Trading Metrics calculated at close of trading on 13-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2020 |
13-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,635.42 |
1,577.55 |
-57.87 |
-3.5% |
1,673.99 |
High |
1,647.89 |
1,595.26 |
-52.63 |
-3.2% |
1,701.61 |
Low |
1,564.13 |
1,512.37 |
-51.76 |
-3.3% |
1,512.37 |
Close |
1,577.59 |
1,529.04 |
-48.55 |
-3.1% |
1,529.04 |
Range |
83.76 |
82.89 |
-0.87 |
-1.0% |
189.24 |
ATR |
32.89 |
36.46 |
3.57 |
10.9% |
0.00 |
Volume |
6,284 |
6,384 |
100 |
1.6% |
30,558 |
|
Daily Pivots for day following 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,794.23 |
1,744.52 |
1,574.63 |
|
R3 |
1,711.34 |
1,661.63 |
1,551.83 |
|
R2 |
1,628.45 |
1,628.45 |
1,544.24 |
|
R1 |
1,578.74 |
1,578.74 |
1,536.64 |
1,562.15 |
PP |
1,545.56 |
1,545.56 |
1,545.56 |
1,537.26 |
S1 |
1,495.85 |
1,495.85 |
1,521.44 |
1,479.26 |
S2 |
1,462.67 |
1,462.67 |
1,513.84 |
|
S3 |
1,379.78 |
1,412.96 |
1,506.25 |
|
S4 |
1,296.89 |
1,330.07 |
1,483.45 |
|
|
Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,148.73 |
2,028.12 |
1,633.12 |
|
R3 |
1,959.49 |
1,838.88 |
1,581.08 |
|
R2 |
1,770.25 |
1,770.25 |
1,563.73 |
|
R1 |
1,649.64 |
1,649.64 |
1,546.39 |
1,615.33 |
PP |
1,581.01 |
1,581.01 |
1,581.01 |
1,563.85 |
S1 |
1,460.40 |
1,460.40 |
1,511.69 |
1,426.09 |
S2 |
1,391.77 |
1,391.77 |
1,494.35 |
|
S3 |
1,202.53 |
1,271.16 |
1,477.00 |
|
S4 |
1,013.29 |
1,081.92 |
1,424.96 |
|
|
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 |
1,512.37 |
189.24 |
12.4% |
55.64 |
3.6% |
9% |
False |
True |
6,111 |
10 |
1,701.61 |
1,512.37 |
189.24 |
12.4% |
45.68 |
3.0% |
9% |
False |
True |
5,658 |
20 |
1,701.61 |
1,512.37 |
189.24 |
12.4% |
37.20 |
2.4% |
9% |
False |
True |
5,851 |
40 |
1,701.61 |
1,512.37 |
189.24 |
12.4% |
25.52 |
1.7% |
9% |
False |
True |
6,479 |
60 |
1,701.61 |
1,473.40 |
228.21 |
14.9% |
22.16 |
1.4% |
24% |
False |
False |
6,755 |
80 |
1,701.61 |
1,452.18 |
249.43 |
16.3% |
19.33 |
1.3% |
31% |
False |
False |
6,843 |
100 |
1,701.61 |
1,446.68 |
254.93 |
16.7% |
18.38 |
1.2% |
32% |
False |
False |
6,851 |
120 |
1,701.61 |
1,446.68 |
254.93 |
16.7% |
18.15 |
1.2% |
32% |
False |
False |
6,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,947.54 |
2.618 |
1,812.27 |
1.618 |
1,729.38 |
1.000 |
1,678.15 |
0.618 |
1,646.49 |
HIGH |
1,595.26 |
0.618 |
1,563.60 |
0.500 |
1,553.82 |
0.382 |
1,544.03 |
LOW |
1,512.37 |
0.618 |
1,461.14 |
1.000 |
1,429.48 |
1.618 |
1,378.25 |
2.618 |
1,295.36 |
4.250 |
1,160.09 |
|
|
Fisher Pivots for day following 13-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,553.82 |
1,590.91 |
PP |
1,545.56 |
1,570.28 |
S1 |
1,537.30 |
1,549.66 |
|