| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2020 |
20-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
2,385.25 |
2,339.25 |
-46.00 |
-1.9% |
2,648.25 |
| High |
2,447.50 |
2,488.75 |
41.25 |
1.7% |
2,648.25 |
| Low |
2,266.50 |
2,252.00 |
-14.50 |
-0.6% |
2,252.00 |
| Close |
2,379.50 |
2,280.00 |
-99.50 |
-4.2% |
2,280.00 |
| Range |
181.00 |
236.75 |
55.75 |
30.8% |
396.25 |
| ATR |
164.21 |
169.40 |
5.18 |
3.2% |
0.00 |
| Volume |
7,604 |
4,097 |
-3,507 |
-46.1% |
24,699 |
|
| Daily Pivots for day following 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,050.50 |
2,902.00 |
2,410.25 |
|
| R3 |
2,813.75 |
2,665.25 |
2,345.00 |
|
| R2 |
2,577.00 |
2,577.00 |
2,323.50 |
|
| R1 |
2,428.50 |
2,428.50 |
2,301.75 |
2,384.50 |
| PP |
2,340.25 |
2,340.25 |
2,340.25 |
2,318.25 |
| S1 |
2,191.75 |
2,191.75 |
2,258.25 |
2,147.50 |
| S2 |
2,103.50 |
2,103.50 |
2,236.50 |
|
| S3 |
1,866.75 |
1,955.00 |
2,215.00 |
|
| S4 |
1,630.00 |
1,718.25 |
2,149.75 |
|
|
| Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,582.25 |
3,327.25 |
2,498.00 |
|
| R3 |
3,186.00 |
2,931.00 |
2,389.00 |
|
| R2 |
2,789.75 |
2,789.75 |
2,352.75 |
|
| R1 |
2,534.75 |
2,534.75 |
2,316.25 |
2,464.00 |
| PP |
2,393.50 |
2,393.50 |
2,393.50 |
2,358.00 |
| S1 |
2,138.50 |
2,138.50 |
2,243.75 |
2,068.00 |
| S2 |
1,997.25 |
1,997.25 |
2,207.25 |
|
| S3 |
1,601.00 |
1,742.25 |
2,171.00 |
|
| S4 |
1,204.75 |
1,346.00 |
2,062.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,648.25 |
2,252.00 |
396.25 |
17.4% |
227.25 |
10.0% |
7% |
False |
True |
4,939 |
| 10 |
2,919.75 |
2,252.00 |
667.75 |
29.3% |
235.00 |
10.3% |
4% |
False |
True |
3,330 |
| 20 |
3,301.25 |
2,252.00 |
1,049.25 |
46.0% |
187.75 |
8.2% |
3% |
False |
True |
2,326 |
| 40 |
3,396.50 |
2,252.00 |
1,144.50 |
50.2% |
114.00 |
5.0% |
2% |
False |
True |
1,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,495.00 |
|
2.618 |
3,108.50 |
|
1.618 |
2,871.75 |
|
1.000 |
2,725.50 |
|
0.618 |
2,635.00 |
|
HIGH |
2,488.75 |
|
0.618 |
2,398.25 |
|
0.500 |
2,370.50 |
|
0.382 |
2,342.50 |
|
LOW |
2,252.00 |
|
0.618 |
2,105.75 |
|
1.000 |
2,015.25 |
|
1.618 |
1,869.00 |
|
2.618 |
1,632.25 |
|
4.250 |
1,245.75 |
|
|