| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2020 |
17-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
2,648.25 |
2,394.25 |
-254.00 |
-9.6% |
2,919.75 |
| High |
2,648.25 |
2,530.25 |
-118.00 |
-4.5% |
2,919.75 |
| Low |
2,337.00 |
2,341.50 |
4.50 |
0.2% |
2,369.50 |
| Close |
2,393.50 |
2,474.25 |
80.75 |
3.4% |
2,672.50 |
| Range |
311.25 |
188.75 |
-122.50 |
-39.4% |
550.25 |
| ATR |
156.06 |
158.40 |
2.33 |
1.5% |
0.00 |
| Volume |
4,563 |
5,377 |
814 |
17.8% |
8,605 |
|
| Daily Pivots for day following 17-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,015.00 |
2,933.25 |
2,578.00 |
|
| R3 |
2,826.25 |
2,744.50 |
2,526.25 |
|
| R2 |
2,637.50 |
2,637.50 |
2,508.75 |
|
| R1 |
2,555.75 |
2,555.75 |
2,491.50 |
2,596.50 |
| PP |
2,448.75 |
2,448.75 |
2,448.75 |
2,469.00 |
| S1 |
2,367.00 |
2,367.00 |
2,457.00 |
2,408.00 |
| S2 |
2,260.00 |
2,260.00 |
2,439.75 |
|
| S3 |
2,071.25 |
2,178.25 |
2,422.25 |
|
| S4 |
1,882.50 |
1,989.50 |
2,370.50 |
|
|
| 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 |
2,844.25 |
2,337.00 |
507.25 |
20.5% |
260.75 |
10.5% |
27% |
False |
False |
3,308 |
| 10 |
3,111.50 |
2,337.00 |
774.50 |
31.3% |
211.50 |
8.6% |
18% |
False |
False |
2,291 |
| 20 |
3,396.50 |
2,337.00 |
1,059.50 |
42.8% |
161.75 |
6.5% |
13% |
False |
False |
1,610 |
| 40 |
3,396.50 |
2,337.00 |
1,059.50 |
42.8% |
99.50 |
4.0% |
13% |
False |
False |
847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,332.50 |
|
2.618 |
3,024.50 |
|
1.618 |
2,835.75 |
|
1.000 |
2,719.00 |
|
0.618 |
2,647.00 |
|
HIGH |
2,530.25 |
|
0.618 |
2,458.25 |
|
0.500 |
2,436.00 |
|
0.382 |
2,413.50 |
|
LOW |
2,341.50 |
|
0.618 |
2,224.75 |
|
1.000 |
2,152.75 |
|
1.618 |
2,036.00 |
|
2.618 |
1,847.25 |
|
4.250 |
1,539.25 |
|
|