Trading Metrics calculated at close of trading on 30-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2020 |
30-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,627.61 |
1,621.25 |
-6.36 |
-0.4% |
1,507.99 |
High |
1,630.21 |
1,628.54 |
-1.67 |
-0.1% |
1,638.61 |
Low |
1,614.63 |
1,611.49 |
-3.14 |
-0.2% |
1,486.21 |
Close |
1,620.51 |
1,620.75 |
0.24 |
0.0% |
1,620.51 |
Range |
15.58 |
17.05 |
1.47 |
9.4% |
152.40 |
ATR |
45.82 |
43.76 |
-2.05 |
-4.5% |
0.00 |
Volume |
4,827 |
5,289 |
462 |
9.6% |
22,834 |
|
Daily Pivots for day following 30-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,671.41 |
1,663.13 |
1,630.13 |
|
R3 |
1,654.36 |
1,646.08 |
1,625.44 |
|
R2 |
1,637.31 |
1,637.31 |
1,623.88 |
|
R1 |
1,629.03 |
1,629.03 |
1,622.31 |
1,624.65 |
PP |
1,620.26 |
1,620.26 |
1,620.26 |
1,618.07 |
S1 |
1,611.98 |
1,611.98 |
1,619.19 |
1,607.60 |
S2 |
1,603.21 |
1,603.21 |
1,617.62 |
|
S3 |
1,586.16 |
1,594.93 |
1,616.06 |
|
S4 |
1,569.11 |
1,577.88 |
1,611.37 |
|
|
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 |
1,549.70 |
88.91 |
5.5% |
37.38 |
2.3% |
80% |
False |
False |
4,548 |
10 |
1,638.61 |
1,463.91 |
174.70 |
10.8% |
49.05 |
3.0% |
90% |
False |
False |
5,680 |
20 |
1,701.61 |
1,453.26 |
248.35 |
15.3% |
51.42 |
3.2% |
67% |
False |
False |
5,782 |
40 |
1,701.61 |
1,453.26 |
248.35 |
15.3% |
36.54 |
2.3% |
67% |
False |
False |
6,138 |
60 |
1,701.61 |
1,453.26 |
248.35 |
15.3% |
29.93 |
1.8% |
67% |
False |
False |
6,497 |
80 |
1,701.61 |
1,453.26 |
248.35 |
15.3% |
25.41 |
1.6% |
67% |
False |
False |
6,697 |
100 |
1,701.61 |
1,446.68 |
254.93 |
15.7% |
22.63 |
1.4% |
68% |
False |
False |
6,740 |
120 |
1,701.61 |
1,446.68 |
254.93 |
15.7% |
21.32 |
1.3% |
68% |
False |
False |
6,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,701.00 |
2.618 |
1,673.18 |
1.618 |
1,656.13 |
1.000 |
1,645.59 |
0.618 |
1,639.08 |
HIGH |
1,628.54 |
0.618 |
1,622.03 |
0.500 |
1,620.02 |
0.382 |
1,618.00 |
LOW |
1,611.49 |
0.618 |
1,600.95 |
1.000 |
1,594.44 |
1.618 |
1,583.90 |
2.618 |
1,566.85 |
4.250 |
1,539.03 |
|
|
Fisher Pivots for day following 30-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,620.51 |
1,619.84 |
PP |
1,620.26 |
1,618.94 |
S1 |
1,620.02 |
1,618.03 |
|