Trading Metrics calculated at close of trading on 09-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2020 |
09-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,671.98 |
1,673.99 |
2.01 |
0.1% |
1,586.24 |
High |
1,689.50 |
1,701.61 |
12.11 |
0.7% |
1,689.50 |
Low |
1,651.55 |
1,659.92 |
8.37 |
0.5% |
1,579.73 |
Close |
1,674.18 |
1,678.56 |
4.38 |
0.3% |
1,674.18 |
Range |
37.95 |
41.69 |
3.74 |
9.9% |
109.77 |
ATR |
26.97 |
28.02 |
1.05 |
3.9% |
0.00 |
Volume |
4,993 |
5,847 |
854 |
17.1% |
26,030 |
|
Daily Pivots for day following 09-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,805.10 |
1,783.52 |
1,701.49 |
|
R3 |
1,763.41 |
1,741.83 |
1,690.02 |
|
R2 |
1,721.72 |
1,721.72 |
1,686.20 |
|
R1 |
1,700.14 |
1,700.14 |
1,682.38 |
1,710.93 |
PP |
1,680.03 |
1,680.03 |
1,680.03 |
1,685.43 |
S1 |
1,658.45 |
1,658.45 |
1,674.74 |
1,669.24 |
S2 |
1,638.34 |
1,638.34 |
1,670.92 |
|
S3 |
1,596.65 |
1,616.76 |
1,667.10 |
|
S4 |
1,554.96 |
1,575.07 |
1,655.63 |
|
|
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 |
1,701.61 |
1,588.81 |
112.80 |
6.7% |
37.93 |
2.3% |
80% |
True |
False |
5,466 |
10 |
1,701.61 |
1,566.78 |
134.83 |
8.0% |
37.44 |
2.2% |
83% |
True |
False |
5,230 |
20 |
1,701.61 |
1,562.37 |
139.24 |
8.3% |
27.39 |
1.6% |
83% |
True |
False |
6,074 |
40 |
1,701.61 |
1,536.52 |
165.09 |
9.8% |
20.81 |
1.2% |
86% |
True |
False |
6,613 |
60 |
1,701.61 |
1,463.23 |
238.38 |
14.2% |
18.79 |
1.1% |
90% |
True |
False |
6,841 |
80 |
1,701.61 |
1,452.18 |
249.43 |
14.9% |
16.96 |
1.0% |
91% |
True |
False |
6,884 |
100 |
1,701.61 |
1,446.68 |
254.93 |
15.2% |
16.37 |
1.0% |
91% |
True |
False |
6,848 |
120 |
1,701.61 |
1,446.68 |
254.93 |
15.2% |
16.87 |
1.0% |
91% |
True |
False |
6,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,878.79 |
2.618 |
1,810.75 |
1.618 |
1,769.06 |
1.000 |
1,743.30 |
0.618 |
1,727.37 |
HIGH |
1,701.61 |
0.618 |
1,685.68 |
0.500 |
1,680.77 |
0.382 |
1,675.85 |
LOW |
1,659.92 |
0.618 |
1,634.16 |
1.000 |
1,618.23 |
1.618 |
1,592.47 |
2.618 |
1,550.78 |
4.250 |
1,482.74 |
|
|
Fisher Pivots for day following 09-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,680.77 |
1,675.29 |
PP |
1,680.03 |
1,672.02 |
S1 |
1,679.30 |
1,668.75 |
|