Trading Metrics calculated at close of trading on 11-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2020 |
11-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
7,866.08 |
8,003.77 |
137.69 |
1.8% |
8,673.01 |
High |
8,158.53 |
8,043.39 |
-115.14 |
-1.4% |
9,181.32 |
Low |
7,752.68 |
7,603.34 |
-149.34 |
-1.9% |
8,432.31 |
Close |
8,003.77 |
7,865.32 |
-138.45 |
-1.7% |
9,141.38 |
Range |
405.85 |
440.05 |
34.20 |
8.4% |
749.01 |
ATR |
492.90 |
489.12 |
-3.77 |
-0.8% |
0.00 |
Volume |
48,885 |
34,369 |
-14,516 |
-29.7% |
114,317 |
|
Daily Pivots for day following 11-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,157.50 |
8,951.46 |
8,107.35 |
|
R3 |
8,717.45 |
8,511.41 |
7,986.33 |
|
R2 |
8,277.40 |
8,277.40 |
7,946.00 |
|
R1 |
8,071.36 |
8,071.36 |
7,905.66 |
7,954.36 |
PP |
7,837.35 |
7,837.35 |
7,837.35 |
7,778.85 |
S1 |
7,631.31 |
7,631.31 |
7,824.98 |
7,514.31 |
S2 |
7,397.30 |
7,397.30 |
7,784.64 |
|
S3 |
6,957.25 |
7,191.26 |
7,744.31 |
|
S4 |
6,517.20 |
6,751.21 |
7,623.29 |
|
|
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 |
9,214.81 |
7,603.34 |
1,611.47 |
20.5% |
601.90 |
7.7% |
16% |
False |
True |
40,722 |
10 |
9,214.81 |
7,603.34 |
1,611.47 |
20.5% |
489.43 |
6.2% |
16% |
False |
True |
33,356 |
20 |
10,499.36 |
7,603.34 |
2,896.02 |
36.8% |
514.33 |
6.5% |
9% |
False |
True |
33,565 |
40 |
10,499.36 |
7,603.34 |
2,896.02 |
36.8% |
450.76 |
5.7% |
9% |
False |
True |
35,275 |
60 |
10,499.36 |
6,873.41 |
3,625.95 |
46.1% |
417.76 |
5.3% |
27% |
False |
False |
35,847 |
80 |
10,499.36 |
6,453.65 |
4,045.71 |
51.4% |
423.25 |
5.4% |
35% |
False |
False |
37,155 |
100 |
10,499.36 |
6,453.65 |
4,045.71 |
51.4% |
428.76 |
5.5% |
35% |
False |
False |
35,995 |
120 |
10,499.36 |
6,453.65 |
4,045.71 |
51.4% |
419.89 |
5.3% |
35% |
False |
False |
36,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,913.60 |
2.618 |
9,195.44 |
1.618 |
8,755.39 |
1.000 |
8,483.44 |
0.618 |
8,315.34 |
HIGH |
8,043.39 |
0.618 |
7,875.29 |
0.500 |
7,823.37 |
0.382 |
7,771.44 |
LOW |
7,603.34 |
0.618 |
7,331.39 |
1.000 |
7,163.29 |
1.618 |
6,891.34 |
2.618 |
6,451.29 |
4.250 |
5,733.13 |
|
|
Fisher Pivots for day following 11-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
7,851.34 |
8,409.08 |
PP |
7,837.35 |
8,227.82 |
S1 |
7,823.37 |
8,046.57 |
|