Trading Metrics calculated at close of trading on 15-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2020 |
15-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
6,833.39 |
6,871.67 |
38.28 |
0.6% |
6,704.30 |
High |
6,984.86 |
6,936.65 |
-48.21 |
-0.7% |
7,461.54 |
Low |
6,776.47 |
6,694.73 |
-81.74 |
-1.2% |
6,679.16 |
Close |
6,871.59 |
6,752.40 |
-119.19 |
-1.7% |
6,928.04 |
Range |
208.39 |
241.92 |
33.53 |
16.1% |
782.38 |
ATR |
559.49 |
536.80 |
-22.68 |
-4.1% |
0.00 |
Volume |
37,980 |
34,195 |
-3,785 |
-10.0% |
285,334 |
|
Daily Pivots for day following 15-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,520.35 |
7,378.30 |
6,885.46 |
|
R3 |
7,278.43 |
7,136.38 |
6,818.93 |
|
R2 |
7,036.51 |
7,036.51 |
6,796.75 |
|
R1 |
6,894.46 |
6,894.46 |
6,774.58 |
6,844.53 |
PP |
6,794.59 |
6,794.59 |
6,794.59 |
6,769.63 |
S1 |
6,652.54 |
6,652.54 |
6,730.22 |
6,602.61 |
S2 |
6,552.67 |
6,552.67 |
6,708.05 |
|
S3 |
6,310.75 |
6,410.62 |
6,685.87 |
|
S4 |
6,068.83 |
6,168.70 |
6,619.34 |
|
|
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 |
7,395.93 |
6,593.76 |
802.17 |
11.9% |
377.15 |
5.6% |
20% |
False |
False |
47,734 |
10 |
7,461.54 |
6,355.56 |
1,105.98 |
16.4% |
455.04 |
6.7% |
36% |
False |
False |
58,297 |
20 |
7,461.54 |
5,267.61 |
2,193.93 |
32.5% |
536.07 |
7.9% |
68% |
False |
False |
66,178 |
40 |
10,024.30 |
3,925.27 |
6,099.03 |
90.3% |
621.82 |
9.2% |
46% |
False |
False |
80,312 |
60 |
10,499.36 |
3,925.27 |
6,574.09 |
97.4% |
568.19 |
8.4% |
43% |
False |
False |
66,637 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
97.4% |
517.40 |
7.7% |
43% |
False |
False |
59,192 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
97.4% |
481.50 |
7.1% |
43% |
False |
False |
53,692 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
97.4% |
471.62 |
7.0% |
43% |
False |
False |
50,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,964.81 |
2.618 |
7,570.00 |
1.618 |
7,328.08 |
1.000 |
7,178.57 |
0.618 |
7,086.16 |
HIGH |
6,936.65 |
0.618 |
6,844.24 |
0.500 |
6,815.69 |
0.382 |
6,787.14 |
LOW |
6,694.73 |
0.618 |
6,545.22 |
1.000 |
6,452.81 |
1.618 |
6,303.30 |
2.618 |
6,061.38 |
4.250 |
5,666.57 |
|
|
Fisher Pivots for day following 15-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
6,815.69 |
6,895.57 |
PP |
6,794.59 |
6,847.84 |
S1 |
6,773.50 |
6,800.12 |
|