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 |
7,363.00 |
7,383.50 |
20.50 |
0.3% |
7,338.00 |
High |
7,447.50 |
7,404.75 |
-42.75 |
-0.6% |
7,544.75 |
Low |
7,340.50 |
7,276.00 |
-64.50 |
-0.9% |
7,321.75 |
Close |
7,376.75 |
7,334.50 |
-42.25 |
-0.6% |
7,368.75 |
Range |
107.00 |
128.75 |
21.75 |
20.3% |
223.00 |
ATR |
105.23 |
106.91 |
1.68 |
1.6% |
0.00 |
Volume |
557,412 |
592,979 |
35,567 |
6.4% |
2,562,433 |
|
Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,724.75 |
7,658.25 |
7,405.25 |
|
R3 |
7,596.00 |
7,529.50 |
7,370.00 |
|
R2 |
7,467.25 |
7,467.25 |
7,358.00 |
|
R1 |
7,400.75 |
7,400.75 |
7,346.25 |
7,369.50 |
PP |
7,338.50 |
7,338.50 |
7,338.50 |
7,322.75 |
S1 |
7,272.00 |
7,272.00 |
7,322.75 |
7,241.00 |
S2 |
7,209.75 |
7,209.75 |
7,311.00 |
|
S3 |
7,081.00 |
7,143.25 |
7,299.00 |
|
S4 |
6,952.25 |
7,014.50 |
7,263.75 |
|
|
Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,080.75 |
7,947.75 |
7,491.50 |
|
R3 |
7,857.75 |
7,724.75 |
7,430.00 |
|
R2 |
7,634.75 |
7,634.75 |
7,409.75 |
|
R1 |
7,501.75 |
7,501.75 |
7,389.25 |
7,568.25 |
PP |
7,411.75 |
7,411.75 |
7,411.75 |
7,445.00 |
S1 |
7,278.75 |
7,278.75 |
7,348.25 |
7,345.25 |
S2 |
7,188.75 |
7,188.75 |
7,327.75 |
|
S3 |
6,965.75 |
7,055.75 |
7,307.50 |
|
S4 |
6,742.75 |
6,832.75 |
7,246.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,544.75 |
7,276.00 |
268.75 |
3.7% |
140.25 |
1.9% |
22% |
False |
True |
593,019 |
10 |
7,544.75 |
7,265.75 |
279.00 |
3.8% |
108.25 |
1.5% |
25% |
False |
False |
508,376 |
20 |
7,544.75 |
6,965.75 |
579.00 |
7.9% |
101.75 |
1.4% |
64% |
False |
False |
337,485 |
40 |
7,544.75 |
6,684.50 |
860.25 |
11.7% |
97.00 |
1.3% |
76% |
False |
False |
169,083 |
60 |
7,544.75 |
6,158.25 |
1,386.50 |
18.9% |
107.75 |
1.5% |
85% |
False |
False |
112,900 |
80 |
7,544.75 |
5,847.25 |
1,697.50 |
23.1% |
130.75 |
1.8% |
88% |
False |
False |
84,825 |
100 |
7,544.75 |
5,847.25 |
1,697.50 |
23.1% |
134.75 |
1.8% |
88% |
False |
False |
67,863 |
120 |
7,767.00 |
5,847.25 |
1,919.75 |
26.2% |
143.25 |
2.0% |
77% |
False |
False |
56,556 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,952.00 |
2.618 |
7,741.75 |
1.618 |
7,613.00 |
1.000 |
7,533.50 |
0.618 |
7,484.25 |
HIGH |
7,404.75 |
0.618 |
7,355.50 |
0.500 |
7,340.50 |
0.382 |
7,325.25 |
LOW |
7,276.00 |
0.618 |
7,196.50 |
1.000 |
7,147.25 |
1.618 |
7,067.75 |
2.618 |
6,939.00 |
4.250 |
6,728.75 |
|
|
Fisher Pivots for day following 27-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
7,340.50 |
7,361.75 |
PP |
7,338.50 |
7,352.75 |
S1 |
7,336.50 |
7,343.50 |
|