| Trading Metrics calculated at close of trading on 08-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2020 |
08-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,643.00 |
2,634.00 |
-9.00 |
-0.3% |
2,451.00 |
| High |
2,744.00 |
2,745.50 |
1.50 |
0.1% |
2,631.25 |
| Low |
2,619.25 |
2,616.25 |
-3.00 |
-0.1% |
2,422.25 |
| Close |
2,636.75 |
2,729.00 |
92.25 |
3.5% |
2,479.50 |
| Range |
124.75 |
129.25 |
4.50 |
3.6% |
209.00 |
| ATR |
155.43 |
153.56 |
-1.87 |
-1.2% |
0.00 |
| Volume |
7,671 |
5,226 |
-2,445 |
-31.9% |
53,691 |
|
| Daily Pivots for day following 08-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,084.75 |
3,036.00 |
2,800.00 |
|
| R3 |
2,955.50 |
2,906.75 |
2,764.50 |
|
| R2 |
2,826.25 |
2,826.25 |
2,752.75 |
|
| R1 |
2,777.50 |
2,777.50 |
2,740.75 |
2,802.00 |
| PP |
2,697.00 |
2,697.00 |
2,697.00 |
2,709.00 |
| S1 |
2,648.25 |
2,648.25 |
2,717.25 |
2,672.50 |
| S2 |
2,567.75 |
2,567.75 |
2,705.25 |
|
| S3 |
2,438.50 |
2,519.00 |
2,693.50 |
|
| S4 |
2,309.25 |
2,389.75 |
2,658.00 |
|
|
| Weekly Pivots for week ending 03-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,138.00 |
3,017.75 |
2,594.50 |
|
| R3 |
2,929.00 |
2,808.75 |
2,537.00 |
|
| R2 |
2,720.00 |
2,720.00 |
2,517.75 |
|
| R1 |
2,599.75 |
2,599.75 |
2,498.75 |
2,660.00 |
| PP |
2,511.00 |
2,511.00 |
2,511.00 |
2,541.00 |
| S1 |
2,390.75 |
2,390.75 |
2,460.25 |
2,451.00 |
| S2 |
2,302.00 |
2,302.00 |
2,441.25 |
|
| S3 |
2,093.00 |
2,181.75 |
2,422.00 |
|
| S4 |
1,884.00 |
1,972.75 |
2,364.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,745.50 |
2,422.25 |
323.25 |
11.8% |
122.75 |
4.5% |
95% |
True |
False |
8,197 |
| 10 |
2,745.50 |
2,397.25 |
348.25 |
12.8% |
134.50 |
4.9% |
95% |
True |
False |
9,900 |
| 20 |
2,748.00 |
2,165.50 |
582.50 |
21.3% |
186.00 |
6.8% |
97% |
False |
False |
8,080 |
| 40 |
3,396.50 |
2,165.50 |
1,231.00 |
45.1% |
148.25 |
5.4% |
46% |
False |
False |
4,451 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
45.1% |
110.50 |
4.0% |
46% |
False |
False |
2,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,294.75 |
|
2.618 |
3,084.00 |
|
1.618 |
2,954.75 |
|
1.000 |
2,874.75 |
|
0.618 |
2,825.50 |
|
HIGH |
2,745.50 |
|
0.618 |
2,696.25 |
|
0.500 |
2,681.00 |
|
0.382 |
2,665.50 |
|
LOW |
2,616.25 |
|
0.618 |
2,536.25 |
|
1.000 |
2,487.00 |
|
1.618 |
2,407.00 |
|
2.618 |
2,277.75 |
|
4.250 |
2,067.00 |
|
|
| Fisher Pivots for day following 08-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,713.00 |
2,690.75 |
| PP |
2,697.00 |
2,652.25 |
| S1 |
2,681.00 |
2,614.00 |
|