Trading Metrics calculated at close of trading on 21-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2019 |
21-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,314.0 |
3,293.0 |
-21.0 |
-0.6% |
3,215.0 |
High |
3,319.0 |
3,301.0 |
-18.0 |
-0.5% |
3,308.0 |
Low |
3,287.0 |
3,267.0 |
-20.0 |
-0.6% |
3,200.0 |
Close |
3,295.0 |
3,289.0 |
-6.0 |
-0.2% |
3,302.0 |
Range |
32.0 |
34.0 |
2.0 |
6.3% |
108.0 |
ATR |
33.7 |
33.7 |
0.0 |
0.1% |
0.0 |
Volume |
1,170,205 |
1,543,073 |
372,868 |
31.9% |
6,651,232 |
|
Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,387.7 |
3,372.3 |
3,307.7 |
|
R3 |
3,353.7 |
3,338.3 |
3,298.4 |
|
R2 |
3,319.7 |
3,319.7 |
3,295.2 |
|
R1 |
3,304.3 |
3,304.3 |
3,292.1 |
3,295.0 |
PP |
3,285.7 |
3,285.7 |
3,285.7 |
3,281.0 |
S1 |
3,270.3 |
3,270.3 |
3,285.9 |
3,261.0 |
S2 |
3,251.7 |
3,251.7 |
3,282.8 |
|
S3 |
3,217.7 |
3,236.3 |
3,279.7 |
|
S4 |
3,183.7 |
3,202.3 |
3,270.3 |
|
|
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 |
3,258.0 |
83.0 |
2.5% |
33.8 |
1.0% |
37% |
False |
False |
1,096,209 |
10 |
3,341.0 |
3,188.0 |
153.0 |
4.7% |
34.1 |
1.0% |
66% |
False |
False |
1,254,821 |
20 |
3,341.0 |
3,174.0 |
167.0 |
5.1% |
30.5 |
0.9% |
69% |
False |
False |
706,449 |
40 |
3,341.0 |
3,038.0 |
303.0 |
9.2% |
30.4 |
0.9% |
83% |
False |
False |
366,277 |
60 |
3,341.0 |
2,814.0 |
527.0 |
16.0% |
33.5 |
1.0% |
90% |
False |
False |
245,769 |
80 |
3,341.0 |
2,814.0 |
527.0 |
16.0% |
34.3 |
1.0% |
90% |
False |
False |
187,402 |
100 |
3,341.0 |
2,814.0 |
527.0 |
16.0% |
32.4 |
1.0% |
90% |
False |
False |
150,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,445.5 |
2.618 |
3,390.0 |
1.618 |
3,356.0 |
1.000 |
3,335.0 |
0.618 |
3,322.0 |
HIGH |
3,301.0 |
0.618 |
3,288.0 |
0.500 |
3,284.0 |
0.382 |
3,280.0 |
LOW |
3,267.0 |
0.618 |
3,246.0 |
1.000 |
3,233.0 |
1.618 |
3,212.0 |
2.618 |
3,178.0 |
4.250 |
3,122.5 |
|
|
Fisher Pivots for day following 21-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,287.3 |
3,304.0 |
PP |
3,285.7 |
3,299.0 |
S1 |
3,284.0 |
3,294.0 |
|