| Trading Metrics calculated at close of trading on 21-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2020 |
21-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,845.62 |
2,784.81 |
-60.81 |
-2.1% |
2,782.46 |
| High |
2,868.98 |
2,785.54 |
-83.44 |
-2.9% |
2,879.22 |
| Low |
2,820.43 |
2,727.10 |
-93.33 |
-3.3% |
2,721.17 |
| Close |
2,823.16 |
2,736.56 |
-86.60 |
-3.1% |
2,874.56 |
| Range |
48.55 |
58.44 |
9.89 |
20.4% |
158.05 |
| ATR |
105.57 |
104.89 |
-0.68 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,925.05 |
2,889.25 |
2,768.70 |
|
| R3 |
2,866.61 |
2,830.81 |
2,752.63 |
|
| R2 |
2,808.17 |
2,808.17 |
2,747.27 |
|
| R1 |
2,772.37 |
2,772.37 |
2,741.92 |
2,761.05 |
| PP |
2,749.73 |
2,749.73 |
2,749.73 |
2,744.08 |
| S1 |
2,713.93 |
2,713.93 |
2,731.20 |
2,702.61 |
| S2 |
2,691.29 |
2,691.29 |
2,725.85 |
|
| S3 |
2,632.85 |
2,655.49 |
2,720.49 |
|
| S4 |
2,574.41 |
2,597.05 |
2,704.42 |
|
|
| 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 |
2,727.10 |
152.12 |
5.6% |
47.57 |
1.7% |
6% |
False |
True |
|
| 10 |
2,879.22 |
2,657.67 |
221.55 |
8.1% |
59.88 |
2.2% |
36% |
False |
False |
|
| 20 |
2,879.22 |
2,344.44 |
534.78 |
19.5% |
79.49 |
2.9% |
73% |
False |
False |
|
| 40 |
3,245.58 |
2,191.86 |
1,053.72 |
38.5% |
108.29 |
4.0% |
52% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
43.9% |
81.74 |
3.0% |
45% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
43.9% |
66.48 |
2.4% |
45% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
43.9% |
56.25 |
2.1% |
45% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
43.9% |
49.59 |
1.8% |
45% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,033.91 |
|
2.618 |
2,938.54 |
|
1.618 |
2,880.10 |
|
1.000 |
2,843.98 |
|
0.618 |
2,821.66 |
|
HIGH |
2,785.54 |
|
0.618 |
2,763.22 |
|
0.500 |
2,756.32 |
|
0.382 |
2,749.42 |
|
LOW |
2,727.10 |
|
0.618 |
2,690.98 |
|
1.000 |
2,668.66 |
|
1.618 |
2,632.54 |
|
2.618 |
2,574.10 |
|
4.250 |
2,478.73 |
|
|
| Fisher Pivots for day following 21-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,756.32 |
2,803.16 |
| PP |
2,749.73 |
2,780.96 |
| S1 |
2,743.15 |
2,758.76 |
|