Trading Metrics calculated at close of trading on 20-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2019 |
20-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
7,362.25 |
7,378.00 |
15.75 |
0.2% |
7,049.00 |
High |
7,421.25 |
7,458.00 |
36.75 |
0.5% |
7,361.00 |
Low |
7,351.25 |
7,349.50 |
-1.75 |
0.0% |
7,024.75 |
Close |
7,376.50 |
7,409.50 |
33.00 |
0.4% |
7,343.25 |
Range |
70.00 |
108.50 |
38.50 |
55.0% |
336.25 |
ATR |
91.89 |
93.08 |
1.19 |
1.3% |
0.00 |
Volume |
427,134 |
550,615 |
123,481 |
28.9% |
1,984,609 |
|
Daily Pivots for day following 20-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,731.25 |
7,678.75 |
7,469.25 |
|
R3 |
7,622.75 |
7,570.25 |
7,439.25 |
|
R2 |
7,514.25 |
7,514.25 |
7,429.50 |
|
R1 |
7,461.75 |
7,461.75 |
7,419.50 |
7,488.00 |
PP |
7,405.75 |
7,405.75 |
7,405.75 |
7,418.75 |
S1 |
7,353.25 |
7,353.25 |
7,399.50 |
7,379.50 |
S2 |
7,297.25 |
7,297.25 |
7,389.50 |
|
S3 |
7,188.75 |
7,244.75 |
7,379.75 |
|
S4 |
7,080.25 |
7,136.25 |
7,349.75 |
|
|
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 |
7,458.00 |
7,265.75 |
192.25 |
2.6% |
76.00 |
1.0% |
75% |
True |
False |
423,734 |
10 |
7,458.00 |
6,965.75 |
492.25 |
6.6% |
95.25 |
1.3% |
90% |
True |
False |
376,623 |
20 |
7,458.00 |
6,965.75 |
492.25 |
6.6% |
87.00 |
1.2% |
90% |
True |
False |
189,558 |
40 |
7,458.00 |
6,620.00 |
838.00 |
11.3% |
93.00 |
1.3% |
94% |
True |
False |
94,995 |
60 |
7,458.00 |
5,847.25 |
1,610.75 |
21.7% |
120.00 |
1.6% |
97% |
True |
False |
63,651 |
80 |
7,458.00 |
5,847.25 |
1,610.75 |
21.7% |
130.00 |
1.8% |
97% |
True |
False |
47,763 |
100 |
7,458.00 |
5,847.25 |
1,610.75 |
21.7% |
141.50 |
1.9% |
97% |
True |
False |
38,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,919.00 |
2.618 |
7,742.00 |
1.618 |
7,633.50 |
1.000 |
7,566.50 |
0.618 |
7,525.00 |
HIGH |
7,458.00 |
0.618 |
7,416.50 |
0.500 |
7,403.75 |
0.382 |
7,391.00 |
LOW |
7,349.50 |
0.618 |
7,282.50 |
1.000 |
7,241.00 |
1.618 |
7,174.00 |
2.618 |
7,065.50 |
4.250 |
6,888.50 |
|
|
Fisher Pivots for day following 20-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
7,407.50 |
7,403.00 |
PP |
7,405.75 |
7,396.50 |
S1 |
7,403.75 |
7,390.00 |
|