Trading Metrics calculated at close of trading on 30-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2020 |
30-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
136.7110 |
137.5750 |
0.8640 |
0.6% |
125.3380 |
High |
141.8590 |
137.7990 |
-4.0600 |
-2.9% |
143.4850 |
Low |
134.7290 |
123.9440 |
-10.7850 |
-8.0% |
120.5500 |
Close |
137.5750 |
134.1270 |
-3.4480 |
-2.5% |
137.5750 |
Range |
7.1300 |
13.8550 |
6.7250 |
94.3% |
22.9350 |
ATR |
20.7739 |
20.2797 |
-0.4942 |
-2.4% |
0.0000 |
Volume |
391,161 |
378,364 |
-12,797 |
-3.3% |
4,783,043 |
|
Daily Pivots for day following 30-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
173.5217 |
167.6793 |
141.7473 |
|
R3 |
159.6667 |
153.8243 |
137.9371 |
|
R2 |
145.8117 |
145.8117 |
136.6671 |
|
R1 |
139.9693 |
139.9693 |
135.3970 |
135.9630 |
PP |
131.9567 |
131.9567 |
131.9567 |
129.9535 |
S1 |
126.1143 |
126.1143 |
132.8570 |
122.1080 |
S2 |
118.1017 |
118.1017 |
131.5869 |
|
S3 |
104.2467 |
112.2593 |
130.3169 |
|
S4 |
90.3917 |
98.4043 |
126.5068 |
|
|
Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
202.6750 |
193.0600 |
150.1893 |
|
R3 |
179.7400 |
170.1250 |
143.8821 |
|
R2 |
156.8050 |
156.8050 |
141.7798 |
|
R1 |
147.1900 |
147.1900 |
139.6774 |
151.9975 |
PP |
133.8700 |
133.8700 |
133.8700 |
136.2738 |
S1 |
124.2550 |
124.2550 |
135.4726 |
129.0625 |
S2 |
110.9350 |
110.9350 |
133.3703 |
|
S3 |
88.0000 |
101.3200 |
131.2679 |
|
S4 |
65.0650 |
78.3850 |
124.9608 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
143.4850 |
123.9440 |
19.5410 |
14.6% |
9.5064 |
7.1% |
52% |
False |
True |
697,157 |
10 |
152.1860 |
107.2740 |
44.9120 |
33.5% |
14.8120 |
11.0% |
60% |
False |
False |
1,355,059 |
20 |
252.0520 |
89.5050 |
162.5470 |
121.2% |
22.4049 |
16.7% |
27% |
False |
False |
1,863,854 |
40 |
288.2310 |
89.5050 |
198.7260 |
148.2% |
22.8022 |
17.0% |
22% |
False |
False |
1,737,799 |
60 |
288.2310 |
89.5050 |
198.7260 |
148.2% |
18.6183 |
13.9% |
22% |
False |
False |
1,489,128 |
80 |
288.2310 |
89.5050 |
198.7260 |
148.2% |
15.7398 |
11.7% |
22% |
False |
False |
1,327,546 |
100 |
288.2310 |
89.5050 |
198.7260 |
148.2% |
14.2718 |
10.6% |
22% |
False |
False |
1,237,696 |
120 |
288.2310 |
89.5050 |
198.7260 |
148.2% |
13.5313 |
10.1% |
22% |
False |
False |
1,179,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
196.6828 |
2.618 |
174.0714 |
1.618 |
160.2164 |
1.000 |
151.6540 |
0.618 |
146.3614 |
HIGH |
137.7990 |
0.618 |
132.5064 |
0.500 |
130.8715 |
0.382 |
129.2366 |
LOW |
123.9440 |
0.618 |
115.3816 |
1.000 |
110.0890 |
1.618 |
101.5266 |
2.618 |
87.6716 |
4.250 |
65.0603 |
|
|
Fisher Pivots for day following 30-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
133.0418 |
133.7185 |
PP |
131.9567 |
133.3100 |
S1 |
130.8715 |
132.9015 |
|