Trading Metrics calculated at close of trading on 24-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2020 |
24-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
125.3380 |
132.1580 |
6.8200 |
5.4% |
127.0130 |
High |
137.6550 |
143.4850 |
5.8300 |
4.2% |
152.1860 |
Low |
120.5500 |
131.2150 |
10.6650 |
8.8% |
101.4010 |
Close |
132.1850 |
139.5700 |
7.3850 |
5.6% |
125.3340 |
Range |
17.1050 |
12.2700 |
-4.8350 |
-28.3% |
50.7850 |
ATR |
25.0983 |
24.1820 |
-0.9163 |
-3.7% |
0.0000 |
Volume |
1,675,622 |
1,366,274 |
-309,348 |
-18.5% |
12,337,152 |
|
Daily Pivots for day following 24-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174.9000 |
169.5050 |
146.3185 |
|
R3 |
162.6300 |
157.2350 |
142.9443 |
|
R2 |
150.3600 |
150.3600 |
141.8195 |
|
R1 |
144.9650 |
144.9650 |
140.6948 |
147.6625 |
PP |
138.0900 |
138.0900 |
138.0900 |
139.4388 |
S1 |
132.6950 |
132.6950 |
138.4453 |
135.3925 |
S2 |
125.8200 |
125.8200 |
137.3205 |
|
S3 |
113.5500 |
120.4250 |
136.1958 |
|
S4 |
101.2800 |
108.1550 |
132.8215 |
|
|
Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
278.6620 |
252.7830 |
153.2658 |
|
R3 |
227.8770 |
201.9980 |
139.2999 |
|
R2 |
177.0920 |
177.0920 |
134.6446 |
|
R1 |
151.2130 |
151.2130 |
129.9893 |
138.7600 |
PP |
126.3070 |
126.3070 |
126.3070 |
120.0805 |
S1 |
100.4280 |
100.4280 |
120.6787 |
87.9750 |
S2 |
75.5220 |
75.5220 |
116.0234 |
|
S3 |
24.7370 |
49.6430 |
111.3681 |
|
S4 |
-26.0480 |
-1.1420 |
97.4023 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152.1860 |
110.2750 |
41.9110 |
30.0% |
19.8798 |
14.2% |
70% |
False |
False |
1,773,675 |
10 |
203.4980 |
89.5050 |
113.9930 |
81.7% |
29.4160 |
21.1% |
44% |
False |
False |
2,738,881 |
20 |
252.9020 |
89.5050 |
163.3970 |
117.1% |
25.9184 |
18.6% |
31% |
False |
False |
2,075,319 |
40 |
288.2310 |
89.5050 |
198.7260 |
142.4% |
23.0966 |
16.5% |
25% |
False |
False |
1,782,856 |
60 |
288.2310 |
89.5050 |
198.7260 |
142.4% |
18.5064 |
13.3% |
25% |
False |
False |
1,508,400 |
80 |
288.2310 |
89.5050 |
198.7260 |
142.4% |
15.5445 |
11.1% |
25% |
False |
False |
1,332,822 |
100 |
288.2310 |
89.5050 |
198.7260 |
142.4% |
14.2069 |
10.2% |
25% |
False |
False |
1,245,442 |
120 |
288.2310 |
89.5050 |
198.7260 |
142.4% |
13.6303 |
9.8% |
25% |
False |
False |
1,197,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
195.6325 |
2.618 |
175.6079 |
1.618 |
163.3379 |
1.000 |
155.7550 |
0.618 |
151.0679 |
HIGH |
143.4850 |
0.618 |
138.7979 |
0.500 |
137.3500 |
0.382 |
135.9021 |
LOW |
131.2150 |
0.618 |
123.6321 |
1.000 |
118.9450 |
1.618 |
111.3621 |
2.618 |
99.0921 |
4.250 |
79.0675 |
|
|
Fisher Pivots for day following 24-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
138.8300 |
137.8840 |
PP |
138.0900 |
136.1980 |
S1 |
137.3500 |
134.5120 |
|