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 |
20,970 |
21,330 |
360 |
1.7% |
21,370 |
High |
21,365 |
21,415 |
50 |
0.2% |
21,520 |
Low |
20,965 |
21,085 |
120 |
0.6% |
20,950 |
Close |
21,290 |
21,205 |
-85 |
-0.4% |
21,000 |
Range |
400 |
330 |
-70 |
-17.5% |
570 |
ATR |
301 |
303 |
2 |
0.7% |
0 |
Volume |
10,795 |
12,428 |
1,633 |
15.1% |
41,802 |
|
Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,225 |
22,045 |
21,387 |
|
R3 |
21,895 |
21,715 |
21,296 |
|
R2 |
21,565 |
21,565 |
21,266 |
|
R1 |
21,385 |
21,385 |
21,235 |
21,310 |
PP |
21,235 |
21,235 |
21,235 |
21,198 |
S1 |
21,055 |
21,055 |
21,175 |
20,980 |
S2 |
20,905 |
20,905 |
21,145 |
|
S3 |
20,575 |
20,725 |
21,114 |
|
S4 |
20,245 |
20,395 |
21,024 |
|
|
Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,867 |
22,503 |
21,314 |
|
R3 |
22,297 |
21,933 |
21,157 |
|
R2 |
21,727 |
21,727 |
21,105 |
|
R1 |
21,363 |
21,363 |
21,052 |
21,260 |
PP |
21,157 |
21,157 |
21,157 |
21,105 |
S1 |
20,793 |
20,793 |
20,948 |
20,690 |
S2 |
20,587 |
20,587 |
20,896 |
|
S3 |
20,017 |
20,223 |
20,843 |
|
S4 |
19,447 |
19,653 |
20,687 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,505 |
20,705 |
800 |
3.8% |
386 |
1.8% |
63% |
False |
False |
11,326 |
10 |
21,520 |
20,705 |
815 |
3.8% |
304 |
1.4% |
61% |
False |
False |
9,844 |
20 |
21,700 |
20,680 |
1,020 |
4.8% |
303 |
1.4% |
51% |
False |
False |
10,059 |
40 |
21,700 |
20,045 |
1,655 |
7.8% |
261 |
1.2% |
70% |
False |
False |
5,058 |
60 |
21,700 |
19,135 |
2,565 |
12.1% |
281 |
1.3% |
81% |
False |
False |
3,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,818 |
2.618 |
22,279 |
1.618 |
21,949 |
1.000 |
21,745 |
0.618 |
21,619 |
HIGH |
21,415 |
0.618 |
21,289 |
0.500 |
21,250 |
0.382 |
21,211 |
LOW |
21,085 |
0.618 |
20,881 |
1.000 |
20,755 |
1.618 |
20,551 |
2.618 |
20,221 |
4.250 |
19,683 |
|
|
Fisher Pivots for day following 27-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
21,250 |
21,157 |
PP |
21,235 |
21,108 |
S1 |
21,220 |
21,060 |
|