Trading Metrics calculated at close of trading on 05-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2020 |
05-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,640.42 |
1,635.89 |
-4.53 |
-0.3% |
1,642.79 |
High |
1,647.59 |
1,673.51 |
25.92 |
1.6% |
1,687.92 |
Low |
1,633.51 |
1,635.89 |
2.38 |
0.1% |
1,566.78 |
Close |
1,636.34 |
1,671.95 |
35.61 |
2.2% |
1,585.69 |
Range |
14.08 |
37.62 |
23.54 |
167.2% |
121.14 |
ATR |
25.25 |
26.13 |
0.88 |
3.5% |
0.00 |
Volume |
5,557 |
5,878 |
321 |
5.8% |
26,456 |
|
Daily Pivots for day following 05-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,773.31 |
1,760.25 |
1,692.64 |
|
R3 |
1,735.69 |
1,722.63 |
1,682.30 |
|
R2 |
1,698.07 |
1,698.07 |
1,678.85 |
|
R1 |
1,685.01 |
1,685.01 |
1,675.40 |
1,691.54 |
PP |
1,660.45 |
1,660.45 |
1,660.45 |
1,663.72 |
S1 |
1,647.39 |
1,647.39 |
1,668.50 |
1,653.92 |
S2 |
1,622.83 |
1,622.83 |
1,665.05 |
|
S3 |
1,585.21 |
1,609.77 |
1,661.60 |
|
S4 |
1,547.59 |
1,572.15 |
1,651.26 |
|
|
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 |
1,673.51 |
1,566.78 |
106.73 |
6.4% |
44.38 |
2.7% |
99% |
True |
False |
5,114 |
10 |
1,687.92 |
1,566.78 |
121.14 |
7.2% |
36.89 |
2.2% |
87% |
False |
False |
5,402 |
20 |
1,687.92 |
1,562.37 |
125.55 |
7.5% |
24.30 |
1.5% |
87% |
False |
False |
6,253 |
40 |
1,687.92 |
1,536.52 |
151.40 |
9.1% |
19.59 |
1.2% |
89% |
False |
False |
6,718 |
60 |
1,687.92 |
1,462.91 |
225.01 |
13.5% |
18.04 |
1.1% |
93% |
False |
False |
6,904 |
80 |
1,687.92 |
1,452.18 |
235.74 |
14.1% |
16.24 |
1.0% |
93% |
False |
False |
6,921 |
100 |
1,687.92 |
1,446.68 |
241.24 |
14.4% |
15.81 |
0.9% |
93% |
False |
False |
6,859 |
120 |
1,687.92 |
1,446.68 |
241.24 |
14.4% |
16.52 |
1.0% |
93% |
False |
False |
6,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,833.40 |
2.618 |
1,772.00 |
1.618 |
1,734.38 |
1.000 |
1,711.13 |
0.618 |
1,696.76 |
HIGH |
1,673.51 |
0.618 |
1,659.14 |
0.500 |
1,654.70 |
0.382 |
1,650.26 |
LOW |
1,635.89 |
0.618 |
1,612.64 |
1.000 |
1,598.27 |
1.618 |
1,575.02 |
2.618 |
1,537.40 |
4.250 |
1,476.01 |
|
|
Fisher Pivots for day following 05-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,666.20 |
1,658.35 |
PP |
1,660.45 |
1,644.76 |
S1 |
1,654.70 |
1,631.16 |
|