| Trading Metrics calculated at close of trading on 23-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2020 |
23-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,739.75 |
2,781.00 |
41.25 |
1.5% |
2,799.25 |
| High |
2,800.00 |
2,828.25 |
28.25 |
1.0% |
2,877.00 |
| Low |
2,711.75 |
2,766.00 |
54.25 |
2.0% |
2,704.00 |
| Close |
2,781.00 |
2,773.00 |
-8.00 |
-0.3% |
2,862.50 |
| Range |
88.25 |
62.25 |
-26.00 |
-29.5% |
173.00 |
| ATR |
124.45 |
120.00 |
-4.44 |
-3.6% |
0.00 |
| Volume |
2,005 |
2,638 |
633 |
31.6% |
17,092 |
|
| Daily Pivots for day following 23-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,975.75 |
2,936.75 |
2,807.25 |
|
| R3 |
2,913.50 |
2,874.50 |
2,790.00 |
|
| R2 |
2,851.25 |
2,851.25 |
2,784.50 |
|
| R1 |
2,812.25 |
2,812.25 |
2,778.75 |
2,800.50 |
| PP |
2,789.00 |
2,789.00 |
2,789.00 |
2,783.25 |
| S1 |
2,750.00 |
2,750.00 |
2,767.25 |
2,738.50 |
| S2 |
2,726.75 |
2,726.75 |
2,761.50 |
|
| S3 |
2,664.50 |
2,687.75 |
2,756.00 |
|
| S4 |
2,602.25 |
2,625.50 |
2,738.75 |
|
|
| 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% |
79.25 |
2.9% |
37% |
False |
False |
2,648 |
| 10 |
2,877.00 |
2,695.75 |
181.25 |
6.5% |
87.75 |
3.2% |
43% |
False |
False |
3,003 |
| 20 |
2,877.00 |
2,397.25 |
479.75 |
17.3% |
111.00 |
4.0% |
78% |
False |
False |
6,451 |
| 40 |
3,122.75 |
2,165.50 |
957.25 |
34.5% |
156.25 |
5.6% |
63% |
False |
False |
5,135 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
44.4% |
120.75 |
4.4% |
49% |
False |
False |
3,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,092.75 |
|
2.618 |
2,991.25 |
|
1.618 |
2,929.00 |
|
1.000 |
2,890.50 |
|
0.618 |
2,866.75 |
|
HIGH |
2,828.25 |
|
0.618 |
2,804.50 |
|
0.500 |
2,797.00 |
|
0.382 |
2,789.75 |
|
LOW |
2,766.00 |
|
0.618 |
2,727.50 |
|
1.000 |
2,703.75 |
|
1.618 |
2,665.25 |
|
2.618 |
2,603.00 |
|
4.250 |
2,501.50 |
|
|
| Fisher Pivots for day following 23-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,797.00 |
2,772.00 |
| PP |
2,789.00 |
2,770.75 |
| S1 |
2,781.00 |
2,769.50 |
|