Trading Metrics calculated at close of trading on 18-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2019 |
18-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
7,272.50 |
7,338.00 |
65.50 |
0.9% |
7,049.00 |
High |
7,361.00 |
7,379.50 |
18.50 |
0.3% |
7,361.00 |
Low |
7,269.75 |
7,321.75 |
52.00 |
0.7% |
7,024.75 |
Close |
7,343.25 |
7,360.75 |
17.50 |
0.2% |
7,343.25 |
Range |
91.25 |
57.75 |
-33.50 |
-36.7% |
336.25 |
ATR |
96.33 |
93.58 |
-2.76 |
-2.9% |
0.00 |
Volume |
412,124 |
366,874 |
-45,250 |
-11.0% |
1,984,609 |
|
Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,527.25 |
7,501.75 |
7,392.50 |
|
R3 |
7,469.50 |
7,444.00 |
7,376.75 |
|
R2 |
7,411.75 |
7,411.75 |
7,371.25 |
|
R1 |
7,386.25 |
7,386.25 |
7,366.00 |
7,399.00 |
PP |
7,354.00 |
7,354.00 |
7,354.00 |
7,360.50 |
S1 |
7,328.50 |
7,328.50 |
7,355.50 |
7,341.25 |
S2 |
7,296.25 |
7,296.25 |
7,350.25 |
|
S3 |
7,238.50 |
7,270.75 |
7,344.75 |
|
S4 |
7,180.75 |
7,213.00 |
7,329.00 |
|
|
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 |
7,379.50 |
7,188.00 |
191.50 |
2.6% |
75.50 |
1.0% |
90% |
True |
False |
393,216 |
10 |
7,379.50 |
6,965.75 |
413.75 |
5.6% |
89.50 |
1.2% |
95% |
True |
False |
279,983 |
20 |
7,379.50 |
6,965.75 |
413.75 |
5.6% |
84.50 |
1.1% |
95% |
True |
False |
140,715 |
40 |
7,379.50 |
6,620.00 |
759.50 |
10.3% |
95.75 |
1.3% |
98% |
True |
False |
70,587 |
60 |
7,379.50 |
5,847.25 |
1,532.25 |
20.8% |
125.50 |
1.7% |
99% |
True |
False |
47,363 |
80 |
7,379.50 |
5,847.25 |
1,532.25 |
20.8% |
133.75 |
1.8% |
99% |
True |
False |
35,542 |
100 |
7,379.50 |
5,847.25 |
1,532.25 |
20.8% |
143.00 |
1.9% |
99% |
True |
False |
28,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,625.00 |
2.618 |
7,530.75 |
1.618 |
7,473.00 |
1.000 |
7,437.25 |
0.618 |
7,415.25 |
HIGH |
7,379.50 |
0.618 |
7,357.50 |
0.500 |
7,350.50 |
0.382 |
7,343.75 |
LOW |
7,321.75 |
0.618 |
7,286.00 |
1.000 |
7,264.00 |
1.618 |
7,228.25 |
2.618 |
7,170.50 |
4.250 |
7,076.25 |
|
|
Fisher Pivots for day following 18-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
7,357.50 |
7,348.00 |
PP |
7,354.00 |
7,335.25 |
S1 |
7,350.50 |
7,322.50 |
|