Trading Metrics calculated at close of trading on 04-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2020 |
04-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
8,946.57 |
8,745.59 |
-200.98 |
-2.2% |
9,672.82 |
High |
8,976.31 |
8,852.53 |
-123.78 |
-1.4% |
10,024.30 |
Low |
8,673.26 |
8,689.28 |
16.02 |
0.2% |
8,442.35 |
Close |
8,745.59 |
8,734.25 |
-11.34 |
-0.1% |
8,673.02 |
Range |
303.05 |
163.25 |
-139.80 |
-46.1% |
1,581.95 |
ATR |
458.57 |
437.48 |
-21.09 |
-4.6% |
0.00 |
Volume |
21,488 |
18,969 |
-2,519 |
-11.7% |
161,960 |
|
Daily Pivots for day following 04-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,248.44 |
9,154.59 |
8,824.04 |
|
R3 |
9,085.19 |
8,991.34 |
8,779.14 |
|
R2 |
8,921.94 |
8,921.94 |
8,764.18 |
|
R1 |
8,828.09 |
8,828.09 |
8,749.21 |
8,793.39 |
PP |
8,758.69 |
8,758.69 |
8,758.69 |
8,741.34 |
S1 |
8,664.84 |
8,664.84 |
8,719.29 |
8,630.14 |
S2 |
8,595.44 |
8,595.44 |
8,704.32 |
|
S3 |
8,432.19 |
8,501.59 |
8,689.36 |
|
S4 |
8,268.94 |
8,338.34 |
8,644.46 |
|
|
Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,792.41 |
12,814.66 |
9,543.09 |
|
R3 |
12,210.46 |
11,232.71 |
9,108.06 |
|
R2 |
10,628.51 |
10,628.51 |
8,963.04 |
|
R1 |
9,650.76 |
9,650.76 |
8,818.03 |
9,348.66 |
PP |
9,046.56 |
9,046.56 |
9,046.56 |
8,895.51 |
S1 |
8,068.81 |
8,068.81 |
8,528.01 |
7,766.71 |
S2 |
7,464.61 |
7,464.61 |
8,383.00 |
|
S3 |
5,882.66 |
6,486.86 |
8,237.98 |
|
S4 |
4,300.71 |
4,904.91 |
7,802.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,976.31 |
8,432.31 |
544.00 |
6.2% |
376.95 |
4.3% |
56% |
False |
False |
25,990 |
10 |
10,024.30 |
8,432.31 |
1,591.99 |
18.2% |
405.33 |
4.6% |
19% |
False |
False |
27,798 |
20 |
10,499.36 |
8,432.31 |
2,067.05 |
23.7% |
460.69 |
5.3% |
15% |
False |
False |
34,064 |
40 |
10,499.36 |
7,677.25 |
2,822.11 |
32.3% |
429.71 |
4.9% |
37% |
False |
False |
36,796 |
60 |
10,499.36 |
6,453.65 |
4,045.71 |
46.3% |
397.94 |
4.6% |
56% |
False |
False |
35,701 |
80 |
10,499.36 |
6,453.65 |
4,045.71 |
46.3% |
405.21 |
4.6% |
56% |
False |
False |
36,116 |
100 |
10,499.36 |
6,453.65 |
4,045.71 |
46.3% |
417.85 |
4.8% |
56% |
False |
False |
35,854 |
120 |
10,499.36 |
6,453.65 |
4,045.71 |
46.3% |
422.67 |
4.8% |
56% |
False |
False |
38,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,546.34 |
2.618 |
9,279.92 |
1.618 |
9,116.67 |
1.000 |
9,015.78 |
0.618 |
8,953.42 |
HIGH |
8,852.53 |
0.618 |
8,790.17 |
0.500 |
8,770.91 |
0.382 |
8,751.64 |
LOW |
8,689.28 |
0.618 |
8,588.39 |
1.000 |
8,526.03 |
1.618 |
8,425.14 |
2.618 |
8,261.89 |
4.250 |
7,995.47 |
|
|
Fisher Pivots for day following 04-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
8,770.91 |
8,724.27 |
PP |
8,758.69 |
8,714.29 |
S1 |
8,746.47 |
8,704.31 |
|