| Trading Metrics calculated at close of trading on 13-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2020 |
13-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,728.75 |
2,799.25 |
70.50 |
2.6% |
2,483.75 |
| High |
2,802.00 |
2,811.50 |
9.50 |
0.3% |
2,802.00 |
| Low |
2,695.75 |
2,704.00 |
8.25 |
0.3% |
2,482.50 |
| Close |
2,772.50 |
2,751.50 |
-21.00 |
-0.8% |
2,772.50 |
| Range |
106.25 |
107.50 |
1.25 |
1.2% |
319.50 |
| ATR |
150.18 |
147.13 |
-3.05 |
-2.0% |
0.00 |
| Volume |
4,187 |
2,837 |
-1,350 |
-32.2% |
27,344 |
|
| Daily Pivots for day following 13-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,078.25 |
3,022.25 |
2,810.50 |
|
| R3 |
2,970.75 |
2,914.75 |
2,781.00 |
|
| R2 |
2,863.25 |
2,863.25 |
2,771.25 |
|
| R1 |
2,807.25 |
2,807.25 |
2,761.25 |
2,781.50 |
| PP |
2,755.75 |
2,755.75 |
2,755.75 |
2,742.75 |
| S1 |
2,699.75 |
2,699.75 |
2,741.75 |
2,674.00 |
| S2 |
2,648.25 |
2,648.25 |
2,731.75 |
|
| S3 |
2,540.75 |
2,592.25 |
2,722.00 |
|
| S4 |
2,433.25 |
2,484.75 |
2,692.50 |
|
|
| Weekly Pivots for week ending 10-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,644.25 |
3,527.75 |
2,948.25 |
|
| R3 |
3,324.75 |
3,208.25 |
2,860.25 |
|
| R2 |
3,005.25 |
3,005.25 |
2,831.00 |
|
| R1 |
2,888.75 |
2,888.75 |
2,801.75 |
2,947.00 |
| PP |
2,685.75 |
2,685.75 |
2,685.75 |
2,714.75 |
| S1 |
2,569.25 |
2,569.25 |
2,743.25 |
2,627.50 |
| S2 |
2,366.25 |
2,366.25 |
2,714.00 |
|
| S3 |
2,046.75 |
2,249.75 |
2,684.75 |
|
| S4 |
1,727.25 |
1,930.25 |
2,596.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,811.50 |
2,482.50 |
329.00 |
12.0% |
130.00 |
4.7% |
82% |
True |
False |
6,036 |
| 10 |
2,811.50 |
2,422.25 |
389.25 |
14.1% |
121.00 |
4.4% |
85% |
True |
False |
8,387 |
| 20 |
2,811.50 |
2,165.50 |
646.00 |
23.5% |
164.75 |
6.0% |
91% |
True |
False |
8,126 |
| 40 |
3,396.50 |
2,165.50 |
1,231.00 |
44.7% |
152.00 |
5.5% |
48% |
False |
False |
4,626 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
44.7% |
113.50 |
4.1% |
48% |
False |
False |
3,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,268.50 |
|
2.618 |
3,093.00 |
|
1.618 |
2,985.50 |
|
1.000 |
2,919.00 |
|
0.618 |
2,878.00 |
|
HIGH |
2,811.50 |
|
0.618 |
2,770.50 |
|
0.500 |
2,757.75 |
|
0.382 |
2,745.00 |
|
LOW |
2,704.00 |
|
0.618 |
2,637.50 |
|
1.000 |
2,596.50 |
|
1.618 |
2,530.00 |
|
2.618 |
2,422.50 |
|
4.250 |
2,247.00 |
|
|
| Fisher Pivots for day following 13-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,757.75 |
2,739.00 |
| PP |
2,755.75 |
2,726.50 |
| S1 |
2,753.50 |
2,714.00 |
|