Trading Metrics calculated at close of trading on 27-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2020 |
27-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
6,597.68 |
6,747.08 |
149.40 |
2.3% |
5,957.79 |
High |
6,792.56 |
6,865.72 |
73.16 |
1.1% |
6,974.30 |
Low |
6,541.94 |
6,589.21 |
47.27 |
0.7% |
5,720.83 |
Close |
6,747.09 |
6,682.19 |
-64.90 |
-1.0% |
6,682.19 |
Range |
250.62 |
276.51 |
25.89 |
10.3% |
1,253.47 |
ATR |
735.35 |
702.58 |
-32.77 |
-4.5% |
0.00 |
Volume |
44,010 |
49,960 |
5,950 |
13.5% |
359,703 |
|
Daily Pivots for day following 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,541.90 |
7,388.56 |
6,834.27 |
|
R3 |
7,265.39 |
7,112.05 |
6,758.23 |
|
R2 |
6,988.88 |
6,988.88 |
6,732.88 |
|
R1 |
6,835.54 |
6,835.54 |
6,707.54 |
6,773.96 |
PP |
6,712.37 |
6,712.37 |
6,712.37 |
6,681.58 |
S1 |
6,559.03 |
6,559.03 |
6,656.84 |
6,497.45 |
S2 |
6,435.86 |
6,435.86 |
6,631.50 |
|
S3 |
6,159.35 |
6,282.52 |
6,606.15 |
|
S4 |
5,882.84 |
6,006.01 |
6,530.11 |
|
|
Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,219.52 |
9,704.32 |
7,371.60 |
|
R3 |
8,966.05 |
8,450.85 |
7,026.89 |
|
R2 |
7,712.58 |
7,712.58 |
6,911.99 |
|
R1 |
7,197.38 |
7,197.38 |
6,797.09 |
7,454.98 |
PP |
6,459.11 |
6,459.11 |
6,459.11 |
6,587.91 |
S1 |
5,943.91 |
5,943.91 |
6,567.29 |
6,201.51 |
S2 |
5,205.64 |
5,205.64 |
6,452.39 |
|
S3 |
3,952.17 |
4,690.44 |
6,337.49 |
|
S4 |
2,698.70 |
3,436.97 |
5,992.78 |
|
|
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 |
5,720.83 |
1,253.47 |
18.8% |
480.69 |
7.2% |
77% |
False |
False |
71,940 |
10 |
6,974.30 |
4,452.60 |
2,521.70 |
37.7% |
742.10 |
11.1% |
88% |
False |
False |
113,559 |
20 |
9,214.81 |
3,925.27 |
5,289.54 |
79.2% |
791.97 |
11.9% |
52% |
False |
False |
113,679 |
40 |
10,499.36 |
3,925.27 |
6,574.09 |
98.4% |
633.01 |
9.5% |
42% |
False |
False |
75,383 |
60 |
10,499.36 |
3,925.27 |
6,574.09 |
98.4% |
559.76 |
8.4% |
42% |
False |
False |
64,007 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
98.4% |
493.11 |
7.4% |
42% |
False |
False |
55,293 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
98.4% |
481.49 |
7.2% |
42% |
False |
False |
51,568 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
98.4% |
478.51 |
7.2% |
42% |
False |
False |
48,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,040.89 |
2.618 |
7,589.62 |
1.618 |
7,313.11 |
1.000 |
7,142.23 |
0.618 |
7,036.60 |
HIGH |
6,865.72 |
0.618 |
6,760.09 |
0.500 |
6,727.47 |
0.382 |
6,694.84 |
LOW |
6,589.21 |
0.618 |
6,418.33 |
1.000 |
6,312.70 |
1.618 |
6,141.82 |
2.618 |
5,865.31 |
4.250 |
5,414.04 |
|
|
Fisher Pivots for day following 27-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
6,727.47 |
6,731.13 |
PP |
6,712.37 |
6,714.81 |
S1 |
6,697.28 |
6,698.50 |
|