Trading Metrics calculated at close of trading on 16-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2020 |
16-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
2,569.99 |
2,508.59 |
-61.40 |
-2.4% |
2,863.89 |
High |
2,711.04 |
2,562.98 |
-148.06 |
-5.5% |
2,882.59 |
Low |
2,492.37 |
2,381.12 |
-111.25 |
-4.5% |
2,479.90 |
Close |
2,711.02 |
2,386.13 |
-324.89 |
-12.0% |
2,711.02 |
Range |
218.67 |
181.86 |
-36.81 |
-16.8% |
402.69 |
ATR |
122.19 |
137.02 |
14.84 |
12.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,988.99 |
2,869.42 |
2,486.15 |
|
R3 |
2,807.13 |
2,687.56 |
2,436.14 |
|
R2 |
2,625.27 |
2,625.27 |
2,419.47 |
|
R1 |
2,505.70 |
2,505.70 |
2,402.80 |
2,474.56 |
PP |
2,443.41 |
2,443.41 |
2,443.41 |
2,427.84 |
S1 |
2,323.84 |
2,323.84 |
2,369.46 |
2,292.70 |
S2 |
2,261.55 |
2,261.55 |
2,352.79 |
|
S3 |
2,079.69 |
2,141.98 |
2,336.12 |
|
S4 |
1,897.83 |
1,960.12 |
2,286.11 |
|
|
Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,899.24 |
3,707.82 |
2,932.50 |
|
R3 |
3,496.55 |
3,305.13 |
2,821.76 |
|
R2 |
3,093.86 |
3,093.86 |
2,784.85 |
|
R1 |
2,902.44 |
2,902.44 |
2,747.93 |
2,796.81 |
PP |
2,691.17 |
2,691.17 |
2,691.17 |
2,638.35 |
S1 |
2,499.75 |
2,499.75 |
2,674.11 |
2,394.12 |
S2 |
2,288.48 |
2,288.48 |
2,637.19 |
|
S3 |
1,885.79 |
2,097.06 |
2,600.28 |
|
S4 |
1,483.10 |
1,694.37 |
2,489.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,882.59 |
2,381.12 |
501.47 |
21.0% |
169.48 |
7.1% |
1% |
False |
True |
|
10 |
3,136.39 |
2,381.12 |
755.27 |
31.7% |
139.94 |
5.9% |
1% |
False |
True |
|
20 |
3,393.52 |
2,381.12 |
1,012.40 |
42.4% |
106.41 |
4.5% |
0% |
False |
True |
|
40 |
3,393.52 |
2,381.12 |
1,012.40 |
42.4% |
66.50 |
2.8% |
0% |
False |
True |
|
60 |
3,393.52 |
2,381.12 |
1,012.40 |
42.4% |
49.94 |
2.1% |
0% |
False |
True |
|
80 |
3,393.52 |
2,381.12 |
1,012.40 |
42.4% |
41.86 |
1.8% |
0% |
False |
True |
|
100 |
3,393.52 |
2,381.12 |
1,012.40 |
42.4% |
36.73 |
1.5% |
0% |
False |
True |
|
120 |
3,393.52 |
2,381.12 |
1,012.40 |
42.4% |
35.67 |
1.5% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,335.89 |
2.618 |
3,039.09 |
1.618 |
2,857.23 |
1.000 |
2,744.84 |
0.618 |
2,675.37 |
HIGH |
2,562.98 |
0.618 |
2,493.51 |
0.500 |
2,472.05 |
0.382 |
2,450.59 |
LOW |
2,381.12 |
0.618 |
2,268.73 |
1.000 |
2,199.26 |
1.618 |
2,086.87 |
2.618 |
1,905.01 |
4.250 |
1,608.22 |
|
|
Fisher Pivots for day following 16-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
2,472.05 |
2,546.08 |
PP |
2,443.41 |
2,492.76 |
S1 |
2,414.77 |
2,439.45 |
|