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 |
7,378.23 |
7,364.47 |
-13.76 |
-0.2% |
7,311.63 |
High |
7,417.26 |
7,376.99 |
-40.27 |
-0.5% |
7,505.41 |
Low |
7,314.38 |
7,252.06 |
-62.32 |
-0.9% |
7,293.85 |
Close |
7,351.15 |
7,308.19 |
-42.96 |
-0.6% |
7,326.06 |
Range |
102.88 |
124.93 |
22.05 |
21.4% |
211.56 |
ATR |
92.71 |
95.01 |
2.30 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,687.20 |
7,622.63 |
7,376.90 |
|
R3 |
7,562.27 |
7,497.70 |
7,342.55 |
|
R2 |
7,437.34 |
7,437.34 |
7,331.09 |
|
R1 |
7,372.77 |
7,372.77 |
7,319.64 |
7,342.59 |
PP |
7,312.41 |
7,312.41 |
7,312.41 |
7,297.33 |
S1 |
7,247.84 |
7,247.84 |
7,296.74 |
7,217.66 |
S2 |
7,187.48 |
7,187.48 |
7,285.29 |
|
S3 |
7,062.55 |
7,122.91 |
7,273.83 |
|
S4 |
6,937.62 |
6,997.98 |
7,239.48 |
|
|
Weekly Pivots for week ending 22-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,009.79 |
7,879.48 |
7,442.42 |
|
R3 |
7,798.23 |
7,667.92 |
7,384.24 |
|
R2 |
7,586.67 |
7,586.67 |
7,364.85 |
|
R1 |
7,456.36 |
7,456.36 |
7,345.45 |
7,521.52 |
PP |
7,375.11 |
7,375.11 |
7,375.11 |
7,407.68 |
S1 |
7,244.80 |
7,244.80 |
7,306.67 |
7,309.96 |
S2 |
7,163.55 |
7,163.55 |
7,287.27 |
|
S3 |
6,951.99 |
7,033.24 |
7,267.88 |
|
S4 |
6,740.43 |
6,821.68 |
7,209.70 |
|
|
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 |
7,252.06 |
253.35 |
3.5% |
122.47 |
1.7% |
22% |
False |
True |
|
10 |
7,505.41 |
7,240.96 |
264.45 |
3.6% |
93.25 |
1.3% |
25% |
False |
False |
|
20 |
7,505.41 |
6,940.72 |
564.69 |
7.7% |
84.52 |
1.2% |
65% |
False |
False |
|
40 |
7,505.41 |
6,688.33 |
817.08 |
11.2% |
78.12 |
1.1% |
76% |
False |
False |
|
60 |
7,505.41 |
6,139.40 |
1,366.01 |
18.7% |
86.26 |
1.2% |
86% |
False |
False |
|
80 |
7,505.41 |
5,895.12 |
1,610.29 |
22.0% |
111.15 |
1.5% |
88% |
False |
False |
|
100 |
7,505.41 |
5,895.12 |
1,610.29 |
22.0% |
115.74 |
1.6% |
88% |
False |
False |
|
120 |
7,676.90 |
5,895.12 |
1,781.78 |
24.4% |
126.85 |
1.7% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,907.94 |
2.618 |
7,704.06 |
1.618 |
7,579.13 |
1.000 |
7,501.92 |
0.618 |
7,454.20 |
HIGH |
7,376.99 |
0.618 |
7,329.27 |
0.500 |
7,314.53 |
0.382 |
7,299.78 |
LOW |
7,252.06 |
0.618 |
7,174.85 |
1.000 |
7,127.13 |
1.618 |
7,049.92 |
2.618 |
6,924.99 |
4.250 |
6,721.11 |
|
|
Fisher Pivots for day following 27-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
7,314.53 |
7,334.66 |
PP |
7,312.41 |
7,325.84 |
S1 |
7,310.30 |
7,317.01 |
|