Trading Metrics calculated at close of trading on 23-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2020 |
23-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,472.21 |
1,507.99 |
35.78 |
2.4% |
1,534.49 |
High |
1,513.88 |
1,559.52 |
45.64 |
3.0% |
1,564.94 |
Low |
1,463.91 |
1,486.21 |
22.30 |
1.5% |
1,453.26 |
Close |
1,496.33 |
1,550.79 |
54.46 |
3.6% |
1,496.33 |
Range |
49.97 |
73.31 |
23.34 |
46.7% |
111.68 |
ATR |
45.57 |
47.55 |
1.98 |
4.3% |
0.00 |
Volume |
6,845 |
5,381 |
-1,464 |
-21.4% |
35,490 |
|
Daily Pivots for day following 23-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,752.10 |
1,724.76 |
1,591.11 |
|
R3 |
1,678.79 |
1,651.45 |
1,570.95 |
|
R2 |
1,605.48 |
1,605.48 |
1,564.23 |
|
R1 |
1,578.14 |
1,578.14 |
1,557.51 |
1,591.81 |
PP |
1,532.17 |
1,532.17 |
1,532.17 |
1,539.01 |
S1 |
1,504.83 |
1,504.83 |
1,544.07 |
1,518.50 |
S2 |
1,458.86 |
1,458.86 |
1,537.35 |
|
S3 |
1,385.55 |
1,431.52 |
1,530.63 |
|
S4 |
1,312.24 |
1,358.21 |
1,510.47 |
|
|
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 |
1,559.52 |
1,463.91 |
95.61 |
6.2% |
60.72 |
3.9% |
91% |
True |
False |
6,811 |
10 |
1,679.57 |
1,453.26 |
226.31 |
14.6% |
65.18 |
4.2% |
43% |
False |
False |
6,558 |
20 |
1,701.61 |
1,453.26 |
248.35 |
16.0% |
51.31 |
3.3% |
39% |
False |
False |
5,894 |
40 |
1,701.61 |
1,453.26 |
248.35 |
16.0% |
33.86 |
2.2% |
39% |
False |
False |
6,443 |
60 |
1,701.61 |
1,453.26 |
248.35 |
16.0% |
28.14 |
1.8% |
39% |
False |
False |
6,694 |
80 |
1,701.61 |
1,453.26 |
248.35 |
16.0% |
23.85 |
1.5% |
39% |
False |
False |
6,840 |
100 |
1,701.61 |
1,446.68 |
254.93 |
16.4% |
21.63 |
1.4% |
41% |
False |
False |
6,857 |
120 |
1,701.61 |
1,446.68 |
254.93 |
16.4% |
20.45 |
1.3% |
41% |
False |
False |
6,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,871.09 |
2.618 |
1,751.45 |
1.618 |
1,678.14 |
1.000 |
1,632.83 |
0.618 |
1,604.83 |
HIGH |
1,559.52 |
0.618 |
1,531.52 |
0.500 |
1,522.87 |
0.382 |
1,514.21 |
LOW |
1,486.21 |
0.618 |
1,440.90 |
1.000 |
1,412.90 |
1.618 |
1,367.59 |
2.618 |
1,294.28 |
4.250 |
1,174.64 |
|
|
Fisher Pivots for day following 23-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,541.48 |
1,537.77 |
PP |
1,532.17 |
1,524.74 |
S1 |
1,522.87 |
1,511.72 |
|