Trading Metrics calculated at close of trading on 20-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2020 |
20-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,485.38 |
1,472.21 |
-13.17 |
-0.9% |
1,534.49 |
High |
1,497.18 |
1,513.88 |
16.70 |
1.1% |
1,564.94 |
Low |
1,465.60 |
1,463.91 |
-1.69 |
-0.1% |
1,453.26 |
Close |
1,472.46 |
1,496.33 |
23.87 |
1.6% |
1,496.33 |
Range |
31.58 |
49.97 |
18.39 |
58.2% |
111.68 |
ATR |
45.23 |
45.57 |
0.34 |
0.7% |
0.00 |
Volume |
6,609 |
6,845 |
236 |
3.6% |
35,490 |
|
Daily Pivots for day following 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,641.28 |
1,618.78 |
1,523.81 |
|
R3 |
1,591.31 |
1,568.81 |
1,510.07 |
|
R2 |
1,541.34 |
1,541.34 |
1,505.49 |
|
R1 |
1,518.84 |
1,518.84 |
1,500.91 |
1,530.09 |
PP |
1,491.37 |
1,491.37 |
1,491.37 |
1,497.00 |
S1 |
1,468.87 |
1,468.87 |
1,491.75 |
1,480.12 |
S2 |
1,441.40 |
1,441.40 |
1,487.17 |
|
S3 |
1,391.43 |
1,418.90 |
1,482.59 |
|
S4 |
1,341.46 |
1,368.93 |
1,468.85 |
|
|
Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,839.88 |
1,779.79 |
1,557.75 |
|
R3 |
1,728.20 |
1,668.11 |
1,527.04 |
|
R2 |
1,616.52 |
1,616.52 |
1,516.80 |
|
R1 |
1,556.43 |
1,556.43 |
1,506.57 |
1,530.64 |
PP |
1,504.84 |
1,504.84 |
1,504.84 |
1,491.95 |
S1 |
1,444.75 |
1,444.75 |
1,486.09 |
1,418.96 |
S2 |
1,393.16 |
1,393.16 |
1,475.86 |
|
S3 |
1,281.48 |
1,333.07 |
1,465.62 |
|
S4 |
1,169.80 |
1,221.39 |
1,434.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,564.94 |
1,453.26 |
111.68 |
7.5% |
68.40 |
4.6% |
39% |
False |
False |
7,098 |
10 |
1,701.61 |
1,453.26 |
248.35 |
16.6% |
62.02 |
4.1% |
17% |
False |
False |
6,604 |
20 |
1,701.61 |
1,453.26 |
248.35 |
16.6% |
49.90 |
3.3% |
17% |
False |
False |
5,926 |
40 |
1,701.61 |
1,453.26 |
248.35 |
16.6% |
32.38 |
2.2% |
17% |
False |
False |
6,482 |
60 |
1,701.61 |
1,453.26 |
248.35 |
16.6% |
27.03 |
1.8% |
17% |
False |
False |
6,735 |
80 |
1,701.61 |
1,453.26 |
248.35 |
16.6% |
22.97 |
1.5% |
17% |
False |
False |
6,849 |
100 |
1,701.61 |
1,446.68 |
254.93 |
17.0% |
21.09 |
1.4% |
19% |
False |
False |
6,873 |
120 |
1,701.61 |
1,446.68 |
254.93 |
17.0% |
20.00 |
1.3% |
19% |
False |
False |
6,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,726.25 |
2.618 |
1,644.70 |
1.618 |
1,594.73 |
1.000 |
1,563.85 |
0.618 |
1,544.76 |
HIGH |
1,513.88 |
0.618 |
1,494.79 |
0.500 |
1,488.90 |
0.382 |
1,483.00 |
LOW |
1,463.91 |
0.618 |
1,433.03 |
1.000 |
1,413.94 |
1.618 |
1,383.06 |
2.618 |
1,333.09 |
4.250 |
1,251.54 |
|
|
Fisher Pivots for day following 20-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,493.85 |
1,503.44 |
PP |
1,491.37 |
1,501.07 |
S1 |
1,488.90 |
1,498.70 |
|