Trading Metrics calculated at close of trading on 03-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2020 |
03-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,586.24 |
1,589.32 |
3.08 |
0.2% |
1,642.79 |
High |
1,610.32 |
1,647.13 |
36.81 |
2.3% |
1,687.92 |
Low |
1,579.73 |
1,588.81 |
9.08 |
0.6% |
1,566.78 |
Close |
1,589.36 |
1,640.39 |
51.03 |
3.2% |
1,585.69 |
Range |
30.59 |
58.32 |
27.73 |
90.7% |
121.14 |
ATR |
23.63 |
26.10 |
2.48 |
10.5% |
0.00 |
Volume |
4,543 |
5,059 |
516 |
11.4% |
26,456 |
|
Daily Pivots for day following 03-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,800.40 |
1,778.72 |
1,672.47 |
|
R3 |
1,742.08 |
1,720.40 |
1,656.43 |
|
R2 |
1,683.76 |
1,683.76 |
1,651.08 |
|
R1 |
1,662.08 |
1,662.08 |
1,645.74 |
1,672.92 |
PP |
1,625.44 |
1,625.44 |
1,625.44 |
1,630.87 |
S1 |
1,603.76 |
1,603.76 |
1,635.04 |
1,614.60 |
S2 |
1,567.12 |
1,567.12 |
1,629.70 |
|
S3 |
1,508.80 |
1,545.44 |
1,624.35 |
|
S4 |
1,450.48 |
1,487.12 |
1,608.31 |
|
|
Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,976.88 |
1,902.43 |
1,652.32 |
|
R3 |
1,855.74 |
1,781.29 |
1,619.00 |
|
R2 |
1,734.60 |
1,734.60 |
1,607.90 |
|
R1 |
1,660.15 |
1,660.15 |
1,596.79 |
1,636.81 |
PP |
1,613.46 |
1,613.46 |
1,613.46 |
1,601.79 |
S1 |
1,539.01 |
1,539.01 |
1,574.59 |
1,515.67 |
S2 |
1,492.32 |
1,492.32 |
1,563.48 |
|
S3 |
1,371.18 |
1,417.87 |
1,552.38 |
|
S4 |
1,250.04 |
1,296.73 |
1,519.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,657.92 |
1,566.78 |
91.14 |
5.6% |
43.58 |
2.7% |
81% |
False |
False |
4,869 |
10 |
1,687.92 |
1,566.78 |
121.14 |
7.4% |
34.75 |
2.1% |
61% |
False |
False |
5,691 |
20 |
1,687.92 |
1,548.29 |
139.63 |
8.5% |
23.11 |
1.4% |
66% |
False |
False |
6,393 |
40 |
1,687.92 |
1,536.52 |
151.40 |
9.2% |
20.15 |
1.2% |
69% |
False |
False |
6,798 |
60 |
1,687.92 |
1,458.92 |
229.00 |
14.0% |
17.42 |
1.1% |
79% |
False |
False |
6,969 |
80 |
1,687.92 |
1,446.68 |
241.24 |
14.7% |
15.97 |
1.0% |
80% |
False |
False |
6,954 |
100 |
1,687.92 |
1,446.68 |
241.24 |
14.7% |
15.60 |
1.0% |
80% |
False |
False |
6,862 |
120 |
1,687.92 |
1,446.68 |
241.24 |
14.7% |
16.38 |
1.0% |
80% |
False |
False |
6,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,894.99 |
2.618 |
1,799.81 |
1.618 |
1,741.49 |
1.000 |
1,705.45 |
0.618 |
1,683.17 |
HIGH |
1,647.13 |
0.618 |
1,624.85 |
0.500 |
1,617.97 |
0.382 |
1,611.09 |
LOW |
1,588.81 |
0.618 |
1,552.77 |
1.000 |
1,530.49 |
1.618 |
1,494.45 |
2.618 |
1,436.13 |
4.250 |
1,340.95 |
|
|
Fisher Pivots for day following 03-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,632.92 |
1,629.40 |
PP |
1,625.44 |
1,618.41 |
S1 |
1,617.97 |
1,607.43 |
|