Trading Metrics calculated at close of trading on 18-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2020 |
18-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,511.69 |
1,527.89 |
16.20 |
1.1% |
1,673.99 |
High |
1,548.43 |
1,542.97 |
-5.46 |
-0.4% |
1,701.61 |
Low |
1,466.83 |
1,475.82 |
8.99 |
0.6% |
1,512.37 |
Close |
1,527.89 |
1,485.20 |
-42.69 |
-2.8% |
1,529.04 |
Range |
81.60 |
67.15 |
-14.45 |
-17.7% |
189.24 |
ATR |
44.68 |
46.28 |
1.61 |
3.6% |
0.00 |
Volume |
7,915 |
7,308 |
-607 |
-7.7% |
30,558 |
|
Daily Pivots for day following 18-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,702.78 |
1,661.14 |
1,522.13 |
|
R3 |
1,635.63 |
1,593.99 |
1,503.67 |
|
R2 |
1,568.48 |
1,568.48 |
1,497.51 |
|
R1 |
1,526.84 |
1,526.84 |
1,491.36 |
1,514.09 |
PP |
1,501.33 |
1,501.33 |
1,501.33 |
1,494.95 |
S1 |
1,459.69 |
1,459.69 |
1,479.04 |
1,446.94 |
S2 |
1,434.18 |
1,434.18 |
1,472.89 |
|
S3 |
1,367.03 |
1,392.54 |
1,466.73 |
|
S4 |
1,299.88 |
1,325.39 |
1,448.27 |
|
|
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 |
1,647.89 |
1,453.26 |
194.63 |
13.1% |
85.42 |
5.8% |
16% |
False |
False |
6,940 |
10 |
1,701.61 |
1,453.26 |
248.35 |
16.7% |
61.42 |
4.1% |
13% |
False |
False |
6,346 |
20 |
1,701.61 |
1,453.26 |
248.35 |
16.7% |
48.17 |
3.2% |
13% |
False |
False |
5,930 |
40 |
1,701.61 |
1,453.26 |
248.35 |
16.7% |
31.16 |
2.1% |
13% |
False |
False |
6,497 |
60 |
1,701.61 |
1,453.26 |
248.35 |
16.7% |
26.17 |
1.8% |
13% |
False |
False |
6,743 |
80 |
1,701.61 |
1,452.18 |
249.43 |
16.8% |
22.19 |
1.5% |
13% |
False |
False |
6,858 |
100 |
1,701.61 |
1,446.68 |
254.93 |
17.2% |
20.50 |
1.4% |
15% |
False |
False |
6,877 |
120 |
1,701.61 |
1,446.68 |
254.93 |
17.2% |
19.81 |
1.3% |
15% |
False |
False |
6,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,828.36 |
2.618 |
1,718.77 |
1.618 |
1,651.62 |
1.000 |
1,610.12 |
0.618 |
1,584.47 |
HIGH |
1,542.97 |
0.618 |
1,517.32 |
0.500 |
1,509.40 |
0.382 |
1,501.47 |
LOW |
1,475.82 |
0.618 |
1,434.32 |
1.000 |
1,408.67 |
1.618 |
1,367.17 |
2.618 |
1,300.02 |
4.250 |
1,190.43 |
|
|
Fisher Pivots for day following 18-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,509.40 |
1,509.10 |
PP |
1,501.33 |
1,501.13 |
S1 |
1,493.27 |
1,493.17 |
|