| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2020 |
13-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
2,733.75 |
2,426.00 |
-307.75 |
-11.3% |
2,919.75 |
| High |
2,748.00 |
2,680.75 |
-67.25 |
-2.4% |
2,919.75 |
| Low |
2,420.00 |
2,369.50 |
-50.50 |
-2.1% |
2,369.50 |
| Close |
2,445.00 |
2,672.50 |
227.50 |
9.3% |
2,672.50 |
| Range |
328.00 |
311.25 |
-16.75 |
-5.1% |
550.25 |
| ATR |
129.26 |
142.26 |
13.00 |
10.1% |
0.00 |
| Volume |
3,246 |
2,863 |
-383 |
-11.8% |
8,605 |
|
| Daily Pivots for day following 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,508.00 |
3,401.50 |
2,843.75 |
|
| R3 |
3,196.75 |
3,090.25 |
2,758.00 |
|
| R2 |
2,885.50 |
2,885.50 |
2,729.50 |
|
| R1 |
2,779.00 |
2,779.00 |
2,701.00 |
2,832.25 |
| PP |
2,574.25 |
2,574.25 |
2,574.25 |
2,601.00 |
| S1 |
2,467.75 |
2,467.75 |
2,644.00 |
2,521.00 |
| S2 |
2,263.00 |
2,263.00 |
2,615.50 |
|
| S3 |
1,951.75 |
2,156.50 |
2,587.00 |
|
| S4 |
1,640.50 |
1,845.25 |
2,501.25 |
|
|
| Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,304.75 |
4,038.75 |
2,975.25 |
|
| R3 |
3,754.50 |
3,488.50 |
2,823.75 |
|
| R2 |
3,204.25 |
3,204.25 |
2,773.50 |
|
| R1 |
2,938.25 |
2,938.25 |
2,723.00 |
2,796.00 |
| PP |
2,654.00 |
2,654.00 |
2,654.00 |
2,582.75 |
| S1 |
2,388.00 |
2,388.00 |
2,622.00 |
2,246.00 |
| S2 |
2,103.75 |
2,103.75 |
2,571.50 |
|
| S3 |
1,553.50 |
1,837.75 |
2,521.25 |
|
| S4 |
1,003.25 |
1,287.50 |
2,369.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,919.75 |
2,369.50 |
550.25 |
20.6% |
243.00 |
9.1% |
55% |
False |
True |
1,721 |
| 10 |
3,122.75 |
2,369.50 |
753.25 |
28.2% |
198.00 |
7.4% |
40% |
False |
True |
1,665 |
| 20 |
3,396.50 |
2,369.50 |
1,027.00 |
38.4% |
139.50 |
5.2% |
30% |
False |
True |
1,126 |
| 40 |
3,396.50 |
2,369.50 |
1,027.00 |
38.4% |
87.75 |
3.3% |
30% |
False |
True |
600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,003.50 |
|
2.618 |
3,495.50 |
|
1.618 |
3,184.25 |
|
1.000 |
2,992.00 |
|
0.618 |
2,873.00 |
|
HIGH |
2,680.75 |
|
0.618 |
2,561.75 |
|
0.500 |
2,525.00 |
|
0.382 |
2,488.50 |
|
LOW |
2,369.50 |
|
0.618 |
2,177.25 |
|
1.000 |
2,058.25 |
|
1.618 |
1,866.00 |
|
2.618 |
1,554.75 |
|
4.250 |
1,046.75 |
|
|