| Trading Metrics calculated at close of trading on 24-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2020 |
24-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
2,290.71 |
2,344.44 |
53.73 |
2.3% |
2,508.59 |
| High |
2,300.73 |
2,449.71 |
148.98 |
6.5% |
2,562.98 |
| Low |
2,191.86 |
2,344.44 |
152.58 |
7.0% |
2,280.52 |
| Close |
2,237.40 |
2,447.33 |
209.93 |
9.4% |
2,304.92 |
| Range |
108.87 |
105.27 |
-3.60 |
-3.3% |
282.46 |
| ATR |
146.33 |
151.04 |
4.71 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,729.64 |
2,693.75 |
2,505.23 |
|
| R3 |
2,624.37 |
2,588.48 |
2,476.28 |
|
| R2 |
2,519.10 |
2,519.10 |
2,466.63 |
|
| R1 |
2,483.21 |
2,483.21 |
2,456.98 |
2,501.16 |
| PP |
2,413.83 |
2,413.83 |
2,413.83 |
2,422.80 |
| S1 |
2,377.94 |
2,377.94 |
2,437.68 |
2,395.89 |
| S2 |
2,308.56 |
2,308.56 |
2,428.03 |
|
| S3 |
2,203.29 |
2,272.67 |
2,418.38 |
|
| S4 |
2,098.02 |
2,167.40 |
2,389.43 |
|
|
| Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,230.19 |
3,050.01 |
2,460.27 |
|
| R3 |
2,947.73 |
2,767.55 |
2,382.60 |
|
| R2 |
2,665.27 |
2,665.27 |
2,356.70 |
|
| R1 |
2,485.09 |
2,485.09 |
2,330.81 |
2,433.95 |
| PP |
2,382.81 |
2,382.81 |
2,382.81 |
2,357.24 |
| S1 |
2,202.63 |
2,202.63 |
2,279.03 |
2,151.49 |
| S2 |
2,100.35 |
2,100.35 |
2,253.14 |
|
| S3 |
1,817.89 |
1,920.17 |
2,227.24 |
|
| S4 |
1,535.43 |
1,637.71 |
2,149.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,466.97 |
2,191.86 |
275.11 |
11.2% |
138.37 |
5.7% |
93% |
False |
False |
|
| 10 |
2,825.60 |
2,191.86 |
633.74 |
25.9% |
157.75 |
6.4% |
40% |
False |
False |
|
| 20 |
3,182.51 |
2,191.86 |
990.65 |
40.5% |
136.02 |
5.6% |
26% |
False |
False |
|
| 40 |
3,393.52 |
2,191.86 |
1,201.66 |
49.1% |
84.89 |
3.5% |
21% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
49.1% |
63.68 |
2.6% |
21% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
49.1% |
51.61 |
2.1% |
21% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
49.1% |
44.53 |
1.8% |
21% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
49.1% |
41.14 |
1.7% |
21% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,897.11 |
|
2.618 |
2,725.31 |
|
1.618 |
2,620.04 |
|
1.000 |
2,554.98 |
|
0.618 |
2,514.77 |
|
HIGH |
2,449.71 |
|
0.618 |
2,409.50 |
|
0.500 |
2,397.08 |
|
0.382 |
2,384.65 |
|
LOW |
2,344.44 |
|
0.618 |
2,279.38 |
|
1.000 |
2,239.17 |
|
1.618 |
2,174.11 |
|
2.618 |
2,068.84 |
|
4.250 |
1,897.04 |
|
|
| Fisher Pivots for day following 24-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,430.58 |
2,405.70 |
| PP |
2,413.83 |
2,364.07 |
| S1 |
2,397.08 |
2,322.44 |
|