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 |
1,296.06 |
1,303.70 |
7.64 |
0.6% |
1,298.30 |
High |
1,305.85 |
1,306.11 |
0.26 |
0.0% |
1,310.99 |
Low |
1,294.03 |
1,298.34 |
4.31 |
0.3% |
1,290.58 |
Close |
1,302.00 |
1,303.12 |
1.12 |
0.1% |
1,302.00 |
Range |
11.82 |
7.77 |
-4.05 |
-34.3% |
20.41 |
ATR |
11.36 |
11.10 |
-0.26 |
-2.3% |
0.00 |
Volume |
5,999 |
6,066 |
67 |
1.1% |
30,051 |
|
Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,325.83 |
1,322.25 |
1,307.39 |
|
R3 |
1,318.06 |
1,314.48 |
1,305.26 |
|
R2 |
1,310.29 |
1,310.29 |
1,304.54 |
|
R1 |
1,306.71 |
1,306.71 |
1,303.83 |
1,304.62 |
PP |
1,302.52 |
1,302.52 |
1,302.52 |
1,301.48 |
S1 |
1,298.94 |
1,298.94 |
1,302.41 |
1,296.85 |
S2 |
1,294.75 |
1,294.75 |
1,301.70 |
|
S3 |
1,286.98 |
1,291.17 |
1,300.98 |
|
S4 |
1,279.21 |
1,283.40 |
1,298.85 |
|
|
Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.42 |
1,352.62 |
1,313.23 |
|
R3 |
1,342.01 |
1,332.21 |
1,307.61 |
|
R2 |
1,321.60 |
1,321.60 |
1,305.74 |
|
R1 |
1,311.80 |
1,311.80 |
1,303.87 |
1,316.70 |
PP |
1,301.19 |
1,301.19 |
1,301.19 |
1,303.64 |
S1 |
1,291.39 |
1,291.39 |
1,300.13 |
1,296.29 |
S2 |
1,280.78 |
1,280.78 |
1,298.26 |
|
S3 |
1,260.37 |
1,270.98 |
1,296.39 |
|
S4 |
1,239.96 |
1,250.57 |
1,290.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,310.99 |
1,292.04 |
18.95 |
1.5% |
11.29 |
0.9% |
58% |
False |
False |
6,011 |
10 |
1,310.99 |
1,282.02 |
28.97 |
2.2% |
9.96 |
0.8% |
73% |
False |
False |
6,072 |
20 |
1,346.45 |
1,282.02 |
64.43 |
4.9% |
11.88 |
0.9% |
33% |
False |
False |
6,702 |
40 |
1,346.45 |
1,277.24 |
69.21 |
5.3% |
10.85 |
0.8% |
37% |
False |
False |
9,101 |
60 |
1,346.45 |
1,254.00 |
92.45 |
7.1% |
10.53 |
0.8% |
53% |
False |
False |
9,495 |
80 |
1,346.45 |
1,211.24 |
135.21 |
10.4% |
10.48 |
0.8% |
68% |
False |
False |
9,778 |
100 |
1,346.45 |
1,196.39 |
150.06 |
11.5% |
10.49 |
0.8% |
71% |
False |
False |
9,947 |
120 |
1,346.45 |
1,181.06 |
165.39 |
12.7% |
10.76 |
0.8% |
74% |
False |
False |
9,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,339.13 |
2.618 |
1,326.45 |
1.618 |
1,318.68 |
1.000 |
1,313.88 |
0.618 |
1,310.91 |
HIGH |
1,306.11 |
0.618 |
1,303.14 |
0.500 |
1,302.23 |
0.382 |
1,301.31 |
LOW |
1,298.34 |
0.618 |
1,293.54 |
1.000 |
1,290.57 |
1.618 |
1,285.77 |
2.618 |
1,278.00 |
4.250 |
1,265.32 |
|
|
Fisher Pivots for day following 18-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
1,302.82 |
1,302.66 |
PP |
1,302.52 |
1,302.20 |
S1 |
1,302.23 |
1,301.75 |
|