Trading Metrics calculated at close of trading on 26-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2020 |
26-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,616.03 |
1,613.92 |
-2.11 |
-0.1% |
1,534.49 |
High |
1,634.64 |
1,638.61 |
3.97 |
0.2% |
1,564.94 |
Low |
1,599.28 |
1,597.45 |
-1.83 |
-0.1% |
1,453.26 |
Close |
1,615.45 |
1,627.82 |
12.37 |
0.8% |
1,496.33 |
Range |
35.36 |
41.16 |
5.80 |
16.4% |
111.68 |
ATR |
48.68 |
48.15 |
-0.54 |
-1.1% |
0.00 |
Volume |
4,161 |
4,494 |
333 |
8.0% |
35,490 |
|
Daily Pivots for day following 26-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,744.77 |
1,727.46 |
1,650.46 |
|
R3 |
1,703.61 |
1,686.30 |
1,639.14 |
|
R2 |
1,662.45 |
1,662.45 |
1,635.37 |
|
R1 |
1,645.14 |
1,645.14 |
1,631.59 |
1,653.80 |
PP |
1,621.29 |
1,621.29 |
1,621.29 |
1,625.62 |
S1 |
1,603.98 |
1,603.98 |
1,624.05 |
1,612.64 |
S2 |
1,580.13 |
1,580.13 |
1,620.27 |
|
S3 |
1,538.97 |
1,562.82 |
1,616.50 |
|
S4 |
1,497.81 |
1,521.66 |
1,605.18 |
|
|
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 |
1,638.61 |
1,463.91 |
174.70 |
10.7% |
55.51 |
3.4% |
94% |
True |
False |
4,970 |
10 |
1,638.61 |
1,453.26 |
185.35 |
11.4% |
65.25 |
4.0% |
94% |
True |
False |
5,988 |
20 |
1,701.61 |
1,453.26 |
248.35 |
15.3% |
55.38 |
3.4% |
70% |
False |
False |
5,731 |
40 |
1,701.61 |
1,453.26 |
248.35 |
15.3% |
36.66 |
2.3% |
70% |
False |
False |
6,214 |
60 |
1,701.61 |
1,453.26 |
248.35 |
15.3% |
30.23 |
1.9% |
70% |
False |
False |
6,563 |
80 |
1,701.61 |
1,453.26 |
248.35 |
15.3% |
25.23 |
1.5% |
70% |
False |
False |
6,746 |
100 |
1,701.61 |
1,446.68 |
254.93 |
15.7% |
22.69 |
1.4% |
71% |
False |
False |
6,776 |
120 |
1,701.61 |
1,446.68 |
254.93 |
15.7% |
21.32 |
1.3% |
71% |
False |
False |
6,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,813.54 |
2.618 |
1,746.37 |
1.618 |
1,705.21 |
1.000 |
1,679.77 |
0.618 |
1,664.05 |
HIGH |
1,638.61 |
0.618 |
1,622.89 |
0.500 |
1,618.03 |
0.382 |
1,613.17 |
LOW |
1,597.45 |
0.618 |
1,572.01 |
1.000 |
1,556.29 |
1.618 |
1,530.85 |
2.618 |
1,489.69 |
4.250 |
1,422.52 |
|
|
Fisher Pivots for day following 26-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,624.56 |
1,616.60 |
PP |
1,621.29 |
1,605.38 |
S1 |
1,618.03 |
1,594.16 |
|