| Trading Metrics calculated at close of trading on 06-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2020 |
06-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,514.92 |
2,578.28 |
63.36 |
2.5% |
2,558.98 |
| High |
2,538.18 |
2,676.85 |
138.67 |
5.5% |
2,641.39 |
| Low |
2,459.96 |
2,574.57 |
114.61 |
4.7% |
2,447.49 |
| Close |
2,488.65 |
2,663.68 |
175.03 |
7.0% |
2,488.65 |
| Range |
78.22 |
102.28 |
24.06 |
30.8% |
193.90 |
| ATR |
131.24 |
135.31 |
4.07 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,945.21 |
2,906.72 |
2,719.93 |
|
| R3 |
2,842.93 |
2,804.44 |
2,691.81 |
|
| R2 |
2,740.65 |
2,740.65 |
2,682.43 |
|
| R1 |
2,702.16 |
2,702.16 |
2,673.06 |
2,721.41 |
| PP |
2,638.37 |
2,638.37 |
2,638.37 |
2,647.99 |
| S1 |
2,599.88 |
2,599.88 |
2,654.30 |
2,619.13 |
| S2 |
2,536.09 |
2,536.09 |
2,644.93 |
|
| S3 |
2,433.81 |
2,497.60 |
2,635.55 |
|
| S4 |
2,331.53 |
2,395.32 |
2,607.43 |
|
|
| Weekly Pivots for week ending 03-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.54 |
2,992.00 |
2,595.30 |
|
| R3 |
2,913.64 |
2,798.10 |
2,541.97 |
|
| R2 |
2,719.74 |
2,719.74 |
2,524.20 |
|
| R1 |
2,604.20 |
2,604.20 |
2,506.42 |
2,565.02 |
| PP |
2,525.84 |
2,525.84 |
2,525.84 |
2,506.26 |
| S1 |
2,410.30 |
2,410.30 |
2,470.88 |
2,371.12 |
| S2 |
2,331.94 |
2,331.94 |
2,453.10 |
|
| S3 |
2,138.04 |
2,216.40 |
2,435.33 |
|
| S4 |
1,944.14 |
2,022.50 |
2,382.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,676.85 |
2,447.49 |
229.36 |
8.6% |
80.63 |
3.0% |
94% |
True |
False |
|
| 10 |
2,676.85 |
2,344.44 |
332.41 |
12.5% |
99.10 |
3.7% |
96% |
True |
False |
|
| 20 |
2,882.59 |
2,191.86 |
690.73 |
25.9% |
130.59 |
4.9% |
68% |
False |
False |
|
| 40 |
3,393.52 |
2,191.86 |
1,201.66 |
45.1% |
100.02 |
3.8% |
39% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
45.1% |
75.26 |
2.8% |
39% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
45.1% |
60.71 |
2.3% |
39% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
45.1% |
51.94 |
1.9% |
39% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
45.1% |
46.10 |
1.7% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,111.54 |
|
2.618 |
2,944.62 |
|
1.618 |
2,842.34 |
|
1.000 |
2,779.13 |
|
0.618 |
2,740.06 |
|
HIGH |
2,676.85 |
|
0.618 |
2,637.78 |
|
0.500 |
2,625.71 |
|
0.382 |
2,613.64 |
|
LOW |
2,574.57 |
|
0.618 |
2,511.36 |
|
1.000 |
2,472.29 |
|
1.618 |
2,409.08 |
|
2.618 |
2,306.80 |
|
4.250 |
2,139.88 |
|
|
| Fisher Pivots for day following 06-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,651.02 |
2,631.23 |
| PP |
2,638.37 |
2,598.77 |
| S1 |
2,625.71 |
2,566.32 |
|