Trading Metrics calculated at close of trading on 01-Apr-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2019 |
01-Apr-2019 |
Change |
Change % |
Previous Week |
Open |
21,225 |
21,350 |
125 |
0.6% |
21,025 |
High |
21,330 |
21,695 |
365 |
1.7% |
21,415 |
Low |
21,165 |
21,350 |
185 |
0.9% |
20,705 |
Close |
21,285 |
21,650 |
365 |
1.7% |
21,285 |
Range |
165 |
345 |
180 |
109.1% |
710 |
ATR |
291 |
299 |
9 |
2.9% |
0 |
Volume |
10,905 |
13,536 |
2,631 |
24.1% |
60,102 |
|
Daily Pivots for day following 01-Apr-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,600 |
22,470 |
21,840 |
|
R3 |
22,255 |
22,125 |
21,745 |
|
R2 |
21,910 |
21,910 |
21,713 |
|
R1 |
21,780 |
21,780 |
21,682 |
21,845 |
PP |
21,565 |
21,565 |
21,565 |
21,598 |
S1 |
21,435 |
21,435 |
21,619 |
21,500 |
S2 |
21,220 |
21,220 |
21,587 |
|
S3 |
20,875 |
21,090 |
21,555 |
|
S4 |
20,530 |
20,745 |
21,460 |
|
|
Weekly Pivots for week ending 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,265 |
22,985 |
21,676 |
|
R3 |
22,555 |
22,275 |
21,480 |
|
R2 |
21,845 |
21,845 |
21,415 |
|
R1 |
21,565 |
21,565 |
21,350 |
21,705 |
PP |
21,135 |
21,135 |
21,135 |
21,205 |
S1 |
20,855 |
20,855 |
21,220 |
20,995 |
S2 |
20,425 |
20,425 |
21,155 |
|
S3 |
19,715 |
20,145 |
21,090 |
|
S4 |
19,005 |
19,435 |
20,895 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,695 |
20,965 |
730 |
3.4% |
301 |
1.4% |
94% |
True |
False |
11,844 |
10 |
21,695 |
20,705 |
990 |
4.6% |
319 |
1.5% |
95% |
True |
False |
10,957 |
20 |
21,695 |
20,680 |
1,015 |
4.7% |
300 |
1.4% |
96% |
True |
False |
11,294 |
40 |
21,700 |
20,045 |
1,655 |
7.6% |
265 |
1.2% |
97% |
False |
False |
5,958 |
60 |
21,700 |
19,135 |
2,565 |
11.8% |
274 |
1.3% |
98% |
False |
False |
3,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,161 |
2.618 |
22,598 |
1.618 |
22,253 |
1.000 |
22,040 |
0.618 |
21,908 |
HIGH |
21,695 |
0.618 |
21,563 |
0.500 |
21,523 |
0.382 |
21,482 |
LOW |
21,350 |
0.618 |
21,137 |
1.000 |
21,005 |
1.618 |
20,792 |
2.618 |
20,447 |
4.250 |
19,884 |
|
|
Fisher Pivots for day following 01-Apr-2019 |
Pivot |
1 day |
3 day |
R1 |
21,608 |
21,547 |
PP |
21,565 |
21,443 |
S1 |
21,523 |
21,340 |
|