| Trading Metrics calculated at close of trading on 23-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2020 |
23-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,787.89 |
2,810.42 |
22.53 |
0.8% |
2,782.46 |
| High |
2,815.10 |
2,844.90 |
29.80 |
1.1% |
2,879.22 |
| Low |
2,775.95 |
2,794.26 |
18.31 |
0.7% |
2,721.17 |
| Close |
2,799.31 |
2,797.80 |
-1.51 |
-0.1% |
2,874.56 |
| Range |
39.15 |
50.64 |
11.49 |
29.3% |
158.05 |
| ATR |
103.01 |
99.27 |
-3.74 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,964.24 |
2,931.66 |
2,825.65 |
|
| R3 |
2,913.60 |
2,881.02 |
2,811.73 |
|
| R2 |
2,862.96 |
2,862.96 |
2,807.08 |
|
| R1 |
2,830.38 |
2,830.38 |
2,802.44 |
2,821.35 |
| PP |
2,812.32 |
2,812.32 |
2,812.32 |
2,807.81 |
| S1 |
2,779.74 |
2,779.74 |
2,793.16 |
2,770.71 |
| S2 |
2,761.68 |
2,761.68 |
2,788.52 |
|
| S3 |
2,711.04 |
2,729.10 |
2,783.87 |
|
| S4 |
2,660.40 |
2,678.46 |
2,769.95 |
|
|
| 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% |
49.02 |
1.8% |
46% |
False |
False |
|
| 10 |
2,879.22 |
2,721.17 |
158.05 |
5.6% |
49.19 |
1.8% |
48% |
False |
False |
|
| 20 |
2,879.22 |
2,447.49 |
431.73 |
15.4% |
70.52 |
2.5% |
81% |
False |
False |
|
| 40 |
3,136.39 |
2,191.86 |
944.53 |
33.8% |
105.53 |
3.8% |
64% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
43.0% |
82.29 |
2.9% |
50% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
43.0% |
67.27 |
2.4% |
50% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
43.0% |
56.92 |
2.0% |
50% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
43.0% |
50.05 |
1.8% |
50% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,060.12 |
|
2.618 |
2,977.48 |
|
1.618 |
2,926.84 |
|
1.000 |
2,895.54 |
|
0.618 |
2,876.20 |
|
HIGH |
2,844.90 |
|
0.618 |
2,825.56 |
|
0.500 |
2,819.58 |
|
0.382 |
2,813.60 |
|
LOW |
2,794.26 |
|
0.618 |
2,762.96 |
|
1.000 |
2,743.62 |
|
1.618 |
2,712.32 |
|
2.618 |
2,661.68 |
|
4.250 |
2,579.04 |
|
|
| Fisher Pivots for day following 23-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,819.58 |
2,793.87 |
| PP |
2,812.32 |
2,789.93 |
| S1 |
2,805.06 |
2,786.00 |
|