Trading Metrics calculated at close of trading on 28-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2019 |
28-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
7,383.50 |
7,323.50 |
-60.00 |
-0.8% |
7,338.00 |
High |
7,404.75 |
7,372.50 |
-32.25 |
-0.4% |
7,544.75 |
Low |
7,276.00 |
7,289.50 |
13.50 |
0.2% |
7,321.75 |
Close |
7,334.50 |
7,352.00 |
17.50 |
0.2% |
7,368.75 |
Range |
128.75 |
83.00 |
-45.75 |
-35.5% |
223.00 |
ATR |
106.91 |
105.20 |
-1.71 |
-1.6% |
0.00 |
Volume |
592,979 |
446,378 |
-146,601 |
-24.7% |
2,562,433 |
|
Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,587.00 |
7,552.50 |
7,397.75 |
|
R3 |
7,504.00 |
7,469.50 |
7,374.75 |
|
R2 |
7,421.00 |
7,421.00 |
7,367.25 |
|
R1 |
7,386.50 |
7,386.50 |
7,359.50 |
7,403.75 |
PP |
7,338.00 |
7,338.00 |
7,338.00 |
7,346.50 |
S1 |
7,303.50 |
7,303.50 |
7,344.50 |
7,320.75 |
S2 |
7,255.00 |
7,255.00 |
7,336.75 |
|
S3 |
7,172.00 |
7,220.50 |
7,329.25 |
|
S4 |
7,089.00 |
7,137.50 |
7,306.25 |
|
|
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% |
122.25 |
1.7% |
28% |
False |
False |
577,645 |
10 |
7,544.75 |
7,269.75 |
275.00 |
3.7% |
111.25 |
1.5% |
30% |
False |
False |
516,822 |
20 |
7,544.75 |
6,965.75 |
579.00 |
7.9% |
103.00 |
1.4% |
67% |
False |
False |
359,753 |
40 |
7,544.75 |
6,865.00 |
679.75 |
9.2% |
94.25 |
1.3% |
72% |
False |
False |
180,232 |
60 |
7,544.75 |
6,158.25 |
1,386.50 |
18.9% |
107.50 |
1.5% |
86% |
False |
False |
120,330 |
80 |
7,544.75 |
5,847.25 |
1,697.50 |
23.1% |
130.75 |
1.8% |
89% |
False |
False |
90,405 |
100 |
7,544.75 |
5,847.25 |
1,697.50 |
23.1% |
134.00 |
1.8% |
89% |
False |
False |
72,327 |
120 |
7,695.75 |
5,847.25 |
1,848.50 |
25.1% |
143.75 |
2.0% |
81% |
False |
False |
60,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,725.25 |
2.618 |
7,589.75 |
1.618 |
7,506.75 |
1.000 |
7,455.50 |
0.618 |
7,423.75 |
HIGH |
7,372.50 |
0.618 |
7,340.75 |
0.500 |
7,331.00 |
0.382 |
7,321.25 |
LOW |
7,289.50 |
0.618 |
7,238.25 |
1.000 |
7,206.50 |
1.618 |
7,155.25 |
2.618 |
7,072.25 |
4.250 |
6,936.75 |
|
|
Fisher Pivots for day following 28-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
7,345.00 |
7,361.75 |
PP |
7,338.00 |
7,358.50 |
S1 |
7,331.00 |
7,355.25 |
|