Trading Metrics calculated at close of trading on 04-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2020 |
04-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,589.32 |
1,640.42 |
51.10 |
3.2% |
1,642.79 |
High |
1,647.13 |
1,647.59 |
0.46 |
0.0% |
1,687.92 |
Low |
1,588.81 |
1,633.51 |
44.70 |
2.8% |
1,566.78 |
Close |
1,640.39 |
1,636.34 |
-4.05 |
-0.2% |
1,585.69 |
Range |
58.32 |
14.08 |
-44.24 |
-75.9% |
121.14 |
ATR |
26.10 |
25.25 |
-0.86 |
-3.3% |
0.00 |
Volume |
5,059 |
5,557 |
498 |
9.8% |
26,456 |
|
Daily Pivots for day following 04-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,681.39 |
1,672.94 |
1,644.08 |
|
R3 |
1,667.31 |
1,658.86 |
1,640.21 |
|
R2 |
1,653.23 |
1,653.23 |
1,638.92 |
|
R1 |
1,644.78 |
1,644.78 |
1,637.63 |
1,641.97 |
PP |
1,639.15 |
1,639.15 |
1,639.15 |
1,637.74 |
S1 |
1,630.70 |
1,630.70 |
1,635.05 |
1,627.89 |
S2 |
1,625.07 |
1,625.07 |
1,633.76 |
|
S3 |
1,610.99 |
1,616.62 |
1,632.47 |
|
S4 |
1,596.91 |
1,602.54 |
1,628.60 |
|
|
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% |
41.09 |
2.5% |
76% |
False |
False |
4,966 |
10 |
1,687.92 |
1,566.78 |
121.14 |
7.4% |
34.92 |
2.1% |
57% |
False |
False |
5,515 |
20 |
1,687.92 |
1,552.87 |
135.05 |
8.3% |
23.14 |
1.4% |
62% |
False |
False |
6,322 |
40 |
1,687.92 |
1,536.52 |
151.40 |
9.3% |
19.10 |
1.2% |
66% |
False |
False |
6,760 |
60 |
1,687.92 |
1,460.05 |
227.87 |
13.9% |
17.56 |
1.1% |
77% |
False |
False |
6,933 |
80 |
1,687.92 |
1,446.68 |
241.24 |
14.7% |
15.93 |
1.0% |
79% |
False |
False |
6,936 |
100 |
1,687.92 |
1,446.68 |
241.24 |
14.7% |
15.62 |
1.0% |
79% |
False |
False |
6,855 |
120 |
1,687.92 |
1,446.68 |
241.24 |
14.7% |
16.31 |
1.0% |
79% |
False |
False |
6,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,707.43 |
2.618 |
1,684.45 |
1.618 |
1,670.37 |
1.000 |
1,661.67 |
0.618 |
1,656.29 |
HIGH |
1,647.59 |
0.618 |
1,642.21 |
0.500 |
1,640.55 |
0.382 |
1,638.89 |
LOW |
1,633.51 |
0.618 |
1,624.81 |
1.000 |
1,619.43 |
1.618 |
1,610.73 |
2.618 |
1,596.65 |
4.250 |
1,573.67 |
|
|
Fisher Pivots for day following 04-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,640.55 |
1,628.78 |
PP |
1,639.15 |
1,621.22 |
S1 |
1,637.74 |
1,613.66 |
|