Trading Metrics calculated at close of trading on 17-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2020 |
17-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,534.49 |
1,511.69 |
-22.80 |
-1.5% |
1,673.99 |
High |
1,564.94 |
1,548.43 |
-16.51 |
-1.1% |
1,701.61 |
Low |
1,453.26 |
1,466.83 |
13.57 |
0.9% |
1,512.37 |
Close |
1,511.55 |
1,527.89 |
16.34 |
1.1% |
1,529.04 |
Range |
111.68 |
81.60 |
-30.08 |
-26.9% |
189.24 |
ATR |
41.84 |
44.68 |
2.84 |
6.8% |
0.00 |
Volume |
6,813 |
7,915 |
1,102 |
16.2% |
30,558 |
|
Daily Pivots for day following 17-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,759.18 |
1,725.14 |
1,572.77 |
|
R3 |
1,677.58 |
1,643.54 |
1,550.33 |
|
R2 |
1,595.98 |
1,595.98 |
1,542.85 |
|
R1 |
1,561.94 |
1,561.94 |
1,535.37 |
1,578.96 |
PP |
1,514.38 |
1,514.38 |
1,514.38 |
1,522.90 |
S1 |
1,480.34 |
1,480.34 |
1,520.41 |
1,497.36 |
S2 |
1,432.78 |
1,432.78 |
1,512.93 |
|
S3 |
1,351.18 |
1,398.74 |
1,505.45 |
|
S4 |
1,269.58 |
1,317.14 |
1,483.01 |
|
|
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 |
1,669.44 |
1,453.26 |
216.18 |
14.1% |
79.07 |
5.2% |
35% |
False |
False |
6,775 |
10 |
1,701.61 |
1,453.26 |
248.35 |
16.3% |
56.11 |
3.7% |
30% |
False |
False |
6,171 |
20 |
1,701.61 |
1,453.26 |
248.35 |
16.3% |
45.43 |
3.0% |
30% |
False |
False |
5,931 |
40 |
1,701.61 |
1,453.26 |
248.35 |
16.3% |
29.69 |
1.9% |
30% |
False |
False |
6,500 |
60 |
1,701.61 |
1,453.26 |
248.35 |
16.3% |
25.19 |
1.6% |
30% |
False |
False |
6,751 |
80 |
1,701.61 |
1,452.18 |
249.43 |
16.3% |
21.46 |
1.4% |
30% |
False |
False |
6,853 |
100 |
1,701.61 |
1,446.68 |
254.93 |
16.7% |
20.01 |
1.3% |
32% |
False |
False |
6,872 |
120 |
1,701.61 |
1,446.68 |
254.93 |
16.7% |
19.53 |
1.3% |
32% |
False |
False |
6,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,895.23 |
2.618 |
1,762.06 |
1.618 |
1,680.46 |
1.000 |
1,630.03 |
0.618 |
1,598.86 |
HIGH |
1,548.43 |
0.618 |
1,517.26 |
0.500 |
1,507.63 |
0.382 |
1,498.00 |
LOW |
1,466.83 |
0.618 |
1,416.40 |
1.000 |
1,385.23 |
1.618 |
1,334.80 |
2.618 |
1,253.20 |
4.250 |
1,120.03 |
|
|
Fisher Pivots for day following 17-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,521.14 |
1,526.68 |
PP |
1,514.38 |
1,525.47 |
S1 |
1,507.63 |
1,524.26 |
|