Trading Metrics calculated at close of trading on 24-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2020 |
24-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,507.99 |
1,550.66 |
42.67 |
2.8% |
1,534.49 |
High |
1,559.52 |
1,627.45 |
67.93 |
4.4% |
1,564.94 |
Low |
1,486.21 |
1,549.70 |
63.49 |
4.3% |
1,453.26 |
Close |
1,550.79 |
1,619.95 |
69.16 |
4.5% |
1,496.33 |
Range |
73.31 |
77.75 |
4.44 |
6.1% |
111.68 |
ATR |
47.55 |
49.71 |
2.16 |
4.5% |
0.00 |
Volume |
5,381 |
3,971 |
-1,410 |
-26.2% |
35,490 |
|
Daily Pivots for day following 24-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,832.28 |
1,803.87 |
1,662.71 |
|
R3 |
1,754.53 |
1,726.12 |
1,641.33 |
|
R2 |
1,676.78 |
1,676.78 |
1,634.20 |
|
R1 |
1,648.37 |
1,648.37 |
1,627.08 |
1,662.58 |
PP |
1,599.03 |
1,599.03 |
1,599.03 |
1,606.14 |
S1 |
1,570.62 |
1,570.62 |
1,612.82 |
1,584.83 |
S2 |
1,521.28 |
1,521.28 |
1,605.70 |
|
S3 |
1,443.53 |
1,492.87 |
1,598.57 |
|
S4 |
1,365.78 |
1,415.12 |
1,577.19 |
|
|
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 |
1,627.45 |
1,463.91 |
163.54 |
10.1% |
59.95 |
3.7% |
95% |
True |
False |
6,022 |
10 |
1,669.44 |
1,453.26 |
216.18 |
13.3% |
69.51 |
4.3% |
77% |
False |
False |
6,399 |
20 |
1,701.61 |
1,453.26 |
248.35 |
15.3% |
53.94 |
3.3% |
67% |
False |
False |
5,808 |
40 |
1,701.61 |
1,453.26 |
248.35 |
15.3% |
35.40 |
2.2% |
67% |
False |
False |
6,356 |
60 |
1,701.61 |
1,453.26 |
248.35 |
15.3% |
29.35 |
1.8% |
67% |
False |
False |
6,639 |
80 |
1,701.61 |
1,453.26 |
248.35 |
15.3% |
24.66 |
1.5% |
67% |
False |
False |
6,808 |
100 |
1,701.61 |
1,446.68 |
254.93 |
15.7% |
22.31 |
1.4% |
68% |
False |
False |
6,829 |
120 |
1,701.61 |
1,446.68 |
254.93 |
15.7% |
21.00 |
1.3% |
68% |
False |
False |
6,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,957.89 |
2.618 |
1,831.00 |
1.618 |
1,753.25 |
1.000 |
1,705.20 |
0.618 |
1,675.50 |
HIGH |
1,627.45 |
0.618 |
1,597.75 |
0.500 |
1,588.58 |
0.382 |
1,579.40 |
LOW |
1,549.70 |
0.618 |
1,501.65 |
1.000 |
1,471.95 |
1.618 |
1,423.90 |
2.618 |
1,346.15 |
4.250 |
1,219.26 |
|
|
Fisher Pivots for day following 24-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,609.49 |
1,595.19 |
PP |
1,599.03 |
1,570.44 |
S1 |
1,588.58 |
1,545.68 |
|