Trading Metrics calculated at close of trading on 28-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2019 |
28-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
3,237.0 |
3,245.0 |
8.0 |
0.2% |
3,302.0 |
High |
3,265.0 |
3,258.0 |
-7.0 |
-0.2% |
3,341.0 |
Low |
3,222.0 |
3,235.0 |
13.0 |
0.4% |
3,214.0 |
Close |
3,242.0 |
3,241.0 |
-1.0 |
0.0% |
3,221.0 |
Range |
43.0 |
23.0 |
-20.0 |
-46.5% |
127.0 |
ATR |
37.3 |
36.3 |
-1.0 |
-2.7% |
0.0 |
Volume |
781,340 |
935,456 |
154,116 |
19.7% |
5,698,528 |
|
Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,313.7 |
3,300.3 |
3,253.7 |
|
R3 |
3,290.7 |
3,277.3 |
3,247.3 |
|
R2 |
3,267.7 |
3,267.7 |
3,245.2 |
|
R1 |
3,254.3 |
3,254.3 |
3,243.1 |
3,249.5 |
PP |
3,244.7 |
3,244.7 |
3,244.7 |
3,242.3 |
S1 |
3,231.3 |
3,231.3 |
3,238.9 |
3,226.5 |
S2 |
3,221.7 |
3,221.7 |
3,236.8 |
|
S3 |
3,198.7 |
3,208.3 |
3,234.7 |
|
S4 |
3,175.7 |
3,185.3 |
3,228.4 |
|
|
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% |
43.8 |
1.4% |
39% |
False |
False |
946,721 |
10 |
3,341.0 |
3,201.0 |
140.0 |
4.3% |
38.8 |
1.2% |
29% |
False |
False |
1,021,465 |
20 |
3,341.0 |
3,188.0 |
153.0 |
4.7% |
35.4 |
1.1% |
35% |
False |
False |
933,855 |
40 |
3,341.0 |
3,039.0 |
302.0 |
9.3% |
32.0 |
1.0% |
67% |
False |
False |
479,404 |
60 |
3,341.0 |
2,881.0 |
460.0 |
14.2% |
32.3 |
1.0% |
78% |
False |
False |
324,573 |
80 |
3,341.0 |
2,814.0 |
527.0 |
16.3% |
35.6 |
1.1% |
81% |
False |
False |
246,274 |
100 |
3,341.0 |
2,814.0 |
527.0 |
16.3% |
32.9 |
1.0% |
81% |
False |
False |
198,037 |
120 |
3,341.0 |
2,814.0 |
527.0 |
16.3% |
33.9 |
1.0% |
81% |
False |
False |
166,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,355.8 |
2.618 |
3,318.2 |
1.618 |
3,295.2 |
1.000 |
3,281.0 |
0.618 |
3,272.2 |
HIGH |
3,258.0 |
0.618 |
3,249.2 |
0.500 |
3,246.5 |
0.382 |
3,243.8 |
LOW |
3,235.0 |
0.618 |
3,220.8 |
1.000 |
3,212.0 |
1.618 |
3,197.8 |
2.618 |
3,174.8 |
4.250 |
3,137.3 |
|
|
Fisher Pivots for day following 28-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
3,246.5 |
3,240.2 |
PP |
3,244.7 |
3,239.3 |
S1 |
3,242.8 |
3,238.5 |
|