Trading Metrics calculated at close of trading on 19-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2020 |
19-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,527.89 |
1,485.38 |
-42.51 |
-2.8% |
1,673.99 |
High |
1,542.97 |
1,497.18 |
-45.79 |
-3.0% |
1,701.61 |
Low |
1,475.82 |
1,465.60 |
-10.22 |
-0.7% |
1,512.37 |
Close |
1,485.20 |
1,472.46 |
-12.74 |
-0.9% |
1,529.04 |
Range |
67.15 |
31.58 |
-35.57 |
-53.0% |
189.24 |
ATR |
46.28 |
45.23 |
-1.05 |
-2.3% |
0.00 |
Volume |
7,308 |
6,609 |
-699 |
-9.6% |
30,558 |
|
Daily Pivots for day following 19-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,573.15 |
1,554.39 |
1,489.83 |
|
R3 |
1,541.57 |
1,522.81 |
1,481.14 |
|
R2 |
1,509.99 |
1,509.99 |
1,478.25 |
|
R1 |
1,491.23 |
1,491.23 |
1,475.35 |
1,484.82 |
PP |
1,478.41 |
1,478.41 |
1,478.41 |
1,475.21 |
S1 |
1,459.65 |
1,459.65 |
1,469.57 |
1,453.24 |
S2 |
1,446.83 |
1,446.83 |
1,466.67 |
|
S3 |
1,415.25 |
1,428.07 |
1,463.78 |
|
S4 |
1,383.67 |
1,396.49 |
1,455.09 |
|
|
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 |
1,595.26 |
1,453.26 |
142.00 |
9.6% |
74.98 |
5.1% |
14% |
False |
False |
7,005 |
10 |
1,701.61 |
1,453.26 |
248.35 |
16.9% |
60.82 |
4.1% |
8% |
False |
False |
6,419 |
20 |
1,701.61 |
1,453.26 |
248.35 |
16.9% |
48.85 |
3.3% |
8% |
False |
False |
5,911 |
40 |
1,701.61 |
1,453.26 |
248.35 |
16.9% |
31.58 |
2.1% |
8% |
False |
False |
6,479 |
60 |
1,701.61 |
1,453.26 |
248.35 |
16.9% |
26.44 |
1.8% |
8% |
False |
False |
6,749 |
80 |
1,701.61 |
1,452.80 |
248.81 |
16.9% |
22.46 |
1.5% |
8% |
False |
False |
6,853 |
100 |
1,701.61 |
1,446.68 |
254.93 |
17.3% |
20.72 |
1.4% |
10% |
False |
False |
6,874 |
120 |
1,701.61 |
1,446.68 |
254.93 |
17.3% |
19.83 |
1.3% |
10% |
False |
False |
6,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,631.40 |
2.618 |
1,579.86 |
1.618 |
1,548.28 |
1.000 |
1,528.76 |
0.618 |
1,516.70 |
HIGH |
1,497.18 |
0.618 |
1,485.12 |
0.500 |
1,481.39 |
0.382 |
1,477.66 |
LOW |
1,465.60 |
0.618 |
1,446.08 |
1.000 |
1,434.02 |
1.618 |
1,414.50 |
2.618 |
1,382.92 |
4.250 |
1,331.39 |
|
|
Fisher Pivots for day following 19-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,481.39 |
1,507.02 |
PP |
1,478.41 |
1,495.50 |
S1 |
1,475.44 |
1,483.98 |
|