Trading Metrics calculated at close of trading on 25-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2020 |
25-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,550.66 |
1,616.03 |
65.37 |
4.2% |
1,534.49 |
High |
1,627.45 |
1,634.64 |
7.19 |
0.4% |
1,564.94 |
Low |
1,549.70 |
1,599.28 |
49.58 |
3.2% |
1,453.26 |
Close |
1,619.95 |
1,615.45 |
-4.50 |
-0.3% |
1,496.33 |
Range |
77.75 |
35.36 |
-42.39 |
-54.5% |
111.68 |
ATR |
49.71 |
48.68 |
-1.02 |
-2.1% |
0.00 |
Volume |
3,971 |
4,161 |
190 |
4.8% |
35,490 |
|
Daily Pivots for day following 25-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,722.54 |
1,704.35 |
1,634.90 |
|
R3 |
1,687.18 |
1,668.99 |
1,625.17 |
|
R2 |
1,651.82 |
1,651.82 |
1,621.93 |
|
R1 |
1,633.63 |
1,633.63 |
1,618.69 |
1,625.05 |
PP |
1,616.46 |
1,616.46 |
1,616.46 |
1,612.16 |
S1 |
1,598.27 |
1,598.27 |
1,612.21 |
1,589.69 |
S2 |
1,581.10 |
1,581.10 |
1,608.97 |
|
S3 |
1,545.74 |
1,562.91 |
1,605.73 |
|
S4 |
1,510.38 |
1,527.55 |
1,596.00 |
|
|
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 |
1,634.64 |
1,463.91 |
170.73 |
10.6% |
53.59 |
3.3% |
89% |
True |
False |
5,393 |
10 |
1,647.89 |
1,453.26 |
194.63 |
12.0% |
69.51 |
4.3% |
83% |
False |
False |
6,167 |
20 |
1,701.61 |
1,453.26 |
248.35 |
15.4% |
54.38 |
3.4% |
65% |
False |
False |
5,763 |
40 |
1,701.61 |
1,453.26 |
248.35 |
15.4% |
35.94 |
2.2% |
65% |
False |
False |
6,279 |
60 |
1,701.61 |
1,453.26 |
248.35 |
15.4% |
29.77 |
1.8% |
65% |
False |
False |
6,580 |
80 |
1,701.61 |
1,453.26 |
248.35 |
15.4% |
24.97 |
1.5% |
65% |
False |
False |
6,776 |
100 |
1,701.61 |
1,446.68 |
254.93 |
15.8% |
22.57 |
1.4% |
66% |
False |
False |
6,801 |
120 |
1,701.61 |
1,446.68 |
254.93 |
15.8% |
21.14 |
1.3% |
66% |
False |
False |
6,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,784.92 |
2.618 |
1,727.21 |
1.618 |
1,691.85 |
1.000 |
1,670.00 |
0.618 |
1,656.49 |
HIGH |
1,634.64 |
0.618 |
1,621.13 |
0.500 |
1,616.96 |
0.382 |
1,612.79 |
LOW |
1,599.28 |
0.618 |
1,577.43 |
1.000 |
1,563.92 |
1.618 |
1,542.07 |
2.618 |
1,506.71 |
4.250 |
1,449.00 |
|
|
Fisher Pivots for day following 25-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,616.96 |
1,597.11 |
PP |
1,616.46 |
1,578.77 |
S1 |
1,615.95 |
1,560.43 |
|