Trading Metrics calculated at close of trading on 17-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2020 |
17-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
5,420.56 |
4,904.49 |
-516.07 |
-9.5% |
9,141.14 |
High |
5,948.57 |
5,504.26 |
-444.31 |
-7.5% |
9,214.81 |
Low |
4,452.60 |
4,868.74 |
416.14 |
9.3% |
3,925.27 |
Close |
4,904.59 |
5,474.34 |
569.75 |
11.6% |
5,419.83 |
Range |
1,495.97 |
635.52 |
-860.45 |
-57.5% |
5,289.54 |
ATR |
780.51 |
770.15 |
-10.36 |
-1.3% |
0.00 |
Volume |
344,373 |
110,535 |
-233,838 |
-67.9% |
1,023,666 |
|
Daily Pivots for day following 17-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,189.01 |
6,967.19 |
5,823.88 |
|
R3 |
6,553.49 |
6,331.67 |
5,649.11 |
|
R2 |
5,917.97 |
5,917.97 |
5,590.85 |
|
R1 |
5,696.15 |
5,696.15 |
5,532.60 |
5,807.06 |
PP |
5,282.45 |
5,282.45 |
5,282.45 |
5,337.90 |
S1 |
5,060.63 |
5,060.63 |
5,416.08 |
5,171.54 |
S2 |
4,646.93 |
4,646.93 |
5,357.83 |
|
S3 |
4,011.41 |
4,425.11 |
5,299.57 |
|
S4 |
3,375.89 |
3,789.59 |
5,124.80 |
|
|
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 |
8,043.39 |
3,925.27 |
4,118.12 |
75.2% |
1,398.79 |
25.6% |
38% |
False |
False |
271,059 |
10 |
9,214.81 |
3,925.27 |
5,289.54 |
96.6% |
972.67 |
17.8% |
29% |
False |
False |
154,350 |
20 |
10,301.40 |
3,925.27 |
6,376.13 |
116.5% |
728.89 |
13.3% |
24% |
False |
False |
92,088 |
40 |
10,499.36 |
3,925.27 |
6,574.09 |
120.1% |
575.93 |
10.5% |
24% |
False |
False |
65,143 |
60 |
10,499.36 |
3,925.27 |
6,574.09 |
120.1% |
504.61 |
9.2% |
24% |
False |
False |
55,633 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
120.1% |
471.18 |
8.6% |
24% |
False |
False |
50,318 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
120.1% |
457.95 |
8.4% |
24% |
False |
False |
47,069 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
120.1% |
457.53 |
8.4% |
24% |
False |
False |
45,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,205.22 |
2.618 |
7,168.05 |
1.618 |
6,532.53 |
1.000 |
6,139.78 |
0.618 |
5,897.01 |
HIGH |
5,504.26 |
0.618 |
5,261.49 |
0.500 |
5,186.50 |
0.382 |
5,111.51 |
LOW |
4,868.74 |
0.618 |
4,475.99 |
1.000 |
4,233.22 |
1.618 |
3,840.47 |
2.618 |
3,204.95 |
4.250 |
2,167.78 |
|
|
Fisher Pivots for day following 17-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
5,378.39 |
5,298.02 |
PP |
5,282.45 |
5,121.69 |
S1 |
5,186.50 |
4,945.37 |
|