| Trading Metrics calculated at close of trading on 17-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2020 |
17-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
2,508.59 |
2,425.66 |
-82.93 |
-3.3% |
2,863.89 |
| High |
2,562.98 |
2,553.93 |
-9.05 |
-0.4% |
2,882.59 |
| Low |
2,381.12 |
2,367.04 |
-14.08 |
-0.6% |
2,479.90 |
| Close |
2,386.13 |
2,529.19 |
143.06 |
6.0% |
2,711.02 |
| Range |
181.86 |
186.89 |
5.03 |
2.8% |
402.69 |
| ATR |
137.02 |
140.59 |
3.56 |
2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,044.06 |
2,973.51 |
2,631.98 |
|
| R3 |
2,857.17 |
2,786.62 |
2,580.58 |
|
| R2 |
2,670.28 |
2,670.28 |
2,563.45 |
|
| R1 |
2,599.73 |
2,599.73 |
2,546.32 |
2,635.01 |
| PP |
2,483.39 |
2,483.39 |
2,483.39 |
2,501.02 |
| S1 |
2,412.84 |
2,412.84 |
2,512.06 |
2,448.12 |
| S2 |
2,296.50 |
2,296.50 |
2,494.93 |
|
| S3 |
2,109.61 |
2,225.95 |
2,477.80 |
|
| S4 |
1,922.72 |
2,039.06 |
2,426.40 |
|
|
| 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 |
2,825.60 |
2,367.04 |
458.56 |
18.1% |
177.14 |
7.0% |
35% |
False |
True |
|
| 10 |
3,130.20 |
2,367.04 |
763.16 |
30.2% |
142.72 |
5.6% |
21% |
False |
True |
|
| 20 |
3,393.52 |
2,367.04 |
1,026.48 |
40.6% |
114.78 |
4.5% |
16% |
False |
True |
|
| 40 |
3,393.52 |
2,367.04 |
1,026.48 |
40.6% |
70.90 |
2.8% |
16% |
False |
True |
|
| 60 |
3,393.52 |
2,367.04 |
1,026.48 |
40.6% |
52.94 |
2.1% |
16% |
False |
True |
|
| 80 |
3,393.52 |
2,367.04 |
1,026.48 |
40.6% |
44.02 |
1.7% |
16% |
False |
True |
|
| 100 |
3,393.52 |
2,367.04 |
1,026.48 |
40.6% |
38.41 |
1.5% |
16% |
False |
True |
|
| 120 |
3,393.52 |
2,367.04 |
1,026.48 |
40.6% |
36.81 |
1.5% |
16% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,348.21 |
|
2.618 |
3,043.21 |
|
1.618 |
2,856.32 |
|
1.000 |
2,740.82 |
|
0.618 |
2,669.43 |
|
HIGH |
2,553.93 |
|
0.618 |
2,482.54 |
|
0.500 |
2,460.49 |
|
0.382 |
2,438.43 |
|
LOW |
2,367.04 |
|
0.618 |
2,251.54 |
|
1.000 |
2,180.15 |
|
1.618 |
2,064.65 |
|
2.618 |
1,877.76 |
|
4.250 |
1,572.76 |
|
|
| Fisher Pivots for day following 17-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,506.29 |
2,539.04 |
| PP |
2,483.39 |
2,535.76 |
| S1 |
2,460.49 |
2,532.47 |
|