| Trading Metrics calculated at close of trading on 27-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2020 |
27-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,812.64 |
2,854.65 |
42.01 |
1.5% |
2,845.62 |
| High |
2,842.71 |
2,887.72 |
45.01 |
1.6% |
2,868.98 |
| Low |
2,791.76 |
2,852.89 |
61.13 |
2.2% |
2,727.10 |
| Close |
2,836.74 |
2,878.48 |
41.74 |
1.5% |
2,836.74 |
| Range |
50.95 |
34.83 |
-16.12 |
-31.6% |
141.88 |
| ATR |
95.82 |
92.62 |
-3.20 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,977.52 |
2,962.83 |
2,897.64 |
|
| R3 |
2,942.69 |
2,928.00 |
2,888.06 |
|
| R2 |
2,907.86 |
2,907.86 |
2,884.87 |
|
| R1 |
2,893.17 |
2,893.17 |
2,881.67 |
2,900.52 |
| PP |
2,873.03 |
2,873.03 |
2,873.03 |
2,876.70 |
| S1 |
2,858.34 |
2,858.34 |
2,875.29 |
2,865.69 |
| S2 |
2,838.20 |
2,838.20 |
2,872.09 |
|
| S3 |
2,803.37 |
2,823.51 |
2,868.90 |
|
| S4 |
2,768.54 |
2,788.68 |
2,859.32 |
|
|
| 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 |
2,887.72 |
2,727.10 |
160.62 |
5.6% |
46.80 |
1.6% |
94% |
True |
False |
|
| 10 |
2,887.72 |
2,727.10 |
160.62 |
5.6% |
46.02 |
1.6% |
94% |
True |
False |
|
| 20 |
2,887.72 |
2,447.49 |
440.23 |
15.3% |
63.20 |
2.2% |
98% |
True |
False |
|
| 40 |
3,136.39 |
2,191.86 |
944.53 |
32.8% |
102.08 |
3.5% |
73% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
41.7% |
82.64 |
2.9% |
57% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
41.7% |
67.79 |
2.4% |
57% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
41.7% |
57.34 |
2.0% |
57% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
41.7% |
50.43 |
1.8% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,035.75 |
|
2.618 |
2,978.90 |
|
1.618 |
2,944.07 |
|
1.000 |
2,922.55 |
|
0.618 |
2,909.24 |
|
HIGH |
2,887.72 |
|
0.618 |
2,874.41 |
|
0.500 |
2,870.31 |
|
0.382 |
2,866.20 |
|
LOW |
2,852.89 |
|
0.618 |
2,831.37 |
|
1.000 |
2,818.06 |
|
1.618 |
2,796.54 |
|
2.618 |
2,761.71 |
|
4.250 |
2,704.86 |
|
|
| Fisher Pivots for day following 27-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,875.76 |
2,865.57 |
| PP |
2,873.03 |
2,852.65 |
| S1 |
2,870.31 |
2,839.74 |
|