| Trading Metrics calculated at close of trading on 24-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2020 |
24-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,810.42 |
2,812.64 |
2.22 |
0.1% |
2,845.62 |
| High |
2,844.90 |
2,842.71 |
-2.19 |
-0.1% |
2,868.98 |
| Low |
2,794.26 |
2,791.76 |
-2.50 |
-0.1% |
2,727.10 |
| Close |
2,797.80 |
2,836.74 |
38.94 |
1.4% |
2,836.74 |
| Range |
50.64 |
50.95 |
0.31 |
0.6% |
141.88 |
| ATR |
99.27 |
95.82 |
-3.45 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,976.59 |
2,957.61 |
2,864.76 |
|
| R3 |
2,925.64 |
2,906.66 |
2,850.75 |
|
| R2 |
2,874.69 |
2,874.69 |
2,846.08 |
|
| R1 |
2,855.71 |
2,855.71 |
2,841.41 |
2,865.20 |
| PP |
2,823.74 |
2,823.74 |
2,823.74 |
2,828.48 |
| S1 |
2,804.76 |
2,804.76 |
2,832.07 |
2,814.25 |
| S2 |
2,772.79 |
2,772.79 |
2,827.40 |
|
| S3 |
2,721.84 |
2,753.81 |
2,822.73 |
|
| S4 |
2,670.89 |
2,702.86 |
2,808.72 |
|
|
| Weekly Pivots for week ending 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,236.58 |
3,178.54 |
2,914.77 |
|
| R3 |
3,094.70 |
3,036.66 |
2,875.76 |
|
| R2 |
2,952.82 |
2,952.82 |
2,862.75 |
|
| R1 |
2,894.78 |
2,894.78 |
2,849.75 |
2,852.86 |
| PP |
2,810.94 |
2,810.94 |
2,810.94 |
2,789.98 |
| S1 |
2,752.90 |
2,752.90 |
2,823.73 |
2,710.98 |
| S2 |
2,669.06 |
2,669.06 |
2,810.73 |
|
| S3 |
2,527.18 |
2,611.02 |
2,797.72 |
|
| S4 |
2,385.30 |
2,469.14 |
2,758.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,868.98 |
2,727.10 |
141.88 |
5.0% |
49.55 |
1.7% |
77% |
False |
False |
|
| 10 |
2,879.22 |
2,721.17 |
158.05 |
5.6% |
48.66 |
1.7% |
73% |
False |
False |
|
| 20 |
2,879.22 |
2,447.49 |
431.73 |
15.2% |
66.25 |
2.3% |
90% |
False |
False |
|
| 40 |
3,136.39 |
2,191.86 |
944.53 |
33.3% |
103.81 |
3.7% |
68% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
42.4% |
82.78 |
2.9% |
54% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
42.4% |
67.60 |
2.4% |
54% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
42.4% |
57.32 |
2.0% |
54% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
42.4% |
50.27 |
1.8% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,059.25 |
|
2.618 |
2,976.10 |
|
1.618 |
2,925.15 |
|
1.000 |
2,893.66 |
|
0.618 |
2,874.20 |
|
HIGH |
2,842.71 |
|
0.618 |
2,823.25 |
|
0.500 |
2,817.24 |
|
0.382 |
2,811.22 |
|
LOW |
2,791.76 |
|
0.618 |
2,760.27 |
|
1.000 |
2,740.81 |
|
1.618 |
2,709.32 |
|
2.618 |
2,658.37 |
|
4.250 |
2,575.22 |
|
|
| Fisher Pivots for day following 24-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,830.24 |
2,827.97 |
| PP |
2,823.74 |
2,819.20 |
| S1 |
2,817.24 |
2,810.43 |
|