Trading Metrics calculated at close of trading on 31-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2020 |
31-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
6,682.13 |
6,479.60 |
-202.53 |
-3.0% |
5,957.79 |
High |
6,706.03 |
6,600.36 |
-105.67 |
-1.6% |
6,974.30 |
Low |
5,866.90 |
6,352.91 |
486.01 |
8.3% |
5,720.83 |
Close |
6,479.61 |
6,479.81 |
0.20 |
0.0% |
6,682.19 |
Range |
839.13 |
247.45 |
-591.68 |
-70.5% |
1,253.47 |
ATR |
712.33 |
679.12 |
-33.21 |
-4.7% |
0.00 |
Volume |
62,072 |
42,385 |
-19,687 |
-31.7% |
359,703 |
|
Daily Pivots for day following 31-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,220.04 |
7,097.38 |
6,615.91 |
|
R3 |
6,972.59 |
6,849.93 |
6,547.86 |
|
R2 |
6,725.14 |
6,725.14 |
6,525.18 |
|
R1 |
6,602.48 |
6,602.48 |
6,502.49 |
6,663.81 |
PP |
6,477.69 |
6,477.69 |
6,477.69 |
6,508.36 |
S1 |
6,355.03 |
6,355.03 |
6,457.13 |
6,416.36 |
S2 |
6,230.24 |
6,230.24 |
6,434.44 |
|
S3 |
5,982.79 |
6,107.58 |
6,411.76 |
|
S4 |
5,735.34 |
5,860.13 |
6,343.71 |
|
|
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% |
420.01 |
6.5% |
55% |
False |
False |
53,074 |
10 |
6,974.30 |
5,029.03 |
1,945.27 |
30.0% |
637.61 |
9.8% |
75% |
False |
False |
78,514 |
20 |
9,214.81 |
3,925.27 |
5,289.54 |
81.6% |
805.14 |
12.4% |
48% |
False |
False |
116,432 |
40 |
10,499.36 |
3,925.27 |
6,574.09 |
101.5% |
643.92 |
9.9% |
39% |
False |
False |
76,167 |
60 |
10,499.36 |
3,925.27 |
6,574.09 |
101.5% |
561.88 |
8.7% |
39% |
False |
False |
64,156 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
101.5% |
499.25 |
7.7% |
39% |
False |
False |
55,894 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
101.5% |
484.74 |
7.5% |
39% |
False |
False |
52,142 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
101.5% |
483.11 |
7.5% |
39% |
False |
False |
49,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,652.02 |
2.618 |
7,248.18 |
1.618 |
7,000.73 |
1.000 |
6,847.81 |
0.618 |
6,753.28 |
HIGH |
6,600.36 |
0.618 |
6,505.83 |
0.500 |
6,476.64 |
0.382 |
6,447.44 |
LOW |
6,352.91 |
0.618 |
6,199.99 |
1.000 |
6,105.46 |
1.618 |
5,952.54 |
2.618 |
5,705.09 |
4.250 |
5,301.25 |
|
|
Fisher Pivots for day following 31-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
6,478.75 |
6,441.98 |
PP |
6,477.69 |
6,404.14 |
S1 |
6,476.64 |
6,366.31 |
|