Trading Metrics calculated at close of trading on 20-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2020 |
20-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
5,342.22 |
6,252.34 |
910.12 |
17.0% |
5,420.56 |
High |
6,382.74 |
6,926.59 |
543.85 |
8.5% |
6,926.59 |
Low |
5,267.61 |
5,690.21 |
422.60 |
8.0% |
4,452.60 |
Close |
6,252.34 |
5,961.11 |
-291.23 |
-4.7% |
5,961.11 |
Range |
1,115.13 |
1,236.38 |
121.25 |
10.9% |
2,473.99 |
ATR |
779.17 |
811.82 |
32.66 |
4.2% |
0.00 |
Volume |
116,114 |
118,468 |
2,354 |
2.0% |
775,894 |
|
Daily Pivots for day following 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,901.78 |
9,167.82 |
6,641.12 |
|
R3 |
8,665.40 |
7,931.44 |
6,301.11 |
|
R2 |
7,429.02 |
7,429.02 |
6,187.78 |
|
R1 |
6,695.06 |
6,695.06 |
6,074.44 |
6,443.85 |
PP |
6,192.64 |
6,192.64 |
6,192.64 |
6,067.03 |
S1 |
5,458.68 |
5,458.68 |
5,847.78 |
5,207.47 |
S2 |
4,956.26 |
4,956.26 |
5,734.44 |
|
S3 |
3,719.88 |
4,222.30 |
5,621.11 |
|
S4 |
2,483.50 |
2,985.92 |
5,281.10 |
|
|
Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,202.07 |
12,055.58 |
7,321.80 |
|
R3 |
10,728.08 |
9,581.59 |
6,641.46 |
|
R2 |
8,254.09 |
8,254.09 |
6,414.67 |
|
R1 |
7,107.60 |
7,107.60 |
6,187.89 |
7,680.85 |
PP |
5,780.10 |
5,780.10 |
5,780.10 |
6,066.72 |
S1 |
4,633.61 |
4,633.61 |
5,734.33 |
5,206.86 |
S2 |
3,306.11 |
3,306.11 |
5,507.55 |
|
S3 |
832.12 |
2,159.62 |
5,280.76 |
|
S4 |
-1,641.87 |
-314.37 |
4,600.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,926.59 |
4,452.60 |
2,473.99 |
41.5% |
1,003.50 |
16.8% |
61% |
True |
False |
155,178 |
10 |
9,214.81 |
3,925.27 |
5,289.54 |
88.7% |
1,183.51 |
19.9% |
38% |
False |
False |
179,956 |
20 |
10,024.30 |
3,925.27 |
6,099.03 |
102.3% |
803.39 |
13.5% |
33% |
False |
False |
103,791 |
40 |
10,499.36 |
3,925.27 |
6,574.09 |
110.3% |
626.36 |
10.5% |
31% |
False |
False |
71,151 |
60 |
10,499.36 |
3,925.27 |
6,574.09 |
110.3% |
543.20 |
9.1% |
31% |
False |
False |
59,991 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
110.3% |
488.35 |
8.2% |
31% |
False |
False |
52,685 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
110.3% |
475.35 |
8.0% |
31% |
False |
False |
49,340 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
110.3% |
475.24 |
8.0% |
31% |
False |
False |
47,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,181.21 |
2.618 |
10,163.43 |
1.618 |
8,927.05 |
1.000 |
8,162.97 |
0.618 |
7,690.67 |
HIGH |
6,926.59 |
0.618 |
6,454.29 |
0.500 |
6,308.40 |
0.382 |
6,162.51 |
LOW |
5,690.21 |
0.618 |
4,926.13 |
1.000 |
4,453.83 |
1.618 |
3,689.75 |
2.618 |
2,453.37 |
4.250 |
435.60 |
|
|
Fisher Pivots for day following 20-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
6,308.40 |
5,977.81 |
PP |
6,192.64 |
5,972.24 |
S1 |
6,076.87 |
5,966.68 |
|