| Trading Metrics calculated at close of trading on 26-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2020 |
26-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
2,457.77 |
2,501.29 |
43.52 |
1.8% |
2,508.59 |
| High |
2,571.42 |
2,637.01 |
65.59 |
2.6% |
2,562.98 |
| Low |
2,407.53 |
2,500.72 |
93.19 |
3.9% |
2,280.52 |
| Close |
2,475.56 |
2,630.07 |
154.51 |
6.2% |
2,304.92 |
| Range |
163.89 |
136.29 |
-27.60 |
-16.8% |
282.46 |
| ATR |
151.96 |
152.64 |
0.68 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,998.14 |
2,950.39 |
2,705.03 |
|
| R3 |
2,861.85 |
2,814.10 |
2,667.55 |
|
| R2 |
2,725.56 |
2,725.56 |
2,655.06 |
|
| R1 |
2,677.81 |
2,677.81 |
2,642.56 |
2,701.69 |
| PP |
2,589.27 |
2,589.27 |
2,589.27 |
2,601.20 |
| S1 |
2,541.52 |
2,541.52 |
2,617.58 |
2,565.40 |
| S2 |
2,452.98 |
2,452.98 |
2,605.08 |
|
| S3 |
2,316.69 |
2,405.23 |
2,592.59 |
|
| S4 |
2,180.40 |
2,268.94 |
2,555.11 |
|
|
| 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 |
2,637.01 |
2,191.86 |
445.15 |
16.9% |
134.35 |
5.1% |
98% |
True |
False |
|
| 10 |
2,711.04 |
2,191.86 |
519.18 |
19.7% |
157.94 |
6.0% |
84% |
False |
False |
|
| 20 |
3,136.39 |
2,191.86 |
944.53 |
35.9% |
141.37 |
5.4% |
46% |
False |
False |
|
| 40 |
3,393.52 |
2,191.86 |
1,201.66 |
45.7% |
91.05 |
3.5% |
36% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
45.7% |
68.05 |
2.6% |
36% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
45.7% |
55.09 |
2.1% |
36% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
45.7% |
47.08 |
1.8% |
36% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
45.7% |
42.76 |
1.6% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,216.24 |
|
2.618 |
2,993.82 |
|
1.618 |
2,857.53 |
|
1.000 |
2,773.30 |
|
0.618 |
2,721.24 |
|
HIGH |
2,637.01 |
|
0.618 |
2,584.95 |
|
0.500 |
2,568.87 |
|
0.382 |
2,552.78 |
|
LOW |
2,500.72 |
|
0.618 |
2,416.49 |
|
1.000 |
2,364.43 |
|
1.618 |
2,280.20 |
|
2.618 |
2,143.91 |
|
4.250 |
1,921.49 |
|
|
| Fisher Pivots for day following 26-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,609.67 |
2,583.62 |
| PP |
2,589.27 |
2,537.17 |
| S1 |
2,568.87 |
2,490.73 |
|