| Trading Metrics calculated at close of trading on 22-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2020 |
22-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,803.50 |
2,739.75 |
-63.75 |
-2.3% |
2,799.25 |
| High |
2,824.75 |
2,800.00 |
-24.75 |
-0.9% |
2,877.00 |
| Low |
2,711.00 |
2,711.75 |
0.75 |
0.0% |
2,704.00 |
| Close |
2,725.00 |
2,781.00 |
56.00 |
2.1% |
2,862.50 |
| Range |
113.75 |
88.25 |
-25.50 |
-22.4% |
173.00 |
| ATR |
127.23 |
124.45 |
-2.78 |
-2.2% |
0.00 |
| Volume |
2,738 |
2,005 |
-733 |
-26.8% |
17,092 |
|
| Daily Pivots for day following 22-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,029.00 |
2,993.25 |
2,829.50 |
|
| R3 |
2,940.75 |
2,905.00 |
2,805.25 |
|
| R2 |
2,852.50 |
2,852.50 |
2,797.25 |
|
| R1 |
2,816.75 |
2,816.75 |
2,789.00 |
2,834.50 |
| PP |
2,764.25 |
2,764.25 |
2,764.25 |
2,773.25 |
| S1 |
2,728.50 |
2,728.50 |
2,773.00 |
2,746.50 |
| S2 |
2,676.00 |
2,676.00 |
2,764.75 |
|
| S3 |
2,587.75 |
2,640.25 |
2,756.75 |
|
| S4 |
2,499.50 |
2,552.00 |
2,732.50 |
|
|
| 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 |
6.0% |
83.50 |
3.0% |
42% |
False |
False |
2,797 |
| 10 |
2,877.00 |
2,616.25 |
260.75 |
9.4% |
94.50 |
3.4% |
63% |
False |
False |
3,262 |
| 20 |
2,877.00 |
2,380.00 |
497.00 |
17.9% |
116.75 |
4.2% |
81% |
False |
False |
6,943 |
| 40 |
3,177.00 |
2,165.50 |
1,011.50 |
36.4% |
157.00 |
5.6% |
61% |
False |
False |
5,086 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
44.3% |
120.50 |
4.3% |
50% |
False |
False |
3,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,175.00 |
|
2.618 |
3,031.00 |
|
1.618 |
2,942.75 |
|
1.000 |
2,888.25 |
|
0.618 |
2,854.50 |
|
HIGH |
2,800.00 |
|
0.618 |
2,766.25 |
|
0.500 |
2,756.00 |
|
0.382 |
2,745.50 |
|
LOW |
2,711.75 |
|
0.618 |
2,657.25 |
|
1.000 |
2,623.50 |
|
1.618 |
2,569.00 |
|
2.618 |
2,480.75 |
|
4.250 |
2,336.75 |
|
|
| Fisher Pivots for day following 22-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,772.50 |
2,789.00 |
| PP |
2,764.25 |
2,786.25 |
| S1 |
2,756.00 |
2,783.75 |
|