| Trading Metrics calculated at close of trading on 17-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2020 |
17-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,799.34 |
2,842.43 |
43.09 |
1.5% |
2,782.46 |
| High |
2,806.51 |
2,879.22 |
72.71 |
2.6% |
2,879.22 |
| Low |
2,764.32 |
2,830.88 |
66.56 |
2.4% |
2,721.17 |
| Close |
2,799.55 |
2,874.56 |
75.01 |
2.7% |
2,874.56 |
| Range |
42.19 |
48.34 |
6.15 |
14.6% |
158.05 |
| ATR |
111.83 |
109.53 |
-2.30 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,006.57 |
2,988.91 |
2,901.15 |
|
| R3 |
2,958.23 |
2,940.57 |
2,887.85 |
|
| R2 |
2,909.89 |
2,909.89 |
2,883.42 |
|
| R1 |
2,892.23 |
2,892.23 |
2,878.99 |
2,901.06 |
| PP |
2,861.55 |
2,861.55 |
2,861.55 |
2,865.97 |
| S1 |
2,843.89 |
2,843.89 |
2,870.13 |
2,852.72 |
| S2 |
2,813.21 |
2,813.21 |
2,865.70 |
|
| S3 |
2,764.87 |
2,795.55 |
2,861.27 |
|
| S4 |
2,716.53 |
2,747.21 |
2,847.97 |
|
|
| Weekly Pivots for week ending 17-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,299.13 |
3,244.90 |
2,961.49 |
|
| R3 |
3,141.08 |
3,086.85 |
2,918.02 |
|
| R2 |
2,983.03 |
2,983.03 |
2,903.54 |
|
| R1 |
2,928.80 |
2,928.80 |
2,889.05 |
2,955.92 |
| PP |
2,824.98 |
2,824.98 |
2,824.98 |
2,838.54 |
| S1 |
2,770.75 |
2,770.75 |
2,860.07 |
2,797.87 |
| S2 |
2,666.93 |
2,666.93 |
2,845.58 |
|
| S3 |
2,508.88 |
2,612.70 |
2,831.10 |
|
| S4 |
2,350.83 |
2,454.65 |
2,787.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,879.22 |
2,721.17 |
158.05 |
5.5% |
47.78 |
1.7% |
97% |
True |
False |
|
| 10 |
2,879.22 |
2,459.96 |
419.26 |
14.6% |
67.23 |
2.3% |
99% |
True |
False |
|
| 20 |
2,879.22 |
2,191.86 |
687.36 |
23.9% |
87.46 |
3.0% |
99% |
True |
False |
|
| 40 |
3,360.76 |
2,191.86 |
1,168.90 |
40.7% |
107.55 |
3.7% |
58% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
41.8% |
81.24 |
2.8% |
57% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
41.8% |
65.28 |
2.3% |
57% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
41.8% |
55.48 |
1.9% |
57% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
41.8% |
49.01 |
1.7% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,084.67 |
|
2.618 |
3,005.77 |
|
1.618 |
2,957.43 |
|
1.000 |
2,927.56 |
|
0.618 |
2,909.09 |
|
HIGH |
2,879.22 |
|
0.618 |
2,860.75 |
|
0.500 |
2,855.05 |
|
0.382 |
2,849.35 |
|
LOW |
2,830.88 |
|
0.618 |
2,801.01 |
|
1.000 |
2,782.54 |
|
1.618 |
2,752.67 |
|
2.618 |
2,704.33 |
|
4.250 |
2,625.44 |
|
|
| Fisher Pivots for day following 17-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,868.06 |
2,856.50 |
| PP |
2,861.55 |
2,838.44 |
| S1 |
2,855.05 |
2,820.38 |
|