| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2020 |
30-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
2,618.50 |
2,451.00 |
-167.50 |
-6.4% |
2,240.50 |
| High |
2,626.75 |
2,617.25 |
-9.50 |
-0.4% |
2,626.75 |
| Low |
2,499.75 |
2,439.25 |
-60.50 |
-2.4% |
2,165.50 |
| Close |
2,518.25 |
2,607.00 |
88.75 |
3.5% |
2,518.25 |
| Range |
127.00 |
178.00 |
51.00 |
40.2% |
461.25 |
| ATR |
175.66 |
175.83 |
0.17 |
0.1% |
0.00 |
| Volume |
13,238 |
10,169 |
-3,069 |
-23.2% |
53,955 |
|
| Daily Pivots for day following 30-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,088.50 |
3,025.75 |
2,705.00 |
|
| R3 |
2,910.50 |
2,847.75 |
2,656.00 |
|
| R2 |
2,732.50 |
2,732.50 |
2,639.75 |
|
| R1 |
2,669.75 |
2,669.75 |
2,623.25 |
2,701.00 |
| PP |
2,554.50 |
2,554.50 |
2,554.50 |
2,570.25 |
| S1 |
2,491.75 |
2,491.75 |
2,590.75 |
2,523.00 |
| S2 |
2,376.50 |
2,376.50 |
2,574.25 |
|
| S3 |
2,198.50 |
2,313.75 |
2,558.00 |
|
| S4 |
2,020.50 |
2,135.75 |
2,509.00 |
|
|
| 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 |
2,226.25 |
400.50 |
15.4% |
183.25 |
7.0% |
95% |
False |
False |
10,314 |
| 10 |
2,626.75 |
2,165.50 |
461.25 |
17.7% |
195.00 |
7.5% |
96% |
False |
False |
8,426 |
| 20 |
3,122.75 |
2,165.50 |
957.25 |
36.7% |
202.25 |
7.8% |
46% |
False |
False |
5,157 |
| 40 |
3,396.50 |
2,165.50 |
1,231.00 |
47.2% |
134.75 |
5.2% |
36% |
False |
False |
2,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,373.75 |
|
2.618 |
3,083.25 |
|
1.618 |
2,905.25 |
|
1.000 |
2,795.25 |
|
0.618 |
2,727.25 |
|
HIGH |
2,617.25 |
|
0.618 |
2,549.25 |
|
0.500 |
2,528.25 |
|
0.382 |
2,507.25 |
|
LOW |
2,439.25 |
|
0.618 |
2,329.25 |
|
1.000 |
2,261.25 |
|
1.618 |
2,151.25 |
|
2.618 |
1,973.25 |
|
4.250 |
1,682.75 |
|
|