| Trading Metrics calculated at close of trading on 11-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2020 |
11-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1,678.76 |
1,649.08 |
-29.68 |
-1.8% |
1,586.24 |
| High |
1,679.57 |
1,669.44 |
-10.13 |
-0.6% |
1,689.50 |
| Low |
1,645.13 |
1,634.02 |
-11.11 |
-0.7% |
1,579.73 |
| Close |
1,649.04 |
1,635.65 |
-13.39 |
-0.8% |
1,674.18 |
| Range |
34.44 |
35.42 |
0.98 |
2.8% |
109.77 |
| ATR |
28.48 |
28.98 |
0.50 |
1.7% |
0.00 |
| Volume |
5,563 |
6,480 |
917 |
16.5% |
26,030 |
|
| Daily Pivots for day following 11-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,752.63 |
1,729.56 |
1,655.13 |
|
| R3 |
1,717.21 |
1,694.14 |
1,645.39 |
|
| R2 |
1,681.79 |
1,681.79 |
1,642.14 |
|
| R1 |
1,658.72 |
1,658.72 |
1,638.90 |
1,652.55 |
| PP |
1,646.37 |
1,646.37 |
1,646.37 |
1,643.28 |
| S1 |
1,623.30 |
1,623.30 |
1,632.40 |
1,617.13 |
| S2 |
1,610.95 |
1,610.95 |
1,629.16 |
|
| S3 |
1,575.53 |
1,587.88 |
1,625.91 |
|
| S4 |
1,540.11 |
1,552.46 |
1,616.17 |
|
|
| 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 |
1,634.02 |
67.59 |
4.1% |
37.42 |
2.3% |
2% |
False |
True |
5,752 |
| 10 |
1,701.61 |
1,566.78 |
134.83 |
8.2% |
39.26 |
2.4% |
51% |
False |
False |
5,359 |
| 20 |
1,701.61 |
1,565.67 |
135.94 |
8.3% |
29.99 |
1.8% |
51% |
False |
False |
5,943 |
| 40 |
1,701.61 |
1,547.40 |
154.21 |
9.4% |
21.87 |
1.3% |
57% |
False |
False |
6,544 |
| 60 |
1,701.61 |
1,470.90 |
230.71 |
14.1% |
19.61 |
1.2% |
71% |
False |
False |
6,794 |
| 80 |
1,701.61 |
1,452.18 |
249.43 |
15.2% |
17.51 |
1.1% |
74% |
False |
False |
6,860 |
| 100 |
1,701.61 |
1,446.68 |
254.93 |
15.6% |
16.86 |
1.0% |
74% |
False |
False |
6,855 |
| 120 |
1,701.61 |
1,446.68 |
254.93 |
15.6% |
17.18 |
1.1% |
74% |
False |
False |
6,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,819.98 |
|
2.618 |
1,762.17 |
|
1.618 |
1,726.75 |
|
1.000 |
1,704.86 |
|
0.618 |
1,691.33 |
|
HIGH |
1,669.44 |
|
0.618 |
1,655.91 |
|
0.500 |
1,651.73 |
|
0.382 |
1,647.55 |
|
LOW |
1,634.02 |
|
0.618 |
1,612.13 |
|
1.000 |
1,598.60 |
|
1.618 |
1,576.71 |
|
2.618 |
1,541.29 |
|
4.250 |
1,483.49 |
|
|
| Fisher Pivots for day following 11-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,651.73 |
1,667.82 |
| PP |
1,646.37 |
1,657.09 |
| S1 |
1,641.01 |
1,646.37 |
|