| Trading Metrics calculated at close of trading on 20-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2020 |
20-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,842.43 |
2,845.62 |
3.19 |
0.1% |
2,782.46 |
| High |
2,879.22 |
2,868.98 |
-10.24 |
-0.4% |
2,879.22 |
| Low |
2,830.88 |
2,820.43 |
-10.45 |
-0.4% |
2,721.17 |
| Close |
2,874.56 |
2,823.16 |
-51.40 |
-1.8% |
2,874.56 |
| Range |
48.34 |
48.55 |
0.21 |
0.4% |
158.05 |
| ATR |
109.53 |
105.57 |
-3.96 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.17 |
2,951.72 |
2,849.86 |
|
| R3 |
2,934.62 |
2,903.17 |
2,836.51 |
|
| R2 |
2,886.07 |
2,886.07 |
2,832.06 |
|
| R1 |
2,854.62 |
2,854.62 |
2,827.61 |
2,846.07 |
| PP |
2,837.52 |
2,837.52 |
2,837.52 |
2,833.25 |
| S1 |
2,806.07 |
2,806.07 |
2,818.71 |
2,797.52 |
| S2 |
2,788.97 |
2,788.97 |
2,814.26 |
|
| S3 |
2,740.42 |
2,757.52 |
2,809.81 |
|
| S4 |
2,691.87 |
2,708.97 |
2,796.46 |
|
|
| 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 |
2,761.54 |
117.68 |
4.2% |
45.23 |
1.6% |
52% |
False |
False |
|
| 10 |
2,879.22 |
2,574.57 |
304.65 |
10.8% |
64.26 |
2.3% |
82% |
False |
False |
|
| 20 |
2,879.22 |
2,191.86 |
687.36 |
24.3% |
82.01 |
2.9% |
92% |
False |
False |
|
| 40 |
3,259.81 |
2,191.86 |
1,067.95 |
37.8% |
107.96 |
3.8% |
59% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
42.6% |
81.63 |
2.9% |
53% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
42.6% |
65.82 |
2.3% |
53% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
42.6% |
55.83 |
2.0% |
53% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
42.6% |
49.20 |
1.7% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,075.32 |
|
2.618 |
2,996.08 |
|
1.618 |
2,947.53 |
|
1.000 |
2,917.53 |
|
0.618 |
2,898.98 |
|
HIGH |
2,868.98 |
|
0.618 |
2,850.43 |
|
0.500 |
2,844.71 |
|
0.382 |
2,838.98 |
|
LOW |
2,820.43 |
|
0.618 |
2,790.43 |
|
1.000 |
2,771.88 |
|
1.618 |
2,741.88 |
|
2.618 |
2,693.33 |
|
4.250 |
2,614.09 |
|
|
| Fisher Pivots for day following 20-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,844.71 |
2,822.70 |
| PP |
2,837.52 |
2,822.23 |
| S1 |
2,830.34 |
2,821.77 |
|