Trading Metrics calculated at close of trading on 06-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2020 |
06-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
6,750.29 |
6,704.30 |
-45.99 |
-0.7% |
6,682.13 |
High |
7,042.74 |
7,319.93 |
277.19 |
3.9% |
7,244.30 |
Low |
6,616.87 |
6,679.16 |
62.29 |
0.9% |
5,866.90 |
Close |
6,704.28 |
7,229.05 |
524.77 |
7.8% |
6,704.28 |
Range |
425.87 |
640.77 |
214.90 |
50.5% |
1,377.40 |
ATR |
653.40 |
652.50 |
-0.90 |
-0.1% |
0.00 |
Volume |
57,633 |
71,677 |
14,044 |
24.4% |
308,463 |
|
Daily Pivots for day following 06-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,998.36 |
8,754.47 |
7,581.47 |
|
R3 |
8,357.59 |
8,113.70 |
7,405.26 |
|
R2 |
7,716.82 |
7,716.82 |
7,346.52 |
|
R1 |
7,472.93 |
7,472.93 |
7,287.79 |
7,594.88 |
PP |
7,076.05 |
7,076.05 |
7,076.05 |
7,137.02 |
S1 |
6,832.16 |
6,832.16 |
7,170.31 |
6,954.11 |
S2 |
6,435.28 |
6,435.28 |
7,111.58 |
|
S3 |
5,794.51 |
6,191.39 |
7,052.84 |
|
S4 |
5,153.74 |
5,550.62 |
6,876.63 |
|
|
Weekly Pivots for week ending 03-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,737.36 |
10,098.22 |
7,461.85 |
|
R3 |
9,359.96 |
8,720.82 |
7,083.07 |
|
R2 |
7,982.56 |
7,982.56 |
6,956.80 |
|
R1 |
7,343.42 |
7,343.42 |
6,830.54 |
7,662.99 |
PP |
6,605.16 |
6,605.16 |
6,605.16 |
6,764.95 |
S1 |
5,966.02 |
5,966.02 |
6,578.02 |
6,285.59 |
S2 |
5,227.76 |
5,227.76 |
6,451.76 |
|
S3 |
3,850.36 |
4,588.62 |
6,325.50 |
|
S4 |
2,472.96 |
3,211.22 |
5,946.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,319.93 |
6,166.48 |
1,153.45 |
16.0% |
506.46 |
7.0% |
92% |
True |
False |
63,613 |
10 |
7,319.93 |
5,866.90 |
1,453.03 |
20.1% |
487.03 |
6.7% |
94% |
True |
False |
64,816 |
20 |
8,158.53 |
3,925.27 |
4,233.26 |
58.6% |
803.04 |
11.1% |
78% |
False |
False |
123,250 |
40 |
10,499.36 |
3,925.27 |
6,574.09 |
90.9% |
659.81 |
9.1% |
50% |
False |
False |
79,005 |
60 |
10,499.36 |
3,925.27 |
6,574.09 |
90.9% |
571.53 |
7.9% |
50% |
False |
False |
66,063 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
90.9% |
517.43 |
7.2% |
50% |
False |
False |
57,992 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
90.9% |
494.67 |
6.8% |
50% |
False |
False |
53,964 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
90.9% |
492.41 |
6.8% |
50% |
False |
False |
50,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,043.20 |
2.618 |
8,997.47 |
1.618 |
8,356.70 |
1.000 |
7,960.70 |
0.618 |
7,715.93 |
HIGH |
7,319.93 |
0.618 |
7,075.16 |
0.500 |
6,999.55 |
0.382 |
6,923.93 |
LOW |
6,679.16 |
0.618 |
6,283.16 |
1.000 |
6,038.39 |
1.618 |
5,642.39 |
2.618 |
5,001.62 |
4.250 |
3,955.89 |
|
|
Fisher Pivots for day following 06-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
7,152.55 |
7,098.62 |
PP |
7,076.05 |
6,968.18 |
S1 |
6,999.55 |
6,837.75 |
|