Trading Metrics calculated at close of trading on 12-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2020 |
12-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,649.08 |
1,635.42 |
-13.66 |
-0.8% |
1,586.24 |
High |
1,669.44 |
1,647.89 |
-21.55 |
-1.3% |
1,689.50 |
Low |
1,634.02 |
1,564.13 |
-69.89 |
-4.3% |
1,579.73 |
Close |
1,635.65 |
1,577.59 |
-58.06 |
-3.5% |
1,674.18 |
Range |
35.42 |
83.76 |
48.34 |
136.5% |
109.77 |
ATR |
28.98 |
32.89 |
3.91 |
13.5% |
0.00 |
Volume |
6,480 |
6,284 |
-196 |
-3.0% |
26,030 |
|
Daily Pivots for day following 12-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.82 |
1,796.46 |
1,623.66 |
|
R3 |
1,764.06 |
1,712.70 |
1,600.62 |
|
R2 |
1,680.30 |
1,680.30 |
1,592.95 |
|
R1 |
1,628.94 |
1,628.94 |
1,585.27 |
1,612.74 |
PP |
1,596.54 |
1,596.54 |
1,596.54 |
1,588.44 |
S1 |
1,545.18 |
1,545.18 |
1,569.91 |
1,528.98 |
S2 |
1,512.78 |
1,512.78 |
1,562.23 |
|
S3 |
1,429.02 |
1,461.42 |
1,554.56 |
|
S4 |
1,345.26 |
1,377.66 |
1,531.52 |
|
|
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 |
1,564.13 |
137.48 |
8.7% |
46.65 |
3.0% |
10% |
False |
True |
5,833 |
10 |
1,701.61 |
1,564.13 |
137.48 |
8.7% |
45.52 |
2.9% |
10% |
False |
True |
5,474 |
20 |
1,701.61 |
1,564.13 |
137.48 |
8.7% |
33.59 |
2.1% |
10% |
False |
True |
5,886 |
40 |
1,701.61 |
1,547.40 |
154.21 |
9.8% |
23.72 |
1.5% |
20% |
False |
False |
6,511 |
60 |
1,701.61 |
1,470.90 |
230.71 |
14.6% |
20.92 |
1.3% |
46% |
False |
False |
6,774 |
80 |
1,701.61 |
1,452.18 |
249.43 |
15.8% |
18.44 |
1.2% |
50% |
False |
False |
6,850 |
100 |
1,701.61 |
1,446.68 |
254.93 |
16.2% |
17.63 |
1.1% |
51% |
False |
False |
6,850 |
120 |
1,701.61 |
1,446.68 |
254.93 |
16.2% |
17.73 |
1.1% |
51% |
False |
False |
6,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,003.87 |
2.618 |
1,867.17 |
1.618 |
1,783.41 |
1.000 |
1,731.65 |
0.618 |
1,699.65 |
HIGH |
1,647.89 |
0.618 |
1,615.89 |
0.500 |
1,606.01 |
0.382 |
1,596.13 |
LOW |
1,564.13 |
0.618 |
1,512.37 |
1.000 |
1,480.37 |
1.618 |
1,428.61 |
2.618 |
1,344.85 |
4.250 |
1,208.15 |
|
|
Fisher Pivots for day following 12-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,606.01 |
1,621.85 |
PP |
1,596.54 |
1,607.10 |
S1 |
1,587.06 |
1,592.34 |
|