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 |
1,321.79 |
1,315.59 |
-6.20 |
-0.5% |
1,303.70 |
High |
1,322.78 |
1,318.61 |
-4.17 |
-0.3% |
1,319.81 |
Low |
1,312.77 |
1,308.26 |
-4.51 |
-0.3% |
1,298.34 |
Close |
1,315.23 |
1,309.54 |
-5.69 |
-0.4% |
1,313.14 |
Range |
10.01 |
10.35 |
0.34 |
3.4% |
21.47 |
ATR |
11.24 |
11.17 |
-0.06 |
-0.6% |
0.00 |
Volume |
6,132 |
5,910 |
-222 |
-3.6% |
30,021 |
|
Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,343.19 |
1,336.71 |
1,315.23 |
|
R3 |
1,332.84 |
1,326.36 |
1,312.39 |
|
R2 |
1,322.49 |
1,322.49 |
1,311.44 |
|
R1 |
1,316.01 |
1,316.01 |
1,310.49 |
1,314.08 |
PP |
1,312.14 |
1,312.14 |
1,312.14 |
1,311.17 |
S1 |
1,305.66 |
1,305.66 |
1,308.59 |
1,303.73 |
S2 |
1,301.79 |
1,301.79 |
1,307.64 |
|
S3 |
1,291.44 |
1,295.31 |
1,306.69 |
|
S4 |
1,281.09 |
1,284.96 |
1,303.85 |
|
|
Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.84 |
1,365.46 |
1,324.95 |
|
R3 |
1,353.37 |
1,343.99 |
1,319.04 |
|
R2 |
1,331.90 |
1,331.90 |
1,317.08 |
|
R1 |
1,322.52 |
1,322.52 |
1,315.11 |
1,327.21 |
PP |
1,310.43 |
1,310.43 |
1,310.43 |
1,312.78 |
S1 |
1,301.05 |
1,301.05 |
1,311.17 |
1,305.74 |
S2 |
1,288.96 |
1,288.96 |
1,309.20 |
|
S3 |
1,267.49 |
1,279.58 |
1,307.24 |
|
S4 |
1,246.02 |
1,258.11 |
1,301.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,323.61 |
1,303.98 |
19.63 |
1.5% |
11.21 |
0.9% |
28% |
False |
False |
5,898 |
10 |
1,323.61 |
1,293.43 |
30.18 |
2.3% |
11.57 |
0.9% |
53% |
False |
False |
5,974 |
20 |
1,326.70 |
1,282.02 |
44.68 |
3.4% |
11.56 |
0.9% |
62% |
False |
False |
6,058 |
40 |
1,346.45 |
1,282.02 |
64.43 |
4.9% |
10.94 |
0.8% |
43% |
False |
False |
8,112 |
60 |
1,346.45 |
1,276.84 |
69.61 |
5.3% |
10.76 |
0.8% |
47% |
False |
False |
9,221 |
80 |
1,346.45 |
1,230.45 |
116.00 |
8.9% |
10.53 |
0.8% |
68% |
False |
False |
9,320 |
100 |
1,346.45 |
1,196.39 |
150.06 |
11.5% |
10.49 |
0.8% |
75% |
False |
False |
9,658 |
120 |
1,346.45 |
1,184.50 |
161.95 |
12.4% |
10.69 |
0.8% |
77% |
False |
False |
9,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,362.60 |
2.618 |
1,345.71 |
1.618 |
1,335.36 |
1.000 |
1,328.96 |
0.618 |
1,325.01 |
HIGH |
1,318.61 |
0.618 |
1,314.66 |
0.500 |
1,313.44 |
0.382 |
1,312.21 |
LOW |
1,308.26 |
0.618 |
1,301.86 |
1.000 |
1,297.91 |
1.618 |
1,291.51 |
2.618 |
1,281.16 |
4.250 |
1,264.27 |
|
|
Fisher Pivots for day following 27-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
1,313.44 |
1,315.94 |
PP |
1,312.14 |
1,313.80 |
S1 |
1,310.84 |
1,311.67 |
|