| Trading Metrics calculated at close of trading on 15-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2020 |
15-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,757.25 |
2,832.00 |
74.75 |
2.7% |
2,483.75 |
| High |
2,837.25 |
2,836.00 |
-1.25 |
0.0% |
2,802.00 |
| Low |
2,745.00 |
2,743.75 |
-1.25 |
0.0% |
2,482.50 |
| Close |
2,835.25 |
2,767.00 |
-68.25 |
-2.4% |
2,772.50 |
| Range |
92.25 |
92.25 |
0.00 |
0.0% |
319.50 |
| ATR |
143.21 |
139.57 |
-3.64 |
-2.5% |
0.00 |
| Volume |
1,640 |
4,746 |
3,106 |
189.4% |
27,344 |
|
| Daily Pivots for day following 15-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,059.00 |
3,005.25 |
2,817.75 |
|
| R3 |
2,966.75 |
2,913.00 |
2,792.25 |
|
| R2 |
2,874.50 |
2,874.50 |
2,784.00 |
|
| R1 |
2,820.75 |
2,820.75 |
2,775.50 |
2,801.50 |
| PP |
2,782.25 |
2,782.25 |
2,782.25 |
2,772.50 |
| S1 |
2,728.50 |
2,728.50 |
2,758.50 |
2,709.25 |
| S2 |
2,690.00 |
2,690.00 |
2,750.00 |
|
| S3 |
2,597.75 |
2,636.25 |
2,741.75 |
|
| S4 |
2,505.50 |
2,544.00 |
2,716.25 |
|
|
| 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 |
2,837.25 |
2,616.25 |
221.00 |
8.0% |
105.50 |
3.8% |
68% |
False |
False |
3,727 |
| 10 |
2,837.25 |
2,422.25 |
415.00 |
15.0% |
113.75 |
4.1% |
83% |
False |
False |
6,571 |
| 20 |
2,837.25 |
2,165.50 |
671.75 |
24.3% |
149.00 |
5.4% |
90% |
False |
False |
7,948 |
| 40 |
3,396.50 |
2,165.50 |
1,231.00 |
44.5% |
155.25 |
5.6% |
49% |
False |
False |
4,779 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
44.5% |
116.00 |
4.2% |
49% |
False |
False |
3,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,228.00 |
|
2.618 |
3,077.50 |
|
1.618 |
2,985.25 |
|
1.000 |
2,928.25 |
|
0.618 |
2,893.00 |
|
HIGH |
2,836.00 |
|
0.618 |
2,800.75 |
|
0.500 |
2,790.00 |
|
0.382 |
2,779.00 |
|
LOW |
2,743.75 |
|
0.618 |
2,686.75 |
|
1.000 |
2,651.50 |
|
1.618 |
2,594.50 |
|
2.618 |
2,502.25 |
|
4.250 |
2,351.75 |
|
|
| Fisher Pivots for day following 15-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,790.00 |
2,770.50 |
| PP |
2,782.25 |
2,769.50 |
| S1 |
2,774.50 |
2,768.25 |
|