Trading Metrics calculated at close of trading on 22-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2019 |
22-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,293.0 |
3,300.0 |
7.0 |
0.2% |
3,302.0 |
High |
3,301.0 |
3,303.0 |
2.0 |
0.1% |
3,341.0 |
Low |
3,267.0 |
3,214.0 |
-53.0 |
-1.6% |
3,214.0 |
Close |
3,289.0 |
3,221.0 |
-68.0 |
-2.1% |
3,221.0 |
Range |
34.0 |
89.0 |
55.0 |
161.8% |
127.0 |
ATR |
33.7 |
37.7 |
3.9 |
11.7% |
0.0 |
Volume |
1,543,073 |
982,114 |
-560,959 |
-36.4% |
5,698,528 |
|
Daily Pivots for day following 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,513.0 |
3,456.0 |
3,270.0 |
|
R3 |
3,424.0 |
3,367.0 |
3,245.5 |
|
R2 |
3,335.0 |
3,335.0 |
3,237.3 |
|
R1 |
3,278.0 |
3,278.0 |
3,229.2 |
3,262.0 |
PP |
3,246.0 |
3,246.0 |
3,246.0 |
3,238.0 |
S1 |
3,189.0 |
3,189.0 |
3,212.8 |
3,173.0 |
S2 |
3,157.0 |
3,157.0 |
3,204.7 |
|
S3 |
3,068.0 |
3,100.0 |
3,196.5 |
|
S4 |
2,979.0 |
3,011.0 |
3,172.1 |
|
|
Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,639.7 |
3,557.3 |
3,290.9 |
|
R3 |
3,512.7 |
3,430.3 |
3,255.9 |
|
R2 |
3,385.7 |
3,385.7 |
3,244.3 |
|
R1 |
3,303.3 |
3,303.3 |
3,232.6 |
3,281.0 |
PP |
3,258.7 |
3,258.7 |
3,258.7 |
3,247.5 |
S1 |
3,176.3 |
3,176.3 |
3,209.4 |
3,154.0 |
S2 |
3,131.7 |
3,131.7 |
3,197.7 |
|
S3 |
3,004.7 |
3,049.3 |
3,186.1 |
|
S4 |
2,877.7 |
2,922.3 |
3,151.2 |
|
|
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 |
3,214.0 |
127.0 |
3.9% |
41.6 |
1.3% |
6% |
False |
True |
1,139,705 |
10 |
3,341.0 |
3,200.0 |
141.0 |
4.4% |
40.2 |
1.2% |
15% |
False |
False |
1,234,976 |
20 |
3,341.0 |
3,175.0 |
166.0 |
5.2% |
34.0 |
1.1% |
28% |
False |
False |
755,004 |
40 |
3,341.0 |
3,038.0 |
303.0 |
9.4% |
31.8 |
1.0% |
60% |
False |
False |
390,777 |
60 |
3,341.0 |
2,814.0 |
527.0 |
16.4% |
34.2 |
1.1% |
77% |
False |
False |
262,129 |
80 |
3,341.0 |
2,814.0 |
527.0 |
16.4% |
35.3 |
1.1% |
77% |
False |
False |
199,678 |
100 |
3,341.0 |
2,814.0 |
527.0 |
16.4% |
32.7 |
1.0% |
77% |
False |
False |
160,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,681.3 |
2.618 |
3,536.0 |
1.618 |
3,447.0 |
1.000 |
3,392.0 |
0.618 |
3,358.0 |
HIGH |
3,303.0 |
0.618 |
3,269.0 |
0.500 |
3,258.5 |
0.382 |
3,248.0 |
LOW |
3,214.0 |
0.618 |
3,159.0 |
1.000 |
3,125.0 |
1.618 |
3,070.0 |
2.618 |
2,981.0 |
4.250 |
2,835.8 |
|
|
Fisher Pivots for day following 22-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,258.5 |
3,266.5 |
PP |
3,246.0 |
3,251.3 |
S1 |
3,233.5 |
3,236.2 |
|