Trading Metrics calculated at close of trading on 26-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2019 |
26-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,218.0 |
3,221.0 |
3.0 |
0.1% |
3,302.0 |
High |
3,232.0 |
3,245.0 |
13.0 |
0.4% |
3,341.0 |
Low |
3,201.0 |
3,212.0 |
11.0 |
0.3% |
3,214.0 |
Close |
3,221.0 |
3,239.0 |
18.0 |
0.6% |
3,221.0 |
Range |
31.0 |
33.0 |
2.0 |
6.5% |
127.0 |
ATR |
37.2 |
36.9 |
-0.3 |
-0.8% |
0.0 |
Volume |
892,622 |
1,142,075 |
249,453 |
27.9% |
5,698,528 |
|
Daily Pivots for day following 26-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,331.0 |
3,318.0 |
3,257.2 |
|
R3 |
3,298.0 |
3,285.0 |
3,248.1 |
|
R2 |
3,265.0 |
3,265.0 |
3,245.1 |
|
R1 |
3,252.0 |
3,252.0 |
3,242.0 |
3,258.5 |
PP |
3,232.0 |
3,232.0 |
3,232.0 |
3,235.3 |
S1 |
3,219.0 |
3,219.0 |
3,236.0 |
3,225.5 |
S2 |
3,199.0 |
3,199.0 |
3,233.0 |
|
S3 |
3,166.0 |
3,186.0 |
3,229.9 |
|
S4 |
3,133.0 |
3,153.0 |
3,220.9 |
|
|
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 |
3,319.0 |
3,201.0 |
118.0 |
3.6% |
43.8 |
1.4% |
32% |
False |
False |
1,146,017 |
10 |
3,341.0 |
3,201.0 |
140.0 |
4.3% |
40.0 |
1.2% |
27% |
False |
False |
1,113,324 |
20 |
3,341.0 |
3,182.0 |
159.0 |
4.9% |
34.7 |
1.1% |
36% |
False |
False |
853,982 |
40 |
3,341.0 |
3,039.0 |
302.0 |
9.3% |
32.1 |
1.0% |
66% |
False |
False |
441,613 |
60 |
3,341.0 |
2,844.0 |
497.0 |
15.3% |
33.0 |
1.0% |
79% |
False |
False |
296,027 |
80 |
3,341.0 |
2,814.0 |
527.0 |
16.3% |
35.5 |
1.1% |
81% |
False |
False |
224,958 |
100 |
3,341.0 |
2,814.0 |
527.0 |
16.3% |
32.6 |
1.0% |
81% |
False |
False |
180,966 |
120 |
3,341.0 |
2,814.0 |
527.0 |
16.3% |
33.7 |
1.0% |
81% |
False |
False |
151,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,385.3 |
2.618 |
3,331.4 |
1.618 |
3,298.4 |
1.000 |
3,278.0 |
0.618 |
3,265.4 |
HIGH |
3,245.0 |
0.618 |
3,232.4 |
0.500 |
3,228.5 |
0.382 |
3,224.6 |
LOW |
3,212.0 |
0.618 |
3,191.6 |
1.000 |
3,179.0 |
1.618 |
3,158.6 |
2.618 |
3,125.6 |
4.250 |
3,071.8 |
|
|
Fisher Pivots for day following 26-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,235.5 |
3,252.0 |
PP |
3,232.0 |
3,247.7 |
S1 |
3,228.5 |
3,243.3 |
|