| Trading Metrics calculated at close of trading on 20-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2020 |
20-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,852.25 |
2,855.50 |
3.25 |
0.1% |
2,799.25 |
| High |
2,877.00 |
2,867.00 |
-10.00 |
-0.3% |
2,877.00 |
| Low |
2,814.50 |
2,798.00 |
-16.50 |
-0.6% |
2,704.00 |
| Close |
2,862.50 |
2,799.50 |
-63.00 |
-2.2% |
2,862.50 |
| Range |
62.50 |
69.00 |
6.50 |
10.4% |
173.00 |
| ATR |
132.83 |
128.27 |
-4.56 |
-3.4% |
0.00 |
| Volume |
4,483 |
1,377 |
-3,106 |
-69.3% |
17,092 |
|
| Daily Pivots for day following 20-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,028.50 |
2,983.00 |
2,837.50 |
|
| R3 |
2,959.50 |
2,914.00 |
2,818.50 |
|
| R2 |
2,890.50 |
2,890.50 |
2,812.25 |
|
| R1 |
2,845.00 |
2,845.00 |
2,805.75 |
2,833.25 |
| PP |
2,821.50 |
2,821.50 |
2,821.50 |
2,815.50 |
| S1 |
2,776.00 |
2,776.00 |
2,793.25 |
2,764.25 |
| S2 |
2,752.50 |
2,752.50 |
2,786.75 |
|
| S3 |
2,683.50 |
2,707.00 |
2,780.50 |
|
| S4 |
2,614.50 |
2,638.00 |
2,761.50 |
|
|
| Weekly Pivots for week ending 17-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,333.50 |
3,271.00 |
2,957.75 |
|
| R3 |
3,160.50 |
3,098.00 |
2,910.00 |
|
| R2 |
2,987.50 |
2,987.50 |
2,894.25 |
|
| R1 |
2,925.00 |
2,925.00 |
2,878.25 |
2,956.25 |
| PP |
2,814.50 |
2,814.50 |
2,814.50 |
2,830.00 |
| S1 |
2,752.00 |
2,752.00 |
2,846.75 |
2,783.25 |
| S2 |
2,641.50 |
2,641.50 |
2,830.75 |
|
| S3 |
2,468.50 |
2,579.00 |
2,815.00 |
|
| S4 |
2,295.50 |
2,406.00 |
2,767.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,877.00 |
2,739.00 |
138.00 |
4.9% |
80.00 |
2.9% |
44% |
False |
False |
3,126 |
| 10 |
2,877.00 |
2,482.50 |
394.50 |
14.1% |
105.00 |
3.7% |
80% |
False |
False |
4,581 |
| 20 |
2,877.00 |
2,165.50 |
711.50 |
25.4% |
127.75 |
4.6% |
89% |
False |
False |
7,672 |
| 40 |
3,301.25 |
2,165.50 |
1,135.75 |
40.6% |
157.75 |
5.6% |
56% |
False |
False |
4,999 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
44.0% |
118.50 |
4.2% |
52% |
False |
False |
3,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,160.25 |
|
2.618 |
3,047.75 |
|
1.618 |
2,978.75 |
|
1.000 |
2,936.00 |
|
0.618 |
2,909.75 |
|
HIGH |
2,867.00 |
|
0.618 |
2,840.75 |
|
0.500 |
2,832.50 |
|
0.382 |
2,824.25 |
|
LOW |
2,798.00 |
|
0.618 |
2,755.25 |
|
1.000 |
2,729.00 |
|
1.618 |
2,686.25 |
|
2.618 |
2,617.25 |
|
4.250 |
2,504.75 |
|
|
| Fisher Pivots for day following 20-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,832.50 |
2,808.00 |
| PP |
2,821.50 |
2,805.25 |
| S1 |
2,810.50 |
2,802.25 |
|