| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2020 |
27-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
2,466.25 |
2,618.50 |
152.25 |
6.2% |
2,240.50 |
| High |
2,619.50 |
2,626.75 |
7.25 |
0.3% |
2,626.75 |
| Low |
2,397.25 |
2,499.75 |
102.50 |
4.3% |
2,165.50 |
| Close |
2,601.75 |
2,518.25 |
-83.50 |
-3.2% |
2,518.25 |
| Range |
222.25 |
127.00 |
-95.25 |
-42.9% |
461.25 |
| ATR |
179.41 |
175.66 |
-3.74 |
-2.1% |
0.00 |
| Volume |
8,915 |
13,238 |
4,323 |
48.5% |
53,955 |
|
| Daily Pivots for day following 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,929.25 |
2,850.75 |
2,588.00 |
|
| R3 |
2,802.25 |
2,723.75 |
2,553.25 |
|
| R2 |
2,675.25 |
2,675.25 |
2,541.50 |
|
| R1 |
2,596.75 |
2,596.75 |
2,530.00 |
2,572.50 |
| PP |
2,548.25 |
2,548.25 |
2,548.25 |
2,536.00 |
| S1 |
2,469.75 |
2,469.75 |
2,506.50 |
2,445.50 |
| S2 |
2,421.25 |
2,421.25 |
2,495.00 |
|
| S3 |
2,294.25 |
2,342.75 |
2,483.25 |
|
| S4 |
2,167.25 |
2,215.75 |
2,448.50 |
|
|
| Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,820.50 |
3,630.75 |
2,772.00 |
|
| R3 |
3,359.25 |
3,169.50 |
2,645.00 |
|
| R2 |
2,898.00 |
2,898.00 |
2,602.75 |
|
| R1 |
2,708.25 |
2,708.25 |
2,560.50 |
2,803.00 |
| PP |
2,436.75 |
2,436.75 |
2,436.75 |
2,484.25 |
| S1 |
2,247.00 |
2,247.00 |
2,476.00 |
2,342.00 |
| S2 |
1,975.50 |
1,975.50 |
2,433.75 |
|
| S3 |
1,514.25 |
1,785.75 |
2,391.50 |
|
| S4 |
1,053.00 |
1,324.50 |
2,264.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,626.75 |
2,165.50 |
461.25 |
18.3% |
189.75 |
7.5% |
76% |
True |
False |
10,791 |
| 10 |
2,648.25 |
2,165.50 |
482.75 |
19.2% |
208.50 |
8.3% |
73% |
False |
False |
7,865 |
| 20 |
3,122.75 |
2,165.50 |
957.25 |
38.0% |
203.25 |
8.1% |
37% |
False |
False |
4,765 |
| 40 |
3,396.50 |
2,165.50 |
1,231.00 |
48.9% |
132.50 |
5.3% |
29% |
False |
False |
2,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,166.50 |
|
2.618 |
2,959.25 |
|
1.618 |
2,832.25 |
|
1.000 |
2,753.75 |
|
0.618 |
2,705.25 |
|
HIGH |
2,626.75 |
|
0.618 |
2,578.25 |
|
0.500 |
2,563.25 |
|
0.382 |
2,548.25 |
|
LOW |
2,499.75 |
|
0.618 |
2,421.25 |
|
1.000 |
2,372.75 |
|
1.618 |
2,294.25 |
|
2.618 |
2,167.25 |
|
4.250 |
1,960.00 |
|
|