Trading Metrics calculated at close of trading on 06-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2020 |
06-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
8,734.25 |
9,116.65 |
382.40 |
4.4% |
8,673.01 |
High |
9,173.13 |
9,181.32 |
8.19 |
0.1% |
9,181.32 |
Low |
8,733.11 |
9,007.04 |
273.93 |
3.1% |
8,432.31 |
Close |
9,116.65 |
9,141.38 |
24.73 |
0.3% |
9,141.38 |
Range |
440.02 |
174.28 |
-265.74 |
-60.4% |
749.01 |
ATR |
437.66 |
418.85 |
-18.81 |
-4.3% |
0.00 |
Volume |
29,657 |
16,308 |
-13,349 |
-45.0% |
114,317 |
|
Daily Pivots for day following 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,632.75 |
9,561.35 |
9,237.23 |
|
R3 |
9,458.47 |
9,387.07 |
9,189.31 |
|
R2 |
9,284.19 |
9,284.19 |
9,173.33 |
|
R1 |
9,212.79 |
9,212.79 |
9,157.36 |
9,248.49 |
PP |
9,109.91 |
9,109.91 |
9,109.91 |
9,127.77 |
S1 |
9,038.51 |
9,038.51 |
9,125.40 |
9,074.21 |
S2 |
8,935.63 |
8,935.63 |
9,109.43 |
|
S3 |
8,761.35 |
8,864.23 |
9,093.45 |
|
S4 |
8,587.07 |
8,689.95 |
9,045.53 |
|
|
Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,165.37 |
10,902.38 |
9,553.34 |
|
R3 |
10,416.36 |
10,153.37 |
9,347.36 |
|
R2 |
9,667.35 |
9,667.35 |
9,278.70 |
|
R1 |
9,404.36 |
9,404.36 |
9,210.04 |
9,535.86 |
PP |
8,918.34 |
8,918.34 |
8,918.34 |
8,984.08 |
S1 |
8,655.35 |
8,655.35 |
9,072.72 |
8,786.85 |
S2 |
8,169.33 |
8,169.33 |
9,004.06 |
|
S3 |
7,420.32 |
7,906.34 |
8,935.40 |
|
S4 |
6,671.31 |
7,157.33 |
8,729.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,181.32 |
8,432.31 |
749.01 |
8.2% |
320.15 |
3.5% |
95% |
True |
False |
22,863 |
10 |
10,024.30 |
8,432.31 |
1,591.99 |
17.4% |
423.27 |
4.6% |
45% |
False |
False |
27,627 |
20 |
10,499.36 |
8,432.31 |
2,067.05 |
22.6% |
465.29 |
5.1% |
34% |
False |
False |
33,057 |
40 |
10,499.36 |
7,965.97 |
2,533.39 |
27.7% |
425.05 |
4.6% |
46% |
False |
False |
36,100 |
60 |
10,499.36 |
6,453.65 |
4,045.71 |
44.3% |
403.23 |
4.4% |
66% |
False |
False |
35,713 |
80 |
10,499.36 |
6,453.65 |
4,045.71 |
44.3% |
405.41 |
4.4% |
66% |
False |
False |
36,099 |
100 |
10,499.36 |
6,453.65 |
4,045.71 |
44.3% |
419.39 |
4.6% |
66% |
False |
False |
35,814 |
120 |
10,499.36 |
6,453.65 |
4,045.71 |
44.3% |
421.04 |
4.6% |
66% |
False |
False |
38,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,922.01 |
2.618 |
9,637.59 |
1.618 |
9,463.31 |
1.000 |
9,355.60 |
0.618 |
9,289.03 |
HIGH |
9,181.32 |
0.618 |
9,114.75 |
0.500 |
9,094.18 |
0.382 |
9,073.61 |
LOW |
9,007.04 |
0.618 |
8,899.33 |
1.000 |
8,832.76 |
1.618 |
8,725.05 |
2.618 |
8,550.77 |
4.250 |
8,266.35 |
|
|
Fisher Pivots for day following 06-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
9,125.65 |
9,072.69 |
PP |
9,109.91 |
9,003.99 |
S1 |
9,094.18 |
8,935.30 |
|