Trading Metrics calculated at close of trading on 28-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2020 |
28-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
2,854.65 |
2,909.96 |
55.31 |
1.9% |
2,845.62 |
High |
2,887.72 |
2,921.15 |
33.43 |
1.2% |
2,868.98 |
Low |
2,852.89 |
2,860.71 |
7.82 |
0.3% |
2,727.10 |
Close |
2,878.48 |
2,863.39 |
-15.09 |
-0.5% |
2,836.74 |
Range |
34.83 |
60.44 |
25.61 |
73.5% |
141.88 |
ATR |
92.62 |
90.32 |
-2.30 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,063.07 |
3,023.67 |
2,896.63 |
|
R3 |
3,002.63 |
2,963.23 |
2,880.01 |
|
R2 |
2,942.19 |
2,942.19 |
2,874.47 |
|
R1 |
2,902.79 |
2,902.79 |
2,868.93 |
2,892.27 |
PP |
2,881.75 |
2,881.75 |
2,881.75 |
2,876.49 |
S1 |
2,842.35 |
2,842.35 |
2,857.85 |
2,831.83 |
S2 |
2,821.31 |
2,821.31 |
2,852.31 |
|
S3 |
2,760.87 |
2,781.91 |
2,846.77 |
|
S4 |
2,700.43 |
2,721.47 |
2,830.15 |
|
|
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 |
2,921.15 |
2,775.95 |
145.20 |
5.1% |
47.20 |
1.6% |
60% |
True |
False |
|
10 |
2,921.15 |
2,727.10 |
194.05 |
6.8% |
47.39 |
1.7% |
70% |
True |
False |
|
20 |
2,921.15 |
2,447.49 |
473.66 |
16.5% |
61.90 |
2.2% |
88% |
True |
False |
|
40 |
3,136.39 |
2,191.86 |
944.53 |
33.0% |
99.97 |
3.5% |
71% |
False |
False |
|
60 |
3,393.52 |
2,191.86 |
1,201.66 |
42.0% |
82.52 |
2.9% |
56% |
False |
False |
|
80 |
3,393.52 |
2,191.86 |
1,201.66 |
42.0% |
68.27 |
2.4% |
56% |
False |
False |
|
100 |
3,393.52 |
2,191.86 |
1,201.66 |
42.0% |
57.69 |
2.0% |
56% |
False |
False |
|
120 |
3,393.52 |
2,191.86 |
1,201.66 |
42.0% |
50.85 |
1.8% |
56% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,178.02 |
2.618 |
3,079.38 |
1.618 |
3,018.94 |
1.000 |
2,981.59 |
0.618 |
2,958.50 |
HIGH |
2,921.15 |
0.618 |
2,898.06 |
0.500 |
2,890.93 |
0.382 |
2,883.80 |
LOW |
2,860.71 |
0.618 |
2,823.36 |
1.000 |
2,800.27 |
1.618 |
2,762.92 |
2.618 |
2,702.48 |
4.250 |
2,603.84 |
|
|
Fisher Pivots for day following 28-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
2,890.93 |
2,861.08 |
PP |
2,881.75 |
2,858.77 |
S1 |
2,872.57 |
2,856.46 |
|