Trading Metrics calculated at close of trading on 18-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2020 |
18-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
4,904.49 |
5,474.00 |
569.51 |
11.6% |
9,141.14 |
High |
5,504.26 |
5,563.54 |
59.28 |
1.1% |
9,214.81 |
Low |
4,868.74 |
5,029.03 |
160.29 |
3.3% |
3,925.27 |
Close |
5,474.34 |
5,342.22 |
-132.12 |
-2.4% |
5,419.83 |
Range |
635.52 |
534.51 |
-101.01 |
-15.9% |
5,289.54 |
ATR |
770.15 |
753.32 |
-16.83 |
-2.2% |
0.00 |
Volume |
110,535 |
86,404 |
-24,131 |
-21.8% |
1,023,666 |
|
Daily Pivots for day following 18-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,915.13 |
6,663.18 |
5,636.20 |
|
R3 |
6,380.62 |
6,128.67 |
5,489.21 |
|
R2 |
5,846.11 |
5,846.11 |
5,440.21 |
|
R1 |
5,594.16 |
5,594.16 |
5,391.22 |
5,452.88 |
PP |
5,311.60 |
5,311.60 |
5,311.60 |
5,240.96 |
S1 |
5,059.65 |
5,059.65 |
5,293.22 |
4,918.37 |
S2 |
4,777.09 |
4,777.09 |
5,244.23 |
|
S3 |
4,242.58 |
4,525.14 |
5,195.23 |
|
S4 |
3,708.07 |
3,990.63 |
5,048.24 |
|
|
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 |
7,997.84 |
3,925.27 |
4,072.57 |
76.2% |
1,417.68 |
26.5% |
35% |
False |
False |
281,466 |
10 |
9,214.81 |
3,925.27 |
5,289.54 |
99.0% |
1,009.79 |
18.9% |
27% |
False |
False |
161,094 |
20 |
10,024.30 |
3,925.27 |
6,099.03 |
114.2% |
707.56 |
13.2% |
23% |
False |
False |
94,446 |
40 |
10,499.36 |
3,925.27 |
6,574.09 |
123.1% |
584.25 |
10.9% |
22% |
False |
False |
66,866 |
60 |
10,499.36 |
3,925.27 |
6,574.09 |
123.1% |
511.17 |
9.6% |
22% |
False |
False |
56,864 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
123.1% |
467.86 |
8.8% |
22% |
False |
False |
50,571 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
123.1% |
458.73 |
8.6% |
22% |
False |
False |
47,585 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
123.1% |
460.33 |
8.6% |
22% |
False |
False |
45,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,835.21 |
2.618 |
6,962.89 |
1.618 |
6,428.38 |
1.000 |
6,098.05 |
0.618 |
5,893.87 |
HIGH |
5,563.54 |
0.618 |
5,359.36 |
0.500 |
5,296.29 |
0.382 |
5,233.21 |
LOW |
5,029.03 |
0.618 |
4,698.70 |
1.000 |
4,494.52 |
1.618 |
4,164.19 |
2.618 |
3,629.68 |
4.250 |
2,757.36 |
|
|
Fisher Pivots for day following 18-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
5,326.91 |
5,295.01 |
PP |
5,311.60 |
5,247.80 |
S1 |
5,296.29 |
5,200.59 |
|