| Trading Metrics calculated at close of trading on 22-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2020 |
22-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,784.81 |
2,787.89 |
3.08 |
0.1% |
2,782.46 |
| High |
2,785.54 |
2,815.10 |
29.56 |
1.1% |
2,879.22 |
| Low |
2,727.10 |
2,775.95 |
48.85 |
1.8% |
2,721.17 |
| Close |
2,736.56 |
2,799.31 |
62.75 |
2.3% |
2,874.56 |
| Range |
58.44 |
39.15 |
-19.29 |
-33.0% |
158.05 |
| ATR |
104.89 |
103.01 |
-1.88 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,914.24 |
2,895.92 |
2,820.84 |
|
| R3 |
2,875.09 |
2,856.77 |
2,810.08 |
|
| R2 |
2,835.94 |
2,835.94 |
2,806.49 |
|
| R1 |
2,817.62 |
2,817.62 |
2,802.90 |
2,826.78 |
| PP |
2,796.79 |
2,796.79 |
2,796.79 |
2,801.37 |
| S1 |
2,778.47 |
2,778.47 |
2,795.72 |
2,787.63 |
| S2 |
2,757.64 |
2,757.64 |
2,792.13 |
|
| S3 |
2,718.49 |
2,739.32 |
2,788.54 |
|
| S4 |
2,679.34 |
2,700.17 |
2,777.78 |
|
|
| 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 |
5.4% |
47.33 |
1.7% |
47% |
False |
False |
|
| 10 |
2,879.22 |
2,663.30 |
215.92 |
7.7% |
53.87 |
1.9% |
63% |
False |
False |
|
| 20 |
2,879.22 |
2,407.53 |
471.69 |
16.9% |
76.18 |
2.7% |
83% |
False |
False |
|
| 40 |
3,182.51 |
2,191.86 |
990.65 |
35.4% |
106.10 |
3.8% |
61% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
42.9% |
81.99 |
2.9% |
51% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
42.9% |
66.81 |
2.4% |
51% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
42.9% |
56.52 |
2.0% |
51% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
42.9% |
49.81 |
1.8% |
51% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,981.49 |
|
2.618 |
2,917.59 |
|
1.618 |
2,878.44 |
|
1.000 |
2,854.25 |
|
0.618 |
2,839.29 |
|
HIGH |
2,815.10 |
|
0.618 |
2,800.14 |
|
0.500 |
2,795.53 |
|
0.382 |
2,790.91 |
|
LOW |
2,775.95 |
|
0.618 |
2,751.76 |
|
1.000 |
2,736.80 |
|
1.618 |
2,712.61 |
|
2.618 |
2,673.46 |
|
4.250 |
2,609.56 |
|
|
| Fisher Pivots for day following 22-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,798.05 |
2,798.89 |
| PP |
2,796.79 |
2,798.46 |
| S1 |
2,795.53 |
2,798.04 |
|