Trading Metrics calculated at close of trading on 16-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2020 |
16-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
5,763.53 |
5,420.56 |
-342.97 |
-6.0% |
9,141.14 |
High |
5,965.47 |
5,948.57 |
-16.90 |
-0.3% |
9,214.81 |
Low |
3,925.27 |
4,452.60 |
527.33 |
13.4% |
3,925.27 |
Close |
5,419.83 |
4,904.59 |
-515.24 |
-9.5% |
5,419.83 |
Range |
2,040.20 |
1,495.97 |
-544.23 |
-26.7% |
5,289.54 |
ATR |
725.48 |
780.51 |
55.04 |
7.6% |
0.00 |
Volume |
528,158 |
344,373 |
-183,785 |
-34.8% |
1,023,666 |
|
Daily Pivots for day following 16-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,589.83 |
8,743.18 |
5,727.37 |
|
R3 |
8,093.86 |
7,247.21 |
5,315.98 |
|
R2 |
6,597.89 |
6,597.89 |
5,178.85 |
|
R1 |
5,751.24 |
5,751.24 |
5,041.72 |
5,426.58 |
PP |
5,101.92 |
5,101.92 |
5,101.92 |
4,939.59 |
S1 |
4,255.27 |
4,255.27 |
4,767.46 |
3,930.61 |
S2 |
3,605.95 |
3,605.95 |
4,630.33 |
|
S3 |
2,109.98 |
2,759.30 |
4,493.20 |
|
S4 |
614.01 |
1,263.33 |
4,081.81 |
|
|
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 |
8,158.53 |
3,925.27 |
4,233.26 |
86.3% |
1,352.85 |
27.6% |
23% |
False |
False |
258,729 |
10 |
9,214.81 |
3,925.27 |
5,289.54 |
107.8% |
939.42 |
19.2% |
19% |
False |
False |
145,446 |
20 |
10,301.40 |
3,925.27 |
6,376.13 |
130.0% |
729.93 |
14.9% |
15% |
False |
False |
87,967 |
40 |
10,499.36 |
3,925.27 |
6,574.09 |
134.0% |
567.14 |
11.6% |
15% |
False |
False |
62,969 |
60 |
10,499.36 |
3,925.27 |
6,574.09 |
134.0% |
498.32 |
10.2% |
15% |
False |
False |
54,253 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
134.0% |
467.13 |
9.5% |
15% |
False |
False |
49,386 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
134.0% |
456.19 |
9.3% |
15% |
False |
False |
46,413 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
134.0% |
454.94 |
9.3% |
15% |
False |
False |
44,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,306.44 |
2.618 |
9,865.02 |
1.618 |
8,369.05 |
1.000 |
7,444.54 |
0.618 |
6,873.08 |
HIGH |
5,948.57 |
0.618 |
5,377.11 |
0.500 |
5,200.59 |
0.382 |
5,024.06 |
LOW |
4,452.60 |
0.618 |
3,528.09 |
1.000 |
2,956.63 |
1.618 |
2,032.12 |
2.618 |
536.15 |
4.250 |
-1,905.27 |
|
|
Fisher Pivots for day following 16-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
5,200.59 |
5,961.56 |
PP |
5,101.92 |
5,609.23 |
S1 |
5,003.26 |
5,256.91 |
|