Trading Metrics calculated at close of trading on 24-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2020 |
24-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
5,957.79 |
6,418.29 |
460.50 |
7.7% |
5,420.56 |
High |
6,625.48 |
6,847.22 |
221.74 |
3.3% |
6,926.59 |
Low |
5,720.83 |
6,361.90 |
641.07 |
11.2% |
4,452.60 |
Close |
6,418.39 |
6,751.60 |
333.21 |
5.2% |
5,961.11 |
Range |
904.65 |
485.32 |
-419.33 |
-46.4% |
2,473.99 |
ATR |
818.45 |
794.66 |
-23.80 |
-2.9% |
0.00 |
Volume |
91,678 |
107,109 |
15,431 |
16.8% |
775,894 |
|
Daily Pivots for day following 24-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,109.53 |
7,915.89 |
7,018.53 |
|
R3 |
7,624.21 |
7,430.57 |
6,885.06 |
|
R2 |
7,138.89 |
7,138.89 |
6,840.58 |
|
R1 |
6,945.25 |
6,945.25 |
6,796.09 |
7,042.07 |
PP |
6,653.57 |
6,653.57 |
6,653.57 |
6,701.99 |
S1 |
6,459.93 |
6,459.93 |
6,707.11 |
6,556.75 |
S2 |
6,168.25 |
6,168.25 |
6,662.62 |
|
S3 |
5,682.93 |
5,974.61 |
6,618.14 |
|
S4 |
5,197.61 |
5,489.29 |
6,484.67 |
|
|
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 |
5,029.03 |
1,897.56 |
28.1% |
855.20 |
12.7% |
91% |
False |
False |
103,954 |
10 |
8,043.39 |
3,925.27 |
4,118.12 |
61.0% |
1,126.99 |
16.7% |
69% |
False |
False |
187,507 |
20 |
9,425.55 |
3,925.27 |
5,500.28 |
81.5% |
824.91 |
12.2% |
51% |
False |
False |
111,189 |
40 |
10,499.36 |
3,925.27 |
6,574.09 |
97.4% |
635.37 |
9.4% |
43% |
False |
False |
74,213 |
60 |
10,499.36 |
3,925.27 |
6,574.09 |
97.4% |
558.07 |
8.3% |
43% |
False |
False |
62,635 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
97.4% |
495.86 |
7.3% |
43% |
False |
False |
54,619 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
97.4% |
481.49 |
7.1% |
43% |
False |
False |
50,793 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
97.4% |
480.58 |
7.1% |
43% |
False |
False |
48,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,909.83 |
2.618 |
8,117.79 |
1.618 |
7,632.47 |
1.000 |
7,332.54 |
0.618 |
7,147.15 |
HIGH |
6,847.22 |
0.618 |
6,661.83 |
0.500 |
6,604.56 |
0.382 |
6,547.29 |
LOW |
6,361.90 |
0.618 |
6,061.97 |
1.000 |
5,876.58 |
1.618 |
5,576.65 |
2.618 |
5,091.33 |
4.250 |
4,299.29 |
|
|
Fisher Pivots for day following 24-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
6,702.59 |
6,603.87 |
PP |
6,653.57 |
6,456.13 |
S1 |
6,604.56 |
6,308.40 |
|