Trading Metrics calculated at close of trading on 01-Apr-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2019 |
01-Apr-2019 |
Change |
Change % |
Previous Week |
Open |
1,540.2 |
1,545.9 |
5.7 |
0.4% |
1,511.5 |
High |
1,553.4 |
1,562.6 |
9.2 |
0.6% |
1,553.4 |
Low |
1,534.5 |
1,545.9 |
11.4 |
0.7% |
1,497.4 |
Close |
1,543.8 |
1,559.6 |
15.8 |
1.0% |
1,543.8 |
Range |
18.9 |
16.7 |
-2.2 |
-11.6% |
56.0 |
ATR |
24.5 |
24.1 |
-0.4 |
-1.7% |
0.0 |
Volume |
162,455 |
131,444 |
-31,011 |
-19.1% |
738,099 |
|
Daily Pivots for day following 01-Apr-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,606.1 |
1,599.6 |
1,568.8 |
|
R3 |
1,589.4 |
1,582.9 |
1,564.2 |
|
R2 |
1,572.7 |
1,572.7 |
1,562.7 |
|
R1 |
1,566.2 |
1,566.2 |
1,561.1 |
1,569.5 |
PP |
1,556.0 |
1,556.0 |
1,556.0 |
1,557.7 |
S1 |
1,549.5 |
1,549.5 |
1,558.1 |
1,552.8 |
S2 |
1,539.3 |
1,539.3 |
1,556.5 |
|
S3 |
1,522.6 |
1,532.8 |
1,555.0 |
|
S4 |
1,505.9 |
1,516.1 |
1,550.4 |
|
|
Weekly Pivots for week ending 29-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,699.5 |
1,677.7 |
1,574.6 |
|
R3 |
1,643.5 |
1,621.7 |
1,559.2 |
|
R2 |
1,587.5 |
1,587.5 |
1,554.1 |
|
R1 |
1,565.7 |
1,565.7 |
1,548.9 |
1,576.6 |
PP |
1,531.5 |
1,531.5 |
1,531.5 |
1,537.0 |
S1 |
1,509.7 |
1,509.7 |
1,538.7 |
1,520.6 |
S2 |
1,475.5 |
1,475.5 |
1,533.5 |
|
S3 |
1,419.5 |
1,453.7 |
1,528.4 |
|
S4 |
1,363.5 |
1,397.7 |
1,513.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,562.6 |
1,508.0 |
54.6 |
3.5% |
22.7 |
1.5% |
95% |
True |
False |
138,787 |
10 |
1,577.7 |
1,497.4 |
80.3 |
5.1% |
29.3 |
1.9% |
77% |
False |
False |
159,415 |
20 |
1,583.7 |
1,497.4 |
86.3 |
5.5% |
24.5 |
1.6% |
72% |
False |
False |
143,102 |
40 |
1,607.5 |
1,497.4 |
110.1 |
7.1% |
20.7 |
1.3% |
56% |
False |
False |
71,737 |
60 |
1,607.5 |
1,330.1 |
277.4 |
17.8% |
21.1 |
1.4% |
83% |
False |
False |
47,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,633.6 |
2.618 |
1,606.3 |
1.618 |
1,589.6 |
1.000 |
1,579.3 |
0.618 |
1,572.9 |
HIGH |
1,562.6 |
0.618 |
1,556.2 |
0.500 |
1,554.3 |
0.382 |
1,552.3 |
LOW |
1,545.9 |
0.618 |
1,535.6 |
1.000 |
1,529.2 |
1.618 |
1,518.9 |
2.618 |
1,502.2 |
4.250 |
1,474.9 |
|
|
Fisher Pivots for day following 01-Apr-2019 |
Pivot |
1 day |
3 day |
R1 |
1,557.8 |
1,553.1 |
PP |
1,556.0 |
1,546.6 |
S1 |
1,554.3 |
1,540.1 |
|