Trading Metrics calculated at close of trading on 10-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2020 |
10-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,673.99 |
1,678.76 |
4.77 |
0.3% |
1,586.24 |
High |
1,701.61 |
1,679.57 |
-22.04 |
-1.3% |
1,689.50 |
Low |
1,659.92 |
1,645.13 |
-14.79 |
-0.9% |
1,579.73 |
Close |
1,678.56 |
1,649.04 |
-29.52 |
-1.8% |
1,674.18 |
Range |
41.69 |
34.44 |
-7.25 |
-17.4% |
109.77 |
ATR |
28.02 |
28.48 |
0.46 |
1.6% |
0.00 |
Volume |
5,847 |
5,563 |
-284 |
-4.9% |
26,030 |
|
Daily Pivots for day following 10-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,761.23 |
1,739.58 |
1,667.98 |
|
R3 |
1,726.79 |
1,705.14 |
1,658.51 |
|
R2 |
1,692.35 |
1,692.35 |
1,655.35 |
|
R1 |
1,670.70 |
1,670.70 |
1,652.20 |
1,664.31 |
PP |
1,657.91 |
1,657.91 |
1,657.91 |
1,654.72 |
S1 |
1,636.26 |
1,636.26 |
1,645.88 |
1,629.87 |
S2 |
1,623.47 |
1,623.47 |
1,642.73 |
|
S3 |
1,589.03 |
1,601.82 |
1,639.57 |
|
S4 |
1,554.59 |
1,567.38 |
1,630.10 |
|
|
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 |
1,633.51 |
68.10 |
4.1% |
33.16 |
2.0% |
23% |
False |
False |
5,567 |
10 |
1,701.61 |
1,566.78 |
134.83 |
8.2% |
38.37 |
2.3% |
61% |
False |
False |
5,218 |
20 |
1,701.61 |
1,562.37 |
139.24 |
8.4% |
28.59 |
1.7% |
62% |
False |
False |
5,996 |
40 |
1,701.61 |
1,541.94 |
159.67 |
9.7% |
21.36 |
1.3% |
67% |
False |
False |
6,572 |
60 |
1,701.61 |
1,470.90 |
230.71 |
14.0% |
19.12 |
1.2% |
77% |
False |
False |
6,814 |
80 |
1,701.61 |
1,452.18 |
249.43 |
15.1% |
17.28 |
1.0% |
79% |
False |
False |
6,865 |
100 |
1,701.61 |
1,446.68 |
254.93 |
15.5% |
16.63 |
1.0% |
79% |
False |
False |
6,846 |
120 |
1,701.61 |
1,446.68 |
254.93 |
15.5% |
17.00 |
1.0% |
79% |
False |
False |
6,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,825.94 |
2.618 |
1,769.73 |
1.618 |
1,735.29 |
1.000 |
1,714.01 |
0.618 |
1,700.85 |
HIGH |
1,679.57 |
0.618 |
1,666.41 |
0.500 |
1,662.35 |
0.382 |
1,658.29 |
LOW |
1,645.13 |
0.618 |
1,623.85 |
1.000 |
1,610.69 |
1.618 |
1,589.41 |
2.618 |
1,554.97 |
4.250 |
1,498.76 |
|
|
Fisher Pivots for day following 10-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,662.35 |
1,673.37 |
PP |
1,657.91 |
1,665.26 |
S1 |
1,653.48 |
1,657.15 |
|