| Trading Metrics calculated at close of trading on 27-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2020 |
27-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
2,501.29 |
2,555.87 |
54.58 |
2.2% |
2,290.71 |
| High |
2,637.01 |
2,615.91 |
-21.10 |
-0.8% |
2,637.01 |
| Low |
2,500.72 |
2,520.02 |
19.30 |
0.8% |
2,191.86 |
| Close |
2,630.07 |
2,541.47 |
-88.60 |
-3.4% |
2,541.47 |
| Range |
136.29 |
95.89 |
-40.40 |
-29.6% |
445.15 |
| ATR |
152.64 |
149.59 |
-3.04 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,846.80 |
2,790.03 |
2,594.21 |
|
| R3 |
2,750.91 |
2,694.14 |
2,567.84 |
|
| R2 |
2,655.02 |
2,655.02 |
2,559.05 |
|
| R1 |
2,598.25 |
2,598.25 |
2,550.26 |
2,578.69 |
| PP |
2,559.13 |
2,559.13 |
2,559.13 |
2,549.36 |
| S1 |
2,502.36 |
2,502.36 |
2,532.68 |
2,482.80 |
| S2 |
2,463.24 |
2,463.24 |
2,523.89 |
|
| S3 |
2,367.35 |
2,406.47 |
2,515.10 |
|
| S4 |
2,271.46 |
2,310.58 |
2,488.73 |
|
|
| Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,792.23 |
3,612.00 |
2,786.30 |
|
| R3 |
3,347.08 |
3,166.85 |
2,663.89 |
|
| R2 |
2,901.93 |
2,901.93 |
2,623.08 |
|
| R1 |
2,721.70 |
2,721.70 |
2,582.28 |
2,811.82 |
| PP |
2,456.78 |
2,456.78 |
2,456.78 |
2,501.84 |
| S1 |
2,276.55 |
2,276.55 |
2,500.66 |
2,366.67 |
| S2 |
2,011.63 |
2,011.63 |
2,459.86 |
|
| S3 |
1,566.48 |
1,831.40 |
2,419.05 |
|
| S4 |
1,121.33 |
1,386.25 |
2,296.64 |
|
|
| 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 |
17.5% |
122.04 |
4.8% |
79% |
False |
False |
|
| 10 |
2,637.01 |
2,191.86 |
445.15 |
17.5% |
145.67 |
5.7% |
79% |
False |
False |
|
| 20 |
3,136.39 |
2,191.86 |
944.53 |
37.2% |
140.97 |
5.5% |
37% |
False |
False |
|
| 40 |
3,393.52 |
2,191.86 |
1,201.66 |
47.3% |
92.37 |
3.6% |
29% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
47.3% |
69.32 |
2.7% |
29% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
47.3% |
55.87 |
2.2% |
29% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
47.3% |
47.87 |
1.9% |
29% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
47.3% |
43.27 |
1.7% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,023.44 |
|
2.618 |
2,866.95 |
|
1.618 |
2,771.06 |
|
1.000 |
2,711.80 |
|
0.618 |
2,675.17 |
|
HIGH |
2,615.91 |
|
0.618 |
2,579.28 |
|
0.500 |
2,567.97 |
|
0.382 |
2,556.65 |
|
LOW |
2,520.02 |
|
0.618 |
2,460.76 |
|
1.000 |
2,424.13 |
|
1.618 |
2,364.87 |
|
2.618 |
2,268.98 |
|
4.250 |
2,112.49 |
|
|
| Fisher Pivots for day following 27-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,567.97 |
2,535.07 |
| PP |
2,559.13 |
2,528.67 |
| S1 |
2,550.30 |
2,522.27 |
|