Trading Metrics calculated at close of trading on 12-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2020 |
12-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
8,003.77 |
7,865.29 |
-138.48 |
-1.7% |
8,673.01 |
High |
8,043.39 |
7,997.84 |
-45.55 |
-0.6% |
9,181.32 |
Low |
7,603.34 |
5,615.65 |
-1,987.69 |
-26.1% |
8,432.31 |
Close |
7,865.32 |
5,764.58 |
-2,100.74 |
-26.7% |
9,141.38 |
Range |
440.05 |
2,382.19 |
1,942.14 |
441.3% |
749.01 |
ATR |
489.12 |
624.34 |
135.22 |
27.6% |
0.00 |
Volume |
34,369 |
337,862 |
303,493 |
883.0% |
114,317 |
|
Daily Pivots for day following 12-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,605.93 |
12,067.44 |
7,074.78 |
|
R3 |
11,223.74 |
9,685.25 |
6,419.68 |
|
R2 |
8,841.55 |
8,841.55 |
6,201.31 |
|
R1 |
7,303.06 |
7,303.06 |
5,982.95 |
6,881.21 |
PP |
6,459.36 |
6,459.36 |
6,459.36 |
6,248.43 |
S1 |
4,920.87 |
4,920.87 |
5,546.21 |
4,499.02 |
S2 |
4,077.17 |
4,077.17 |
5,327.85 |
|
S3 |
1,694.98 |
2,538.68 |
5,109.48 |
|
S4 |
-687.21 |
156.49 |
4,454.38 |
|
|
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 |
5,615.65 |
3,599.16 |
62.4% |
990.34 |
17.2% |
4% |
False |
True |
102,363 |
10 |
9,214.81 |
5,615.65 |
3,599.16 |
62.4% |
683.59 |
11.9% |
4% |
False |
True |
63,972 |
20 |
10,391.33 |
5,615.65 |
4,775.68 |
82.8% |
612.78 |
10.6% |
3% |
False |
True |
47,423 |
40 |
10,499.36 |
5,615.65 |
4,883.71 |
84.7% |
503.56 |
8.7% |
3% |
False |
True |
42,942 |
60 |
10,499.36 |
5,615.65 |
4,883.71 |
84.7% |
451.01 |
7.8% |
3% |
False |
True |
40,810 |
80 |
10,499.36 |
5,615.65 |
4,883.71 |
84.7% |
444.70 |
7.7% |
3% |
False |
True |
40,762 |
100 |
10,499.36 |
5,615.65 |
4,883.71 |
84.7% |
451.28 |
7.8% |
3% |
False |
True |
39,052 |
120 |
10,499.36 |
5,615.65 |
4,883.71 |
84.7% |
432.48 |
7.5% |
3% |
False |
True |
38,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,122.15 |
2.618 |
14,234.41 |
1.618 |
11,852.22 |
1.000 |
10,380.03 |
0.618 |
9,470.03 |
HIGH |
7,997.84 |
0.618 |
7,087.84 |
0.500 |
6,806.75 |
0.382 |
6,525.65 |
LOW |
5,615.65 |
0.618 |
4,143.46 |
1.000 |
3,233.46 |
1.618 |
1,761.27 |
2.618 |
-620.92 |
4.250 |
-4,508.66 |
|
|
Fisher Pivots for day following 12-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
6,806.75 |
6,887.09 |
PP |
6,459.36 |
6,512.92 |
S1 |
6,111.97 |
6,138.75 |
|