Trading Metrics calculated at close of trading on 25-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2020 |
25-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
6,418.29 |
6,751.60 |
333.31 |
5.2% |
5,420.56 |
High |
6,847.22 |
6,974.30 |
127.08 |
1.9% |
6,926.59 |
Low |
6,361.90 |
6,487.95 |
126.05 |
2.0% |
4,452.60 |
Close |
6,751.60 |
6,597.81 |
-153.79 |
-2.3% |
5,961.11 |
Range |
485.32 |
486.35 |
1.03 |
0.2% |
2,473.99 |
ATR |
794.66 |
772.64 |
-22.02 |
-2.8% |
0.00 |
Volume |
107,109 |
66,946 |
-40,163 |
-37.5% |
775,894 |
|
Daily Pivots for day following 25-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,145.74 |
7,858.12 |
6,865.30 |
|
R3 |
7,659.39 |
7,371.77 |
6,731.56 |
|
R2 |
7,173.04 |
7,173.04 |
6,686.97 |
|
R1 |
6,885.42 |
6,885.42 |
6,642.39 |
6,786.06 |
PP |
6,686.69 |
6,686.69 |
6,686.69 |
6,637.00 |
S1 |
6,399.07 |
6,399.07 |
6,553.23 |
6,299.71 |
S2 |
6,200.34 |
6,200.34 |
6,508.65 |
|
S3 |
5,713.99 |
5,912.72 |
6,464.06 |
|
S4 |
5,227.64 |
5,426.37 |
6,330.32 |
|
|
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 |
6,974.30 |
5,267.61 |
1,706.69 |
25.9% |
845.57 |
12.8% |
78% |
True |
False |
100,063 |
10 |
7,997.84 |
3,925.27 |
4,072.57 |
61.7% |
1,131.62 |
17.2% |
66% |
False |
False |
190,764 |
20 |
9,214.81 |
3,925.27 |
5,289.54 |
80.2% |
810.52 |
12.3% |
51% |
False |
False |
112,060 |
40 |
10,499.36 |
3,925.27 |
6,574.09 |
99.6% |
637.86 |
9.7% |
41% |
False |
False |
74,826 |
60 |
10,499.36 |
3,925.27 |
6,574.09 |
99.6% |
564.83 |
8.6% |
41% |
False |
False |
63,550 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
99.6% |
493.93 |
7.5% |
41% |
False |
False |
54,817 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
99.6% |
484.56 |
7.3% |
41% |
False |
False |
51,244 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
99.6% |
480.00 |
7.3% |
41% |
False |
False |
48,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,041.29 |
2.618 |
8,247.56 |
1.618 |
7,761.21 |
1.000 |
7,460.65 |
0.618 |
7,274.86 |
HIGH |
6,974.30 |
0.618 |
6,788.51 |
0.500 |
6,731.13 |
0.382 |
6,673.74 |
LOW |
6,487.95 |
0.618 |
6,187.39 |
1.000 |
6,001.60 |
1.618 |
5,701.04 |
2.618 |
5,214.69 |
4.250 |
4,420.96 |
|
|
Fisher Pivots for day following 25-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
6,731.13 |
6,514.40 |
PP |
6,686.69 |
6,430.98 |
S1 |
6,642.25 |
6,347.57 |
|