Trading Metrics calculated at close of trading on 21-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2019 |
21-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
1,302.70 |
1,312.46 |
9.76 |
0.7% |
1,298.30 |
High |
1,315.44 |
1,319.81 |
4.37 |
0.3% |
1,310.99 |
Low |
1,299.65 |
1,303.98 |
4.33 |
0.3% |
1,290.58 |
Close |
1,312.29 |
1,308.54 |
-3.75 |
-0.3% |
1,302.00 |
Range |
15.79 |
15.83 |
0.04 |
0.3% |
20.41 |
ATR |
11.21 |
11.54 |
0.33 |
2.9% |
0.00 |
Volume |
6,336 |
6,008 |
-328 |
-5.2% |
30,051 |
|
Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,358.27 |
1,349.23 |
1,317.25 |
|
R3 |
1,342.44 |
1,333.40 |
1,312.89 |
|
R2 |
1,326.61 |
1,326.61 |
1,311.44 |
|
R1 |
1,317.57 |
1,317.57 |
1,309.99 |
1,314.18 |
PP |
1,310.78 |
1,310.78 |
1,310.78 |
1,309.08 |
S1 |
1,301.74 |
1,301.74 |
1,307.09 |
1,298.35 |
S2 |
1,294.95 |
1,294.95 |
1,305.64 |
|
S3 |
1,279.12 |
1,285.91 |
1,304.19 |
|
S4 |
1,263.29 |
1,270.08 |
1,299.83 |
|
|
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 |
1,319.81 |
1,294.03 |
25.78 |
2.0% |
11.77 |
0.9% |
56% |
True |
False |
6,040 |
10 |
1,319.81 |
1,285.21 |
34.60 |
2.6% |
11.90 |
0.9% |
67% |
True |
False |
6,046 |
20 |
1,334.55 |
1,282.02 |
52.53 |
4.0% |
11.45 |
0.9% |
50% |
False |
False |
6,118 |
40 |
1,346.45 |
1,279.80 |
66.65 |
5.1% |
11.27 |
0.9% |
43% |
False |
False |
8,703 |
60 |
1,346.45 |
1,271.51 |
74.94 |
5.7% |
10.60 |
0.8% |
49% |
False |
False |
9,440 |
80 |
1,346.45 |
1,211.24 |
135.21 |
10.3% |
10.55 |
0.8% |
72% |
False |
False |
9,599 |
100 |
1,346.45 |
1,196.39 |
150.06 |
11.5% |
10.56 |
0.8% |
75% |
False |
False |
9,851 |
120 |
1,346.45 |
1,184.03 |
162.42 |
12.4% |
10.76 |
0.8% |
77% |
False |
False |
9,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,387.09 |
2.618 |
1,361.25 |
1.618 |
1,345.42 |
1.000 |
1,335.64 |
0.618 |
1,329.59 |
HIGH |
1,319.81 |
0.618 |
1,313.76 |
0.500 |
1,311.90 |
0.382 |
1,310.03 |
LOW |
1,303.98 |
0.618 |
1,294.20 |
1.000 |
1,288.15 |
1.618 |
1,278.37 |
2.618 |
1,262.54 |
4.250 |
1,236.70 |
|
|
Fisher Pivots for day following 21-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
1,311.90 |
1,309.73 |
PP |
1,310.78 |
1,309.33 |
S1 |
1,309.66 |
1,308.94 |
|