Trading Metrics calculated at close of trading on 30-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2020 |
30-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
6,747.08 |
6,682.13 |
-64.95 |
-1.0% |
5,957.79 |
High |
6,865.72 |
6,706.03 |
-159.69 |
-2.3% |
6,974.30 |
Low |
6,589.21 |
5,866.90 |
-722.31 |
-11.0% |
5,720.83 |
Close |
6,682.19 |
6,479.61 |
-202.58 |
-3.0% |
6,682.19 |
Range |
276.51 |
839.13 |
562.62 |
203.5% |
1,253.47 |
ATR |
702.58 |
712.33 |
9.75 |
1.4% |
0.00 |
Volume |
49,960 |
62,072 |
12,112 |
24.2% |
359,703 |
|
Daily Pivots for day following 30-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,868.24 |
8,513.05 |
6,941.13 |
|
R3 |
8,029.11 |
7,673.92 |
6,710.37 |
|
R2 |
7,189.98 |
7,189.98 |
6,633.45 |
|
R1 |
6,834.79 |
6,834.79 |
6,556.53 |
6,592.82 |
PP |
6,350.85 |
6,350.85 |
6,350.85 |
6,229.86 |
S1 |
5,995.66 |
5,995.66 |
6,402.69 |
5,753.69 |
S2 |
5,511.72 |
5,511.72 |
6,325.77 |
|
S3 |
4,672.59 |
5,156.53 |
6,248.85 |
|
S4 |
3,833.46 |
4,317.40 |
6,018.09 |
|
|
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 |
5,866.90 |
1,107.40 |
17.1% |
467.59 |
7.2% |
55% |
False |
True |
66,019 |
10 |
6,974.30 |
4,868.74 |
2,105.56 |
32.5% |
676.41 |
10.4% |
77% |
False |
False |
85,329 |
20 |
9,214.81 |
3,925.27 |
5,289.54 |
81.6% |
807.92 |
12.5% |
48% |
False |
False |
115,387 |
40 |
10,499.36 |
3,925.27 |
6,574.09 |
101.5% |
644.08 |
9.9% |
39% |
False |
False |
75,737 |
60 |
10,499.36 |
3,925.27 |
6,574.09 |
101.5% |
567.94 |
8.8% |
39% |
False |
False |
64,564 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
101.5% |
499.02 |
7.7% |
39% |
False |
False |
55,645 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
101.5% |
484.94 |
7.5% |
39% |
False |
False |
51,932 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
101.5% |
483.33 |
7.5% |
39% |
False |
False |
49,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,272.33 |
2.618 |
8,902.87 |
1.618 |
8,063.74 |
1.000 |
7,545.16 |
0.618 |
7,224.61 |
HIGH |
6,706.03 |
0.618 |
6,385.48 |
0.500 |
6,286.47 |
0.382 |
6,187.45 |
LOW |
5,866.90 |
0.618 |
5,348.32 |
1.000 |
5,027.77 |
1.618 |
4,509.19 |
2.618 |
3,670.06 |
4.250 |
2,300.60 |
|
|
Fisher Pivots for day following 30-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
6,415.23 |
6,441.84 |
PP |
6,350.85 |
6,404.08 |
S1 |
6,286.47 |
6,366.31 |
|