Trading Metrics calculated at close of trading on 27-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2020 |
27-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,613.92 |
1,627.61 |
13.69 |
0.8% |
1,507.99 |
High |
1,638.61 |
1,630.21 |
-8.40 |
-0.5% |
1,638.61 |
Low |
1,597.45 |
1,614.63 |
17.18 |
1.1% |
1,486.21 |
Close |
1,627.82 |
1,620.51 |
-7.31 |
-0.4% |
1,620.51 |
Range |
41.16 |
15.58 |
-25.58 |
-62.1% |
152.40 |
ATR |
48.15 |
45.82 |
-2.33 |
-4.8% |
0.00 |
Volume |
4,494 |
4,827 |
333 |
7.4% |
22,834 |
|
Daily Pivots for day following 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,668.52 |
1,660.10 |
1,629.08 |
|
R3 |
1,652.94 |
1,644.52 |
1,624.79 |
|
R2 |
1,637.36 |
1,637.36 |
1,623.37 |
|
R1 |
1,628.94 |
1,628.94 |
1,621.94 |
1,625.36 |
PP |
1,621.78 |
1,621.78 |
1,621.78 |
1,620.00 |
S1 |
1,613.36 |
1,613.36 |
1,619.08 |
1,609.78 |
S2 |
1,606.20 |
1,606.20 |
1,617.65 |
|
S3 |
1,590.62 |
1,597.78 |
1,616.23 |
|
S4 |
1,575.04 |
1,582.20 |
1,611.94 |
|
|
Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,038.98 |
1,982.14 |
1,704.33 |
|
R3 |
1,886.58 |
1,829.74 |
1,662.42 |
|
R2 |
1,734.18 |
1,734.18 |
1,648.45 |
|
R1 |
1,677.34 |
1,677.34 |
1,634.48 |
1,705.76 |
PP |
1,581.78 |
1,581.78 |
1,581.78 |
1,595.99 |
S1 |
1,524.94 |
1,524.94 |
1,606.54 |
1,553.36 |
S2 |
1,429.38 |
1,429.38 |
1,592.57 |
|
S3 |
1,276.98 |
1,372.54 |
1,578.60 |
|
S4 |
1,124.58 |
1,220.14 |
1,536.69 |
|
|
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 |
1,486.21 |
152.40 |
9.4% |
48.63 |
3.0% |
88% |
False |
False |
4,566 |
10 |
1,638.61 |
1,453.26 |
185.35 |
11.4% |
58.51 |
3.6% |
90% |
False |
False |
5,832 |
20 |
1,701.61 |
1,453.26 |
248.35 |
15.3% |
52.10 |
3.2% |
67% |
False |
False |
5,745 |
40 |
1,701.61 |
1,453.26 |
248.35 |
15.3% |
36.58 |
2.3% |
67% |
False |
False |
6,173 |
60 |
1,701.61 |
1,453.26 |
248.35 |
15.3% |
30.10 |
1.9% |
67% |
False |
False |
6,530 |
80 |
1,701.61 |
1,453.26 |
248.35 |
15.3% |
25.28 |
1.6% |
67% |
False |
False |
6,718 |
100 |
1,701.61 |
1,446.68 |
254.93 |
15.7% |
22.75 |
1.4% |
68% |
False |
False |
6,754 |
120 |
1,701.61 |
1,446.68 |
254.93 |
15.7% |
21.37 |
1.3% |
68% |
False |
False |
6,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,696.43 |
2.618 |
1,671.00 |
1.618 |
1,655.42 |
1.000 |
1,645.79 |
0.618 |
1,639.84 |
HIGH |
1,630.21 |
0.618 |
1,624.26 |
0.500 |
1,622.42 |
0.382 |
1,620.58 |
LOW |
1,614.63 |
0.618 |
1,605.00 |
1.000 |
1,599.05 |
1.618 |
1,589.42 |
2.618 |
1,573.84 |
4.250 |
1,548.42 |
|
|
Fisher Pivots for day following 27-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,622.42 |
1,619.68 |
PP |
1,621.78 |
1,618.86 |
S1 |
1,621.15 |
1,618.03 |
|