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 |
1,315.59 |
1,309.55 |
-6.04 |
-0.5% |
1,303.70 |
High |
1,318.61 |
1,311.84 |
-6.77 |
-0.5% |
1,319.81 |
Low |
1,308.26 |
1,288.72 |
-19.54 |
-1.5% |
1,298.34 |
Close |
1,309.54 |
1,289.94 |
-19.60 |
-1.5% |
1,313.14 |
Range |
10.35 |
23.12 |
12.77 |
123.4% |
21.47 |
ATR |
11.17 |
12.03 |
0.85 |
7.6% |
0.00 |
Volume |
5,910 |
6,087 |
177 |
3.0% |
30,021 |
|
Daily Pivots for day following 28-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.19 |
1,351.19 |
1,302.66 |
|
R3 |
1,343.07 |
1,328.07 |
1,296.30 |
|
R2 |
1,319.95 |
1,319.95 |
1,294.18 |
|
R1 |
1,304.95 |
1,304.95 |
1,292.06 |
1,300.89 |
PP |
1,296.83 |
1,296.83 |
1,296.83 |
1,294.81 |
S1 |
1,281.83 |
1,281.83 |
1,287.82 |
1,277.77 |
S2 |
1,273.71 |
1,273.71 |
1,285.70 |
|
S3 |
1,250.59 |
1,258.71 |
1,283.58 |
|
S4 |
1,227.47 |
1,235.59 |
1,277.22 |
|
|
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 |
1,288.72 |
34.89 |
2.7% |
12.67 |
1.0% |
3% |
False |
True |
5,914 |
10 |
1,323.61 |
1,288.72 |
34.89 |
2.7% |
12.22 |
0.9% |
3% |
False |
True |
5,977 |
20 |
1,323.61 |
1,282.02 |
41.59 |
3.2% |
12.01 |
0.9% |
19% |
False |
False |
6,054 |
40 |
1,346.45 |
1,282.02 |
64.43 |
5.0% |
11.32 |
0.9% |
12% |
False |
False |
7,964 |
60 |
1,346.45 |
1,276.84 |
69.61 |
5.4% |
10.98 |
0.9% |
19% |
False |
False |
9,126 |
80 |
1,346.45 |
1,232.98 |
113.47 |
8.8% |
10.68 |
0.8% |
50% |
False |
False |
9,259 |
100 |
1,346.45 |
1,196.39 |
150.06 |
11.6% |
10.60 |
0.8% |
62% |
False |
False |
9,603 |
120 |
1,346.45 |
1,185.50 |
160.95 |
12.5% |
10.82 |
0.8% |
65% |
False |
False |
9,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,410.10 |
2.618 |
1,372.37 |
1.618 |
1,349.25 |
1.000 |
1,334.96 |
0.618 |
1,326.13 |
HIGH |
1,311.84 |
0.618 |
1,303.01 |
0.500 |
1,300.28 |
0.382 |
1,297.55 |
LOW |
1,288.72 |
0.618 |
1,274.43 |
1.000 |
1,265.60 |
1.618 |
1,251.31 |
2.618 |
1,228.19 |
4.250 |
1,190.46 |
|
|
Fisher Pivots for day following 28-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
1,300.28 |
1,305.75 |
PP |
1,296.83 |
1,300.48 |
S1 |
1,293.39 |
1,295.21 |
|