Trading Metrics calculated at close of trading on 27-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2019 |
27-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,221.0 |
3,237.0 |
16.0 |
0.5% |
3,302.0 |
High |
3,245.0 |
3,265.0 |
20.0 |
0.6% |
3,341.0 |
Low |
3,212.0 |
3,222.0 |
10.0 |
0.3% |
3,214.0 |
Close |
3,239.0 |
3,242.0 |
3.0 |
0.1% |
3,221.0 |
Range |
33.0 |
43.0 |
10.0 |
30.3% |
127.0 |
ATR |
36.9 |
37.3 |
0.4 |
1.2% |
0.0 |
Volume |
1,142,075 |
781,340 |
-360,735 |
-31.6% |
5,698,528 |
|
Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,372.0 |
3,350.0 |
3,265.7 |
|
R3 |
3,329.0 |
3,307.0 |
3,253.8 |
|
R2 |
3,286.0 |
3,286.0 |
3,249.9 |
|
R1 |
3,264.0 |
3,264.0 |
3,245.9 |
3,275.0 |
PP |
3,243.0 |
3,243.0 |
3,243.0 |
3,248.5 |
S1 |
3,221.0 |
3,221.0 |
3,238.1 |
3,232.0 |
S2 |
3,200.0 |
3,200.0 |
3,234.1 |
|
S3 |
3,157.0 |
3,178.0 |
3,230.2 |
|
S4 |
3,114.0 |
3,135.0 |
3,218.4 |
|
|
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 |
3,303.0 |
3,201.0 |
102.0 |
3.1% |
46.0 |
1.4% |
40% |
False |
False |
1,068,244 |
10 |
3,341.0 |
3,201.0 |
140.0 |
4.3% |
39.6 |
1.2% |
29% |
False |
False |
1,076,329 |
20 |
3,341.0 |
3,182.0 |
159.0 |
4.9% |
35.9 |
1.1% |
38% |
False |
False |
889,022 |
40 |
3,341.0 |
3,039.0 |
302.0 |
9.3% |
32.6 |
1.0% |
67% |
False |
False |
456,172 |
60 |
3,341.0 |
2,858.0 |
483.0 |
14.9% |
32.4 |
1.0% |
80% |
False |
False |
309,046 |
80 |
3,341.0 |
2,814.0 |
527.0 |
16.3% |
35.7 |
1.1% |
81% |
False |
False |
234,637 |
100 |
3,341.0 |
2,814.0 |
527.0 |
16.3% |
32.9 |
1.0% |
81% |
False |
False |
188,702 |
120 |
3,341.0 |
2,814.0 |
527.0 |
16.3% |
33.9 |
1.0% |
81% |
False |
False |
158,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,447.8 |
2.618 |
3,377.6 |
1.618 |
3,334.6 |
1.000 |
3,308.0 |
0.618 |
3,291.6 |
HIGH |
3,265.0 |
0.618 |
3,248.6 |
0.500 |
3,243.5 |
0.382 |
3,238.4 |
LOW |
3,222.0 |
0.618 |
3,195.4 |
1.000 |
3,179.0 |
1.618 |
3,152.4 |
2.618 |
3,109.4 |
4.250 |
3,039.3 |
|
|
Fisher Pivots for day following 27-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,243.5 |
3,239.0 |
PP |
3,243.0 |
3,236.0 |
S1 |
3,242.5 |
3,233.0 |
|