| Trading Metrics calculated at close of trading on 14-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2020 |
14-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,782.46 |
2,805.10 |
22.64 |
0.8% |
2,578.28 |
| High |
2,782.46 |
2,851.85 |
69.39 |
2.5% |
2,818.57 |
| Low |
2,721.17 |
2,805.10 |
83.93 |
3.1% |
2,574.57 |
| Close |
2,761.63 |
2,846.06 |
84.43 |
3.1% |
2,789.82 |
| Range |
61.29 |
46.75 |
-14.54 |
-23.7% |
244.00 |
| ATR |
121.96 |
119.70 |
-2.27 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,974.59 |
2,957.07 |
2,871.77 |
|
| R3 |
2,927.84 |
2,910.32 |
2,858.92 |
|
| R2 |
2,881.09 |
2,881.09 |
2,854.63 |
|
| R1 |
2,863.57 |
2,863.57 |
2,850.35 |
2,872.33 |
| PP |
2,834.34 |
2,834.34 |
2,834.34 |
2,838.72 |
| S1 |
2,816.82 |
2,816.82 |
2,841.77 |
2,825.58 |
| S2 |
2,787.59 |
2,787.59 |
2,837.49 |
|
| S3 |
2,740.84 |
2,770.07 |
2,833.20 |
|
| S4 |
2,694.09 |
2,723.32 |
2,820.35 |
|
|
| 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 |
2,851.85 |
2,657.67 |
194.18 |
6.8% |
72.18 |
2.5% |
97% |
True |
False |
|
| 10 |
2,851.85 |
2,447.49 |
404.36 |
14.2% |
76.41 |
2.7% |
99% |
True |
False |
|
| 20 |
2,851.85 |
2,191.86 |
659.99 |
23.2% |
106.27 |
3.7% |
99% |
True |
False |
|
| 40 |
3,393.52 |
2,191.86 |
1,201.66 |
42.2% |
106.34 |
3.7% |
54% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
42.2% |
79.76 |
2.8% |
54% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
42.2% |
64.02 |
2.2% |
54% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
42.2% |
54.74 |
1.9% |
54% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
42.2% |
48.32 |
1.7% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,050.54 |
|
2.618 |
2,974.24 |
|
1.618 |
2,927.49 |
|
1.000 |
2,898.60 |
|
0.618 |
2,880.74 |
|
HIGH |
2,851.85 |
|
0.618 |
2,833.99 |
|
0.500 |
2,828.48 |
|
0.382 |
2,822.96 |
|
LOW |
2,805.10 |
|
0.618 |
2,776.21 |
|
1.000 |
2,758.35 |
|
1.618 |
2,729.46 |
|
2.618 |
2,682.71 |
|
4.250 |
2,606.41 |
|
|
| Fisher Pivots for day following 14-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,840.20 |
2,826.21 |
| PP |
2,834.34 |
2,806.36 |
| S1 |
2,828.48 |
2,786.51 |
|