| Trading Metrics calculated at close of trading on 09-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2020 |
09-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,634.00 |
2,728.75 |
94.75 |
3.6% |
2,451.00 |
| High |
2,745.50 |
2,802.00 |
56.50 |
2.1% |
2,631.25 |
| Low |
2,616.25 |
2,695.75 |
79.50 |
3.0% |
2,422.25 |
| Close |
2,729.00 |
2,772.50 |
43.50 |
1.6% |
2,479.50 |
| Range |
129.25 |
106.25 |
-23.00 |
-17.8% |
209.00 |
| ATR |
153.56 |
150.18 |
-3.38 |
-2.2% |
0.00 |
| Volume |
5,226 |
4,187 |
-1,039 |
-19.9% |
53,691 |
|
| Daily Pivots for day following 09-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,075.50 |
3,030.25 |
2,831.00 |
|
| R3 |
2,969.25 |
2,924.00 |
2,801.75 |
|
| R2 |
2,863.00 |
2,863.00 |
2,792.00 |
|
| R1 |
2,817.75 |
2,817.75 |
2,782.25 |
2,840.50 |
| PP |
2,756.75 |
2,756.75 |
2,756.75 |
2,768.00 |
| S1 |
2,711.50 |
2,711.50 |
2,762.75 |
2,734.00 |
| S2 |
2,650.50 |
2,650.50 |
2,753.00 |
|
| S3 |
2,544.25 |
2,605.25 |
2,743.25 |
|
| S4 |
2,438.00 |
2,499.00 |
2,714.00 |
|
|
| 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 |
2,802.00 |
2,446.50 |
355.50 |
12.8% |
124.25 |
4.5% |
92% |
True |
False |
6,958 |
| 10 |
2,802.00 |
2,422.25 |
379.75 |
13.7% |
122.75 |
4.4% |
92% |
True |
False |
9,427 |
| 20 |
2,802.00 |
2,165.50 |
636.50 |
23.0% |
174.75 |
6.3% |
95% |
True |
False |
8,127 |
| 40 |
3,396.50 |
2,165.50 |
1,231.00 |
44.4% |
150.25 |
5.4% |
49% |
False |
False |
4,555 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
44.4% |
112.00 |
4.0% |
49% |
False |
False |
3,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,253.50 |
|
2.618 |
3,080.25 |
|
1.618 |
2,974.00 |
|
1.000 |
2,908.25 |
|
0.618 |
2,867.75 |
|
HIGH |
2,802.00 |
|
0.618 |
2,761.50 |
|
0.500 |
2,749.00 |
|
0.382 |
2,736.25 |
|
LOW |
2,695.75 |
|
0.618 |
2,630.00 |
|
1.000 |
2,589.50 |
|
1.618 |
2,523.75 |
|
2.618 |
2,417.50 |
|
4.250 |
2,244.25 |
|
|
| Fisher Pivots for day following 09-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,764.50 |
2,751.50 |
| PP |
2,756.75 |
2,730.25 |
| S1 |
2,749.00 |
2,709.00 |
|