Trading Metrics calculated at close of trading on 16-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2020 |
16-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,577.55 |
1,534.49 |
-43.06 |
-2.7% |
1,673.99 |
High |
1,595.26 |
1,564.94 |
-30.32 |
-1.9% |
1,701.61 |
Low |
1,512.37 |
1,453.26 |
-59.11 |
-3.9% |
1,512.37 |
Close |
1,529.04 |
1,511.55 |
-17.49 |
-1.1% |
1,529.04 |
Range |
82.89 |
111.68 |
28.79 |
34.7% |
189.24 |
ATR |
36.46 |
41.84 |
5.37 |
14.7% |
0.00 |
Volume |
6,384 |
6,813 |
429 |
6.7% |
30,558 |
|
Daily Pivots for day following 16-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,844.96 |
1,789.93 |
1,572.97 |
|
R3 |
1,733.28 |
1,678.25 |
1,542.26 |
|
R2 |
1,621.60 |
1,621.60 |
1,532.02 |
|
R1 |
1,566.57 |
1,566.57 |
1,521.79 |
1,538.25 |
PP |
1,509.92 |
1,509.92 |
1,509.92 |
1,495.75 |
S1 |
1,454.89 |
1,454.89 |
1,501.31 |
1,426.57 |
S2 |
1,398.24 |
1,398.24 |
1,491.08 |
|
S3 |
1,286.56 |
1,343.21 |
1,480.84 |
|
S4 |
1,174.88 |
1,231.53 |
1,450.13 |
|
|
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 |
1,679.57 |
1,453.26 |
226.31 |
15.0% |
69.64 |
4.6% |
26% |
False |
True |
6,304 |
10 |
1,701.61 |
1,453.26 |
248.35 |
16.4% |
53.79 |
3.6% |
23% |
False |
True |
5,885 |
20 |
1,701.61 |
1,453.26 |
248.35 |
16.4% |
42.52 |
2.8% |
23% |
False |
True |
5,899 |
40 |
1,701.61 |
1,453.26 |
248.35 |
16.4% |
28.16 |
1.9% |
23% |
False |
True |
6,485 |
60 |
1,701.61 |
1,453.26 |
248.35 |
16.4% |
23.90 |
1.6% |
23% |
False |
True |
6,742 |
80 |
1,701.61 |
1,452.18 |
249.43 |
16.5% |
20.57 |
1.4% |
24% |
False |
False |
6,841 |
100 |
1,701.61 |
1,446.68 |
254.93 |
16.9% |
19.35 |
1.3% |
25% |
False |
False |
6,855 |
120 |
1,701.61 |
1,446.68 |
254.93 |
16.9% |
19.01 |
1.3% |
25% |
False |
False |
6,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,039.58 |
2.618 |
1,857.32 |
1.618 |
1,745.64 |
1.000 |
1,676.62 |
0.618 |
1,633.96 |
HIGH |
1,564.94 |
0.618 |
1,522.28 |
0.500 |
1,509.10 |
0.382 |
1,495.92 |
LOW |
1,453.26 |
0.618 |
1,384.24 |
1.000 |
1,341.58 |
1.618 |
1,272.56 |
2.618 |
1,160.88 |
4.250 |
978.62 |
|
|
Fisher Pivots for day following 16-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,510.73 |
1,550.58 |
PP |
1,509.92 |
1,537.57 |
S1 |
1,509.10 |
1,524.56 |
|