| Trading Metrics calculated at close of trading on 21-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2020 |
21-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,855.50 |
2,803.50 |
-52.00 |
-1.8% |
2,799.25 |
| High |
2,867.00 |
2,824.75 |
-42.25 |
-1.5% |
2,877.00 |
| Low |
2,798.00 |
2,711.00 |
-87.00 |
-3.1% |
2,704.00 |
| Close |
2,799.50 |
2,725.00 |
-74.50 |
-2.7% |
2,862.50 |
| Range |
69.00 |
113.75 |
44.75 |
64.9% |
173.00 |
| ATR |
128.27 |
127.23 |
-1.04 |
-0.8% |
0.00 |
| Volume |
1,377 |
2,738 |
1,361 |
98.8% |
17,092 |
|
| Daily Pivots for day following 21-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,094.75 |
3,023.75 |
2,787.50 |
|
| R3 |
2,981.00 |
2,910.00 |
2,756.25 |
|
| R2 |
2,867.25 |
2,867.25 |
2,745.75 |
|
| R1 |
2,796.25 |
2,796.25 |
2,735.50 |
2,775.00 |
| PP |
2,753.50 |
2,753.50 |
2,753.50 |
2,743.00 |
| S1 |
2,682.50 |
2,682.50 |
2,714.50 |
2,661.00 |
| S2 |
2,639.75 |
2,639.75 |
2,704.25 |
|
| S3 |
2,526.00 |
2,568.75 |
2,693.75 |
|
| S4 |
2,412.25 |
2,455.00 |
2,662.50 |
|
|
| 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 |
2,711.00 |
166.00 |
6.1% |
84.25 |
3.1% |
8% |
False |
True |
3,346 |
| 10 |
2,877.00 |
2,616.25 |
260.75 |
9.6% |
98.00 |
3.6% |
42% |
False |
False |
3,829 |
| 20 |
2,877.00 |
2,226.25 |
650.75 |
23.9% |
123.00 |
4.5% |
77% |
False |
False |
7,182 |
| 40 |
3,256.00 |
2,165.50 |
1,090.50 |
40.0% |
158.25 |
5.8% |
51% |
False |
False |
5,048 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
45.2% |
119.50 |
4.4% |
45% |
False |
False |
3,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,308.25 |
|
2.618 |
3,122.50 |
|
1.618 |
3,008.75 |
|
1.000 |
2,938.50 |
|
0.618 |
2,895.00 |
|
HIGH |
2,824.75 |
|
0.618 |
2,781.25 |
|
0.500 |
2,768.00 |
|
0.382 |
2,754.50 |
|
LOW |
2,711.00 |
|
0.618 |
2,640.75 |
|
1.000 |
2,597.25 |
|
1.618 |
2,527.00 |
|
2.618 |
2,413.25 |
|
4.250 |
2,227.50 |
|
|
| Fisher Pivots for day following 21-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,768.00 |
2,794.00 |
| PP |
2,753.50 |
2,771.00 |
| S1 |
2,739.25 |
2,748.00 |
|