Trading Metrics calculated at close of trading on 15-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
1,558.0 |
1,549.5 |
-8.5 |
-0.5% |
1,526.7 |
High |
1,561.3 |
1,563.5 |
2.2 |
0.1% |
1,563.9 |
Low |
1,546.8 |
1,547.7 |
0.9 |
0.1% |
1,519.3 |
Close |
1,547.6 |
1,551.9 |
4.3 |
0.3% |
1,551.9 |
Range |
14.5 |
15.8 |
1.3 |
9.0% |
44.6 |
ATR |
20.2 |
19.9 |
-0.3 |
-1.5% |
0.0 |
Volume |
31,165 |
967 |
-30,198 |
-96.9% |
456,543 |
|
Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,601.8 |
1,592.6 |
1,560.6 |
|
R3 |
1,586.0 |
1,576.8 |
1,556.2 |
|
R2 |
1,570.2 |
1,570.2 |
1,554.8 |
|
R1 |
1,561.0 |
1,561.0 |
1,553.3 |
1,565.6 |
PP |
1,554.4 |
1,554.4 |
1,554.4 |
1,556.7 |
S1 |
1,545.2 |
1,545.2 |
1,550.5 |
1,549.8 |
S2 |
1,538.6 |
1,538.6 |
1,549.0 |
|
S3 |
1,522.8 |
1,529.4 |
1,547.6 |
|
S4 |
1,507.0 |
1,513.6 |
1,543.2 |
|
|
Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,678.8 |
1,660.0 |
1,576.4 |
|
R3 |
1,634.2 |
1,615.4 |
1,564.2 |
|
R2 |
1,589.6 |
1,589.6 |
1,560.1 |
|
R1 |
1,570.8 |
1,570.8 |
1,556.0 |
1,580.2 |
PP |
1,545.0 |
1,545.0 |
1,545.0 |
1,549.8 |
S1 |
1,526.2 |
1,526.2 |
1,547.8 |
1,535.6 |
S2 |
1,500.4 |
1,500.4 |
1,543.7 |
|
S3 |
1,455.8 |
1,481.6 |
1,539.6 |
|
S4 |
1,411.2 |
1,437.0 |
1,527.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,563.9 |
1,519.3 |
44.6 |
2.9% |
18.9 |
1.2% |
73% |
False |
False |
91,308 |
10 |
1,598.0 |
1,512.6 |
85.4 |
5.5% |
21.1 |
1.4% |
46% |
False |
False |
126,279 |
20 |
1,603.6 |
1,512.6 |
91.0 |
5.9% |
19.4 |
1.2% |
43% |
False |
False |
117,633 |
40 |
1,603.6 |
1,444.4 |
159.2 |
10.3% |
19.8 |
1.3% |
68% |
False |
False |
116,380 |
60 |
1,603.6 |
1,252.0 |
351.6 |
22.7% |
25.5 |
1.6% |
85% |
False |
False |
137,576 |
80 |
1,603.6 |
1,252.0 |
351.6 |
22.7% |
27.8 |
1.8% |
85% |
False |
False |
111,078 |
100 |
1,603.6 |
1,252.0 |
351.6 |
22.7% |
28.8 |
1.9% |
85% |
False |
False |
88,873 |
120 |
1,723.4 |
1,252.0 |
471.4 |
30.4% |
28.6 |
1.8% |
64% |
False |
False |
74,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,630.7 |
2.618 |
1,604.9 |
1.618 |
1,589.1 |
1.000 |
1,579.3 |
0.618 |
1,573.3 |
HIGH |
1,563.5 |
0.618 |
1,557.5 |
0.500 |
1,555.6 |
0.382 |
1,553.7 |
LOW |
1,547.7 |
0.618 |
1,537.9 |
1.000 |
1,531.9 |
1.618 |
1,522.1 |
2.618 |
1,506.3 |
4.250 |
1,480.6 |
|
|
Fisher Pivots for day following 15-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
1,555.6 |
1,553.6 |
PP |
1,554.4 |
1,553.0 |
S1 |
1,553.1 |
1,552.5 |
|