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 |
7,348.99 |
7,356.94 |
7.95 |
0.1% |
7,050.05 |
High |
7,422.75 |
7,505.41 |
82.66 |
1.1% |
7,331.29 |
Low |
7,318.42 |
7,356.94 |
38.52 |
0.5% |
7,049.56 |
Close |
7,380.75 |
7,493.27 |
112.52 |
1.5% |
7,306.99 |
Range |
104.33 |
148.47 |
44.14 |
42.3% |
281.73 |
ATR |
82.44 |
87.16 |
4.72 |
5.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,897.28 |
7,843.75 |
7,574.93 |
|
R3 |
7,748.81 |
7,695.28 |
7,534.10 |
|
R2 |
7,600.34 |
7,600.34 |
7,520.49 |
|
R1 |
7,546.81 |
7,546.81 |
7,506.88 |
7,573.58 |
PP |
7,451.87 |
7,451.87 |
7,451.87 |
7,465.26 |
S1 |
7,398.34 |
7,398.34 |
7,479.66 |
7,425.11 |
S2 |
7,303.40 |
7,303.40 |
7,466.05 |
|
S3 |
7,154.93 |
7,249.87 |
7,452.44 |
|
S4 |
7,006.46 |
7,101.40 |
7,411.61 |
|
|
Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,074.47 |
7,972.46 |
7,461.94 |
|
R3 |
7,792.74 |
7,690.73 |
7,384.47 |
|
R2 |
7,511.01 |
7,511.01 |
7,358.64 |
|
R1 |
7,409.00 |
7,409.00 |
7,332.82 |
7,460.01 |
PP |
7,229.28 |
7,229.28 |
7,229.28 |
7,254.78 |
S1 |
7,127.27 |
7,127.27 |
7,281.16 |
7,178.28 |
S2 |
6,947.55 |
6,947.55 |
7,255.34 |
|
S3 |
6,665.82 |
6,845.54 |
7,229.51 |
|
S4 |
6,384.09 |
6,563.81 |
7,152.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,505.41 |
7,265.63 |
239.78 |
3.2% |
88.33 |
1.2% |
95% |
True |
False |
|
10 |
7,505.41 |
6,940.72 |
564.69 |
7.5% |
77.96 |
1.0% |
98% |
True |
False |
|
20 |
7,505.41 |
6,940.72 |
564.69 |
7.5% |
72.93 |
1.0% |
98% |
True |
False |
|
40 |
7,505.41 |
6,613.42 |
891.99 |
11.9% |
73.10 |
1.0% |
99% |
True |
False |
|
60 |
7,505.41 |
5,895.12 |
1,610.29 |
21.5% |
93.95 |
1.3% |
99% |
True |
False |
|
80 |
7,505.41 |
5,895.12 |
1,610.29 |
21.5% |
111.15 |
1.5% |
99% |
True |
False |
|
100 |
7,505.41 |
5,895.12 |
1,610.29 |
21.5% |
121.03 |
1.6% |
99% |
True |
False |
|
120 |
7,700.56 |
5,895.12 |
1,805.44 |
24.1% |
125.15 |
1.7% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,136.41 |
2.618 |
7,894.10 |
1.618 |
7,745.63 |
1.000 |
7,653.88 |
0.618 |
7,597.16 |
HIGH |
7,505.41 |
0.618 |
7,448.69 |
0.500 |
7,431.18 |
0.382 |
7,413.66 |
LOW |
7,356.94 |
0.618 |
7,265.19 |
1.000 |
7,208.47 |
1.618 |
7,116.72 |
2.618 |
6,968.25 |
4.250 |
6,725.94 |
|
|
Fisher Pivots for day following 21-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
7,472.57 |
7,466.15 |
PP |
7,451.87 |
7,439.03 |
S1 |
7,431.18 |
7,411.92 |
|