Trading Metrics calculated at close of trading on 06-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2020 |
06-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,635.89 |
1,671.98 |
36.09 |
2.2% |
1,586.24 |
High |
1,673.51 |
1,689.50 |
15.99 |
1.0% |
1,689.50 |
Low |
1,635.89 |
1,651.55 |
15.66 |
1.0% |
1,579.73 |
Close |
1,671.95 |
1,674.18 |
2.23 |
0.1% |
1,674.18 |
Range |
37.62 |
37.95 |
0.33 |
0.9% |
109.77 |
ATR |
26.13 |
26.97 |
0.84 |
3.2% |
0.00 |
Volume |
5,878 |
4,993 |
-885 |
-15.1% |
26,030 |
|
Daily Pivots for day following 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,785.59 |
1,767.84 |
1,695.05 |
|
R3 |
1,747.64 |
1,729.89 |
1,684.62 |
|
R2 |
1,709.69 |
1,709.69 |
1,681.14 |
|
R1 |
1,691.94 |
1,691.94 |
1,677.66 |
1,700.82 |
PP |
1,671.74 |
1,671.74 |
1,671.74 |
1,676.18 |
S1 |
1,653.99 |
1,653.99 |
1,670.70 |
1,662.87 |
S2 |
1,633.79 |
1,633.79 |
1,667.22 |
|
S3 |
1,595.84 |
1,616.04 |
1,663.74 |
|
S4 |
1,557.89 |
1,578.09 |
1,653.31 |
|
|
Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,977.11 |
1,935.42 |
1,734.55 |
|
R3 |
1,867.34 |
1,825.65 |
1,704.37 |
|
R2 |
1,757.57 |
1,757.57 |
1,694.30 |
|
R1 |
1,715.88 |
1,715.88 |
1,684.24 |
1,736.73 |
PP |
1,647.80 |
1,647.80 |
1,647.80 |
1,658.23 |
S1 |
1,606.11 |
1,606.11 |
1,664.12 |
1,626.96 |
S2 |
1,538.03 |
1,538.03 |
1,654.06 |
|
S3 |
1,428.26 |
1,496.34 |
1,643.99 |
|
S4 |
1,318.49 |
1,386.57 |
1,613.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,689.50 |
1,579.73 |
109.77 |
6.6% |
35.71 |
2.1% |
86% |
True |
False |
5,206 |
10 |
1,689.50 |
1,566.78 |
122.72 |
7.3% |
37.79 |
2.3% |
88% |
True |
False |
5,248 |
20 |
1,689.50 |
1,562.37 |
127.13 |
7.6% |
25.71 |
1.5% |
88% |
True |
False |
6,146 |
40 |
1,689.50 |
1,536.52 |
152.98 |
9.1% |
20.13 |
1.2% |
90% |
True |
False |
6,653 |
60 |
1,689.50 |
1,463.23 |
226.27 |
13.5% |
18.43 |
1.1% |
93% |
True |
False |
6,861 |
80 |
1,689.50 |
1,452.18 |
237.32 |
14.2% |
16.58 |
1.0% |
94% |
True |
False |
6,898 |
100 |
1,689.50 |
1,446.68 |
242.82 |
14.5% |
16.07 |
1.0% |
94% |
True |
False |
6,854 |
120 |
1,689.50 |
1,446.68 |
242.82 |
14.5% |
16.64 |
1.0% |
94% |
True |
False |
6,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,850.79 |
2.618 |
1,788.85 |
1.618 |
1,750.90 |
1.000 |
1,727.45 |
0.618 |
1,712.95 |
HIGH |
1,689.50 |
0.618 |
1,675.00 |
0.500 |
1,670.53 |
0.382 |
1,666.05 |
LOW |
1,651.55 |
0.618 |
1,628.10 |
1.000 |
1,613.60 |
1.618 |
1,590.15 |
2.618 |
1,552.20 |
4.250 |
1,490.26 |
|
|
Fisher Pivots for day following 06-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,672.96 |
1,669.96 |
PP |
1,671.74 |
1,665.73 |
S1 |
1,670.53 |
1,661.51 |
|