Trading Metrics calculated at close of trading on 19-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2020 |
19-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
5,474.00 |
5,342.22 |
-131.78 |
-2.4% |
9,141.14 |
High |
5,563.54 |
6,382.74 |
819.20 |
14.7% |
9,214.81 |
Low |
5,029.03 |
5,267.61 |
238.58 |
4.7% |
3,925.27 |
Close |
5,342.22 |
6,252.34 |
910.12 |
17.0% |
5,419.83 |
Range |
534.51 |
1,115.13 |
580.62 |
108.6% |
5,289.54 |
ATR |
753.32 |
779.17 |
25.84 |
3.4% |
0.00 |
Volume |
86,404 |
116,114 |
29,710 |
34.4% |
1,023,666 |
|
Daily Pivots for day following 19-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,312.95 |
8,897.78 |
6,865.66 |
|
R3 |
8,197.82 |
7,782.65 |
6,559.00 |
|
R2 |
7,082.69 |
7,082.69 |
6,456.78 |
|
R1 |
6,667.52 |
6,667.52 |
6,354.56 |
6,875.11 |
PP |
5,967.56 |
5,967.56 |
5,967.56 |
6,071.36 |
S1 |
5,552.39 |
5,552.39 |
6,150.12 |
5,759.98 |
S2 |
4,852.43 |
4,852.43 |
6,047.90 |
|
S3 |
3,737.30 |
4,437.26 |
5,945.68 |
|
S4 |
2,622.17 |
3,322.13 |
5,639.02 |
|
|
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 |
6,382.74 |
3,925.27 |
2,457.47 |
39.3% |
1,164.27 |
18.6% |
95% |
True |
False |
237,116 |
10 |
9,214.81 |
3,925.27 |
5,289.54 |
84.6% |
1,077.30 |
17.2% |
44% |
False |
False |
169,740 |
20 |
10,024.30 |
3,925.27 |
6,099.03 |
97.5% |
750.86 |
12.0% |
38% |
False |
False |
98,683 |
40 |
10,499.36 |
3,925.27 |
6,574.09 |
105.1% |
602.58 |
9.6% |
35% |
False |
False |
68,877 |
60 |
10,499.36 |
3,925.27 |
6,574.09 |
105.1% |
525.56 |
8.4% |
35% |
False |
False |
58,445 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
105.1% |
478.98 |
7.7% |
35% |
False |
False |
51,689 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
105.1% |
465.36 |
7.4% |
35% |
False |
False |
48,443 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
105.1% |
467.05 |
7.5% |
35% |
False |
False |
46,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,122.04 |
2.618 |
9,302.15 |
1.618 |
8,187.02 |
1.000 |
7,497.87 |
0.618 |
7,071.89 |
HIGH |
6,382.74 |
0.618 |
5,956.76 |
0.500 |
5,825.18 |
0.382 |
5,693.59 |
LOW |
5,267.61 |
0.618 |
4,578.46 |
1.000 |
4,152.48 |
1.618 |
3,463.33 |
2.618 |
2,348.20 |
4.250 |
528.31 |
|
|
Fisher Pivots for day following 19-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
6,109.95 |
6,043.47 |
PP |
5,967.56 |
5,834.61 |
S1 |
5,825.18 |
5,625.74 |
|