| Trading Metrics calculated at close of trading on 07-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2020 |
07-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,578.28 |
2,738.65 |
160.37 |
6.2% |
2,558.98 |
| High |
2,676.85 |
2,756.89 |
80.04 |
3.0% |
2,641.39 |
| Low |
2,574.57 |
2,657.67 |
83.10 |
3.2% |
2,447.49 |
| Close |
2,663.68 |
2,659.41 |
-4.27 |
-0.2% |
2,488.65 |
| Range |
102.28 |
99.22 |
-3.06 |
-3.0% |
193.90 |
| ATR |
135.31 |
132.73 |
-2.58 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,988.98 |
2,923.42 |
2,713.98 |
|
| R3 |
2,889.76 |
2,824.20 |
2,686.70 |
|
| R2 |
2,790.54 |
2,790.54 |
2,677.60 |
|
| R1 |
2,724.98 |
2,724.98 |
2,668.51 |
2,708.15 |
| PP |
2,691.32 |
2,691.32 |
2,691.32 |
2,682.91 |
| S1 |
2,625.76 |
2,625.76 |
2,650.31 |
2,608.93 |
| S2 |
2,592.10 |
2,592.10 |
2,641.22 |
|
| S3 |
2,492.88 |
2,526.54 |
2,632.12 |
|
| S4 |
2,393.66 |
2,427.32 |
2,604.84 |
|
|
| 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 |
2,756.89 |
2,447.49 |
309.40 |
11.6% |
86.43 |
3.2% |
68% |
True |
False |
|
| 10 |
2,756.89 |
2,407.53 |
349.36 |
13.1% |
98.50 |
3.7% |
72% |
True |
False |
|
| 20 |
2,825.60 |
2,191.86 |
633.74 |
23.8% |
128.12 |
4.8% |
74% |
False |
False |
|
| 40 |
3,393.52 |
2,191.86 |
1,201.66 |
45.2% |
101.64 |
3.8% |
39% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
45.2% |
76.55 |
2.9% |
39% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
45.2% |
61.81 |
2.3% |
39% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
45.2% |
52.75 |
2.0% |
39% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
45.2% |
46.68 |
1.8% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,178.58 |
|
2.618 |
3,016.65 |
|
1.618 |
2,917.43 |
|
1.000 |
2,856.11 |
|
0.618 |
2,818.21 |
|
HIGH |
2,756.89 |
|
0.618 |
2,718.99 |
|
0.500 |
2,707.28 |
|
0.382 |
2,695.57 |
|
LOW |
2,657.67 |
|
0.618 |
2,596.35 |
|
1.000 |
2,558.45 |
|
1.618 |
2,497.13 |
|
2.618 |
2,397.91 |
|
4.250 |
2,235.99 |
|
|
| Fisher Pivots for day following 07-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,707.28 |
2,642.42 |
| PP |
2,691.32 |
2,625.42 |
| S1 |
2,675.37 |
2,608.43 |
|