Trading Metrics calculated at close of trading on 15-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
7,302.75 |
7,272.50 |
-30.25 |
-0.4% |
7,049.00 |
High |
7,318.50 |
7,361.00 |
42.50 |
0.6% |
7,361.00 |
Low |
7,265.75 |
7,269.75 |
4.00 |
0.1% |
7,024.75 |
Close |
7,267.25 |
7,343.25 |
76.00 |
1.0% |
7,343.25 |
Range |
52.75 |
91.25 |
38.50 |
73.0% |
336.25 |
ATR |
96.53 |
96.33 |
-0.20 |
-0.2% |
0.00 |
Volume |
361,924 |
412,124 |
50,200 |
13.9% |
1,984,609 |
|
Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,598.50 |
7,562.00 |
7,393.50 |
|
R3 |
7,507.25 |
7,470.75 |
7,368.25 |
|
R2 |
7,416.00 |
7,416.00 |
7,360.00 |
|
R1 |
7,379.50 |
7,379.50 |
7,351.50 |
7,397.75 |
PP |
7,324.75 |
7,324.75 |
7,324.75 |
7,333.75 |
S1 |
7,288.25 |
7,288.25 |
7,335.00 |
7,306.50 |
S2 |
7,233.50 |
7,233.50 |
7,326.50 |
|
S3 |
7,142.25 |
7,197.00 |
7,318.25 |
|
S4 |
7,051.00 |
7,105.75 |
7,293.00 |
|
|
Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,251.75 |
8,133.75 |
7,528.25 |
|
R3 |
7,915.50 |
7,797.50 |
7,435.75 |
|
R2 |
7,579.25 |
7,579.25 |
7,405.00 |
|
R1 |
7,461.25 |
7,461.25 |
7,374.00 |
7,520.25 |
PP |
7,243.00 |
7,243.00 |
7,243.00 |
7,272.50 |
S1 |
7,125.00 |
7,125.00 |
7,312.50 |
7,184.00 |
S2 |
6,906.75 |
6,906.75 |
7,281.50 |
|
S3 |
6,570.50 |
6,788.75 |
7,250.75 |
|
S4 |
6,234.25 |
6,452.50 |
7,158.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,361.00 |
7,024.75 |
336.25 |
4.6% |
99.75 |
1.4% |
95% |
True |
False |
396,921 |
10 |
7,361.00 |
6,965.75 |
395.25 |
5.4% |
97.50 |
1.3% |
96% |
True |
False |
243,722 |
20 |
7,361.00 |
6,965.75 |
395.25 |
5.4% |
87.50 |
1.2% |
96% |
True |
False |
122,389 |
40 |
7,361.00 |
6,620.00 |
741.00 |
10.1% |
97.75 |
1.3% |
98% |
True |
False |
61,421 |
60 |
7,361.00 |
5,847.25 |
1,513.75 |
20.6% |
126.25 |
1.7% |
99% |
True |
False |
41,251 |
80 |
7,361.00 |
5,847.25 |
1,513.75 |
20.6% |
134.00 |
1.8% |
99% |
True |
False |
30,956 |
100 |
7,361.00 |
5,847.25 |
1,513.75 |
20.6% |
143.75 |
2.0% |
99% |
True |
False |
24,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,748.75 |
2.618 |
7,600.00 |
1.618 |
7,508.75 |
1.000 |
7,452.25 |
0.618 |
7,417.50 |
HIGH |
7,361.00 |
0.618 |
7,326.25 |
0.500 |
7,315.50 |
0.382 |
7,304.50 |
LOW |
7,269.75 |
0.618 |
7,213.25 |
1.000 |
7,178.50 |
1.618 |
7,122.00 |
2.618 |
7,030.75 |
4.250 |
6,882.00 |
|
|
Fisher Pivots for day following 15-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
7,334.00 |
7,324.25 |
PP |
7,324.75 |
7,305.00 |
S1 |
7,315.50 |
7,286.00 |
|