| Trading Metrics calculated at close of trading on 13-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2020 |
13-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
7,305.65 |
6,928.04 |
-377.61 |
-5.2% |
6,704.30 |
| High |
7,322.83 |
7,197.37 |
-125.46 |
-1.7% |
7,461.54 |
| Low |
6,761.23 |
6,593.76 |
-167.47 |
-2.5% |
6,679.16 |
| Close |
6,928.04 |
6,832.02 |
-96.02 |
-1.4% |
6,928.04 |
| Range |
561.60 |
603.61 |
42.01 |
7.5% |
782.38 |
| ATR |
585.18 |
586.49 |
1.32 |
0.2% |
0.00 |
| Volume |
61,561 |
63,311 |
1,750 |
2.8% |
285,334 |
|
| Daily Pivots for day following 13-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,685.21 |
8,362.23 |
7,164.01 |
|
| R3 |
8,081.60 |
7,758.62 |
6,998.01 |
|
| R2 |
7,477.99 |
7,477.99 |
6,942.68 |
|
| R1 |
7,155.01 |
7,155.01 |
6,887.35 |
7,014.70 |
| PP |
6,874.38 |
6,874.38 |
6,874.38 |
6,804.23 |
| S1 |
6,551.40 |
6,551.40 |
6,776.69 |
6,411.09 |
| S2 |
6,270.77 |
6,270.77 |
6,721.36 |
|
| S3 |
5,667.16 |
5,947.79 |
6,666.03 |
|
| S4 |
5,063.55 |
5,344.18 |
6,500.03 |
|
|
| Weekly Pivots for week ending 10-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,370.05 |
8,931.43 |
7,358.35 |
|
| R3 |
8,587.67 |
8,149.05 |
7,143.19 |
|
| R2 |
7,805.29 |
7,805.29 |
7,071.48 |
|
| R1 |
7,366.67 |
7,366.67 |
6,999.76 |
7,585.98 |
| PP |
7,022.91 |
7,022.91 |
7,022.91 |
7,132.57 |
| S1 |
6,584.29 |
6,584.29 |
6,856.32 |
6,803.60 |
| S2 |
6,240.53 |
6,240.53 |
6,784.60 |
|
| S3 |
5,458.15 |
5,801.91 |
6,712.89 |
|
| S4 |
4,675.77 |
5,019.53 |
6,497.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,461.54 |
6,593.76 |
867.78 |
12.7% |
428.95 |
6.3% |
27% |
False |
True |
55,393 |
| 10 |
7,461.54 |
6,166.48 |
1,295.06 |
19.0% |
467.71 |
6.8% |
51% |
False |
False |
59,503 |
| 20 |
7,461.54 |
4,868.74 |
2,592.80 |
38.0% |
572.06 |
8.4% |
76% |
False |
False |
72,416 |
| 40 |
10,301.40 |
3,925.27 |
6,376.13 |
93.3% |
650.99 |
9.5% |
46% |
False |
False |
80,191 |
| 60 |
10,499.36 |
3,925.27 |
6,574.09 |
96.2% |
568.78 |
8.3% |
44% |
False |
False |
66,118 |
| 80 |
10,499.36 |
3,925.27 |
6,574.09 |
96.2% |
516.76 |
7.6% |
44% |
False |
False |
58,794 |
| 100 |
10,499.36 |
3,925.27 |
6,574.09 |
96.2% |
488.11 |
7.1% |
44% |
False |
False |
53,992 |
| 120 |
10,499.36 |
3,925.27 |
6,574.09 |
96.2% |
475.50 |
7.0% |
44% |
False |
False |
50,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,762.71 |
|
2.618 |
8,777.62 |
|
1.618 |
8,174.01 |
|
1.000 |
7,800.98 |
|
0.618 |
7,570.40 |
|
HIGH |
7,197.37 |
|
0.618 |
6,966.79 |
|
0.500 |
6,895.57 |
|
0.382 |
6,824.34 |
|
LOW |
6,593.76 |
|
0.618 |
6,220.73 |
|
1.000 |
5,990.15 |
|
1.618 |
5,617.12 |
|
2.618 |
5,013.51 |
|
4.250 |
4,028.42 |
|
|
| Fisher Pivots for day following 13-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
6,895.57 |
6,994.85 |
| PP |
6,874.38 |
6,940.57 |
| S1 |
6,853.20 |
6,886.30 |
|