| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2020 |
31-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
2,451.00 |
2,608.50 |
157.50 |
6.4% |
2,240.50 |
| High |
2,617.25 |
2,631.25 |
14.00 |
0.5% |
2,626.75 |
| Low |
2,439.25 |
2,553.50 |
114.25 |
4.7% |
2,165.50 |
| Close |
2,607.00 |
2,566.50 |
-40.50 |
-1.6% |
2,518.25 |
| Range |
178.00 |
77.75 |
-100.25 |
-56.3% |
461.25 |
| ATR |
175.83 |
168.82 |
-7.01 |
-4.0% |
0.00 |
| Volume |
10,169 |
14,376 |
4,207 |
41.4% |
53,955 |
|
| Daily Pivots for day following 31-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,817.00 |
2,769.50 |
2,609.25 |
|
| R3 |
2,739.25 |
2,691.75 |
2,588.00 |
|
| R2 |
2,661.50 |
2,661.50 |
2,580.75 |
|
| R1 |
2,614.00 |
2,614.00 |
2,573.75 |
2,599.00 |
| PP |
2,583.75 |
2,583.75 |
2,583.75 |
2,576.25 |
| S1 |
2,536.25 |
2,536.25 |
2,559.25 |
2,521.00 |
| S2 |
2,506.00 |
2,506.00 |
2,552.25 |
|
| S3 |
2,428.25 |
2,458.50 |
2,545.00 |
|
| S4 |
2,350.50 |
2,380.75 |
2,523.75 |
|
|
| 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 |
2,631.25 |
2,380.00 |
251.25 |
9.8% |
155.75 |
6.1% |
74% |
True |
False |
11,833 |
| 10 |
2,631.25 |
2,165.50 |
465.75 |
18.1% |
184.00 |
7.2% |
86% |
True |
False |
9,325 |
| 20 |
3,111.50 |
2,165.50 |
946.00 |
36.9% |
197.75 |
7.7% |
42% |
False |
False |
5,808 |
| 40 |
3,396.50 |
2,165.50 |
1,231.00 |
48.0% |
135.75 |
5.3% |
33% |
False |
False |
3,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,961.75 |
|
2.618 |
2,834.75 |
|
1.618 |
2,757.00 |
|
1.000 |
2,709.00 |
|
0.618 |
2,679.25 |
|
HIGH |
2,631.25 |
|
0.618 |
2,601.50 |
|
0.500 |
2,592.50 |
|
0.382 |
2,583.25 |
|
LOW |
2,553.50 |
|
0.618 |
2,505.50 |
|
1.000 |
2,475.75 |
|
1.618 |
2,427.75 |
|
2.618 |
2,350.00 |
|
4.250 |
2,223.00 |
|
|