Trading Metrics calculated at close of trading on 13-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2020 |
13-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
7,865.29 |
5,763.53 |
-2,101.76 |
-26.7% |
9,141.14 |
High |
7,997.84 |
5,965.47 |
-2,032.37 |
-25.4% |
9,214.81 |
Low |
5,615.65 |
3,925.27 |
-1,690.38 |
-30.1% |
3,925.27 |
Close |
5,764.58 |
5,419.83 |
-344.75 |
-6.0% |
5,419.83 |
Range |
2,382.19 |
2,040.20 |
-341.99 |
-14.4% |
5,289.54 |
ATR |
624.34 |
725.48 |
101.13 |
16.2% |
0.00 |
Volume |
337,862 |
528,158 |
190,296 |
56.3% |
1,023,666 |
|
Daily Pivots for day following 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,224.12 |
10,362.18 |
6,541.94 |
|
R3 |
9,183.92 |
8,321.98 |
5,980.89 |
|
R2 |
7,143.72 |
7,143.72 |
5,793.87 |
|
R1 |
6,281.78 |
6,281.78 |
5,606.85 |
5,692.65 |
PP |
5,103.52 |
5,103.52 |
5,103.52 |
4,808.96 |
S1 |
4,241.58 |
4,241.58 |
5,232.81 |
3,652.45 |
S2 |
3,063.32 |
3,063.32 |
5,045.79 |
|
S3 |
1,023.12 |
2,201.38 |
4,858.78 |
|
S4 |
-1,017.08 |
161.18 |
4,297.72 |
|
|
Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,055.26 |
19,027.08 |
8,329.08 |
|
R3 |
16,765.72 |
13,737.54 |
6,874.45 |
|
R2 |
11,476.18 |
11,476.18 |
6,389.58 |
|
R1 |
8,448.00 |
8,448.00 |
5,904.70 |
7,317.32 |
PP |
6,186.64 |
6,186.64 |
6,186.64 |
5,621.30 |
S1 |
3,158.46 |
3,158.46 |
4,934.96 |
2,027.78 |
S2 |
897.10 |
897.10 |
4,450.08 |
|
S3 |
-4,392.44 |
-2,131.08 |
3,965.21 |
|
S4 |
-9,681.98 |
-7,420.62 |
2,510.58 |
|
|
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 |
3,925.27 |
5,289.54 |
97.6% |
1,363.52 |
25.2% |
28% |
False |
True |
204,733 |
10 |
9,214.81 |
3,925.27 |
5,289.54 |
97.6% |
841.84 |
15.5% |
28% |
False |
True |
113,798 |
20 |
10,391.33 |
3,925.27 |
6,466.06 |
119.3% |
700.64 |
12.9% |
23% |
False |
True |
72,518 |
40 |
10,499.36 |
3,925.27 |
6,574.09 |
121.3% |
546.28 |
10.1% |
23% |
False |
True |
54,971 |
60 |
10,499.36 |
3,925.27 |
6,574.09 |
121.3% |
482.79 |
8.9% |
23% |
False |
True |
49,236 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
121.3% |
458.74 |
8.5% |
23% |
False |
True |
46,176 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
121.3% |
458.38 |
8.5% |
23% |
False |
True |
43,522 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
121.3% |
447.41 |
8.3% |
23% |
False |
True |
42,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,636.32 |
2.618 |
11,306.71 |
1.618 |
9,266.51 |
1.000 |
8,005.67 |
0.618 |
7,226.31 |
HIGH |
5,965.47 |
0.618 |
5,186.11 |
0.500 |
4,945.37 |
0.382 |
4,704.63 |
LOW |
3,925.27 |
0.618 |
2,664.43 |
1.000 |
1,885.07 |
1.618 |
624.23 |
2.618 |
-1,415.97 |
4.250 |
-4,745.58 |
|
|
Fisher Pivots for day following 13-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
5,261.68 |
5,984.33 |
PP |
5,103.52 |
5,796.16 |
S1 |
4,945.37 |
5,608.00 |
|