Trading Metrics calculated at close of trading on 26-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2020 |
26-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
6,751.60 |
6,597.68 |
-153.92 |
-2.3% |
5,420.56 |
High |
6,974.30 |
6,792.56 |
-181.74 |
-2.6% |
6,926.59 |
Low |
6,487.95 |
6,541.94 |
53.99 |
0.8% |
4,452.60 |
Close |
6,597.81 |
6,747.09 |
149.28 |
2.3% |
5,961.11 |
Range |
486.35 |
250.62 |
-235.73 |
-48.5% |
2,473.99 |
ATR |
772.64 |
735.35 |
-37.29 |
-4.8% |
0.00 |
Volume |
66,946 |
44,010 |
-22,936 |
-34.3% |
775,894 |
|
Daily Pivots for day following 26-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,445.72 |
7,347.03 |
6,884.93 |
|
R3 |
7,195.10 |
7,096.41 |
6,816.01 |
|
R2 |
6,944.48 |
6,944.48 |
6,793.04 |
|
R1 |
6,845.79 |
6,845.79 |
6,770.06 |
6,895.14 |
PP |
6,693.86 |
6,693.86 |
6,693.86 |
6,718.54 |
S1 |
6,595.17 |
6,595.17 |
6,724.12 |
6,644.52 |
S2 |
6,443.24 |
6,443.24 |
6,701.14 |
|
S3 |
6,192.62 |
6,344.55 |
6,678.17 |
|
S4 |
5,942.00 |
6,093.93 |
6,609.25 |
|
|
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 |
5,690.21 |
1,284.09 |
19.0% |
672.66 |
10.0% |
82% |
False |
False |
85,642 |
10 |
6,974.30 |
3,925.27 |
3,049.03 |
45.2% |
918.47 |
13.6% |
93% |
False |
False |
161,379 |
20 |
9,214.81 |
3,925.27 |
5,289.54 |
78.4% |
801.03 |
11.9% |
53% |
False |
False |
112,675 |
40 |
10,499.36 |
3,925.27 |
6,574.09 |
97.4% |
634.94 |
9.4% |
43% |
False |
False |
74,853 |
60 |
10,499.36 |
3,925.27 |
6,574.09 |
97.4% |
563.98 |
8.4% |
43% |
False |
False |
63,865 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
97.4% |
493.17 |
7.3% |
43% |
False |
False |
55,011 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
97.4% |
484.34 |
7.2% |
43% |
False |
False |
51,479 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
97.4% |
480.42 |
7.1% |
43% |
False |
False |
48,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,857.70 |
2.618 |
7,448.68 |
1.618 |
7,198.06 |
1.000 |
7,043.18 |
0.618 |
6,947.44 |
HIGH |
6,792.56 |
0.618 |
6,696.82 |
0.500 |
6,667.25 |
0.382 |
6,637.68 |
LOW |
6,541.94 |
0.618 |
6,387.06 |
1.000 |
6,291.32 |
1.618 |
6,136.44 |
2.618 |
5,885.82 |
4.250 |
5,476.81 |
|
|
Fisher Pivots for day following 26-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
6,720.48 |
6,720.76 |
PP |
6,693.86 |
6,694.43 |
S1 |
6,667.25 |
6,668.10 |
|