Trading Metrics calculated at close of trading on 23-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2020 |
23-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
6,252.34 |
5,957.79 |
-294.55 |
-4.7% |
5,420.56 |
High |
6,926.59 |
6,625.48 |
-301.11 |
-4.3% |
6,926.59 |
Low |
5,690.21 |
5,720.83 |
30.62 |
0.5% |
4,452.60 |
Close |
5,961.11 |
6,418.39 |
457.28 |
7.7% |
5,961.11 |
Range |
1,236.38 |
904.65 |
-331.73 |
-26.8% |
2,473.99 |
ATR |
811.82 |
818.45 |
6.63 |
0.8% |
0.00 |
Volume |
118,468 |
91,678 |
-26,790 |
-22.6% |
775,894 |
|
Daily Pivots for day following 23-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,968.85 |
8,598.27 |
6,915.95 |
|
R3 |
8,064.20 |
7,693.62 |
6,667.17 |
|
R2 |
7,159.55 |
7,159.55 |
6,584.24 |
|
R1 |
6,788.97 |
6,788.97 |
6,501.32 |
6,974.26 |
PP |
6,254.90 |
6,254.90 |
6,254.90 |
6,347.55 |
S1 |
5,884.32 |
5,884.32 |
6,335.46 |
6,069.61 |
S2 |
5,350.25 |
5,350.25 |
6,252.54 |
|
S3 |
4,445.60 |
4,979.67 |
6,169.61 |
|
S4 |
3,540.95 |
4,075.02 |
5,920.83 |
|
|
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 |
4,868.74 |
2,057.85 |
32.1% |
885.24 |
13.8% |
75% |
False |
False |
104,639 |
10 |
8,158.53 |
3,925.27 |
4,233.26 |
66.0% |
1,119.05 |
17.4% |
59% |
False |
False |
181,684 |
20 |
9,679.95 |
3,925.27 |
5,754.68 |
89.7% |
821.99 |
12.8% |
43% |
False |
False |
107,070 |
40 |
10,499.36 |
3,925.27 |
6,574.09 |
102.4% |
630.84 |
9.8% |
38% |
False |
False |
72,574 |
60 |
10,499.36 |
3,925.27 |
6,574.09 |
102.4% |
552.94 |
8.6% |
38% |
False |
False |
61,161 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
102.4% |
491.73 |
7.7% |
38% |
False |
False |
53,518 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
102.4% |
479.49 |
7.5% |
38% |
False |
False |
49,970 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
102.4% |
478.36 |
7.5% |
38% |
False |
False |
47,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,470.24 |
2.618 |
8,993.85 |
1.618 |
8,089.20 |
1.000 |
7,530.13 |
0.618 |
7,184.55 |
HIGH |
6,625.48 |
0.618 |
6,279.90 |
0.500 |
6,173.16 |
0.382 |
6,066.41 |
LOW |
5,720.83 |
0.618 |
5,161.76 |
1.000 |
4,816.18 |
1.618 |
4,257.11 |
2.618 |
3,352.46 |
4.250 |
1,876.07 |
|
|
Fisher Pivots for day following 23-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
6,336.65 |
6,311.29 |
PP |
6,254.90 |
6,204.20 |
S1 |
6,173.16 |
6,097.10 |
|