| Trading Metrics calculated at close of trading on 13-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2020 |
13-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,776.99 |
2,782.46 |
5.47 |
0.2% |
2,578.28 |
| High |
2,818.57 |
2,782.46 |
-36.11 |
-1.3% |
2,818.57 |
| Low |
2,762.36 |
2,721.17 |
-41.19 |
-1.5% |
2,574.57 |
| Close |
2,789.82 |
2,761.63 |
-28.19 |
-1.0% |
2,789.82 |
| Range |
56.21 |
61.29 |
5.08 |
9.0% |
244.00 |
| ATR |
126.06 |
121.96 |
-4.10 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,938.96 |
2,911.58 |
2,795.34 |
|
| R3 |
2,877.67 |
2,850.29 |
2,778.48 |
|
| R2 |
2,816.38 |
2,816.38 |
2,772.87 |
|
| R1 |
2,789.00 |
2,789.00 |
2,767.25 |
2,772.05 |
| PP |
2,755.09 |
2,755.09 |
2,755.09 |
2,746.61 |
| S1 |
2,727.71 |
2,727.71 |
2,756.01 |
2,710.76 |
| S2 |
2,693.80 |
2,693.80 |
2,750.39 |
|
| S3 |
2,632.51 |
2,666.42 |
2,744.78 |
|
| S4 |
2,571.22 |
2,605.13 |
2,727.92 |
|
|
| Weekly Pivots for week ending 10-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,459.65 |
3,368.74 |
2,924.02 |
|
| R3 |
3,215.65 |
3,124.74 |
2,856.92 |
|
| R2 |
2,971.65 |
2,971.65 |
2,834.55 |
|
| R1 |
2,880.74 |
2,880.74 |
2,812.19 |
2,926.20 |
| PP |
2,727.65 |
2,727.65 |
2,727.65 |
2,750.38 |
| S1 |
2,636.74 |
2,636.74 |
2,767.45 |
2,682.20 |
| S2 |
2,483.65 |
2,483.65 |
2,745.09 |
|
| S3 |
2,239.65 |
2,392.74 |
2,722.72 |
|
| S4 |
1,995.65 |
2,148.74 |
2,655.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,818.57 |
2,574.57 |
244.00 |
8.8% |
83.29 |
3.0% |
77% |
False |
False |
|
| 10 |
2,818.57 |
2,447.49 |
371.08 |
13.4% |
80.39 |
2.9% |
85% |
False |
False |
|
| 20 |
2,818.57 |
2,191.86 |
626.71 |
22.7% |
113.03 |
4.1% |
91% |
False |
False |
|
| 40 |
3,393.52 |
2,191.86 |
1,201.66 |
43.5% |
105.53 |
3.8% |
47% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
43.5% |
79.22 |
2.9% |
47% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
43.5% |
63.53 |
2.3% |
47% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
43.5% |
54.40 |
2.0% |
47% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
43.5% |
48.03 |
1.7% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,042.94 |
|
2.618 |
2,942.92 |
|
1.618 |
2,881.63 |
|
1.000 |
2,843.75 |
|
0.618 |
2,820.34 |
|
HIGH |
2,782.46 |
|
0.618 |
2,759.05 |
|
0.500 |
2,751.82 |
|
0.382 |
2,744.58 |
|
LOW |
2,721.17 |
|
0.618 |
2,683.29 |
|
1.000 |
2,659.88 |
|
1.618 |
2,622.00 |
|
2.618 |
2,560.71 |
|
4.250 |
2,460.69 |
|
|
| Fisher Pivots for day following 13-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,758.36 |
2,754.73 |
| PP |
2,755.09 |
2,747.83 |
| S1 |
2,751.82 |
2,740.94 |
|