| Trading Metrics calculated at close of trading on 15-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2020 |
15-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,805.10 |
2,795.64 |
-9.46 |
-0.3% |
2,578.28 |
| High |
2,851.85 |
2,801.88 |
-49.97 |
-1.8% |
2,818.57 |
| Low |
2,805.10 |
2,761.54 |
-43.56 |
-1.6% |
2,574.57 |
| Close |
2,846.06 |
2,783.36 |
-62.70 |
-2.2% |
2,789.82 |
| Range |
46.75 |
40.34 |
-6.41 |
-13.7% |
244.00 |
| ATR |
119.70 |
117.18 |
-2.51 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,903.28 |
2,883.66 |
2,805.55 |
|
| R3 |
2,862.94 |
2,843.32 |
2,794.45 |
|
| R2 |
2,822.60 |
2,822.60 |
2,790.76 |
|
| R1 |
2,802.98 |
2,802.98 |
2,787.06 |
2,792.62 |
| PP |
2,782.26 |
2,782.26 |
2,782.26 |
2,777.08 |
| S1 |
2,762.64 |
2,762.64 |
2,779.66 |
2,752.28 |
| S2 |
2,741.92 |
2,741.92 |
2,775.96 |
|
| S3 |
2,701.58 |
2,722.30 |
2,772.27 |
|
| S4 |
2,661.24 |
2,681.96 |
2,761.17 |
|
|
| 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 |
2,663.30 |
188.55 |
6.8% |
60.41 |
2.2% |
64% |
False |
False |
|
| 10 |
2,851.85 |
2,447.49 |
404.36 |
14.5% |
73.42 |
2.6% |
83% |
False |
False |
|
| 20 |
2,851.85 |
2,191.86 |
659.99 |
23.7% |
98.94 |
3.6% |
90% |
False |
False |
|
| 40 |
3,393.52 |
2,191.86 |
1,201.66 |
43.2% |
106.86 |
3.8% |
49% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
43.2% |
80.25 |
2.9% |
49% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
43.2% |
64.44 |
2.3% |
49% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
43.2% |
55.01 |
2.0% |
49% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
43.2% |
48.50 |
1.7% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,973.33 |
|
2.618 |
2,907.49 |
|
1.618 |
2,867.15 |
|
1.000 |
2,842.22 |
|
0.618 |
2,826.81 |
|
HIGH |
2,801.88 |
|
0.618 |
2,786.47 |
|
0.500 |
2,781.71 |
|
0.382 |
2,776.95 |
|
LOW |
2,761.54 |
|
0.618 |
2,736.61 |
|
1.000 |
2,721.20 |
|
1.618 |
2,696.27 |
|
2.618 |
2,655.93 |
|
4.250 |
2,590.10 |
|
|
| Fisher Pivots for day following 15-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,782.81 |
2,786.51 |
| PP |
2,782.26 |
2,785.46 |
| S1 |
2,781.71 |
2,784.41 |
|