Trading Metrics calculated at close of trading on 31-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2020 |
31-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,621.25 |
1,621.00 |
-0.25 |
0.0% |
1,507.99 |
High |
1,628.54 |
1,622.23 |
-6.31 |
-0.4% |
1,638.61 |
Low |
1,611.49 |
1,571.61 |
-39.88 |
-2.5% |
1,486.21 |
Close |
1,620.75 |
1,575.28 |
-45.47 |
-2.8% |
1,620.51 |
Range |
17.05 |
50.62 |
33.57 |
196.9% |
152.40 |
ATR |
43.76 |
44.25 |
0.49 |
1.1% |
0.00 |
Volume |
5,289 |
6,316 |
1,027 |
19.4% |
22,834 |
|
Daily Pivots for day following 31-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,741.57 |
1,709.04 |
1,603.12 |
|
R3 |
1,690.95 |
1,658.42 |
1,589.20 |
|
R2 |
1,640.33 |
1,640.33 |
1,584.56 |
|
R1 |
1,607.80 |
1,607.80 |
1,579.92 |
1,598.76 |
PP |
1,589.71 |
1,589.71 |
1,589.71 |
1,585.18 |
S1 |
1,557.18 |
1,557.18 |
1,570.64 |
1,548.14 |
S2 |
1,539.09 |
1,539.09 |
1,566.00 |
|
S3 |
1,488.47 |
1,506.56 |
1,561.36 |
|
S4 |
1,437.85 |
1,455.94 |
1,547.44 |
|
|
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 |
1,571.61 |
67.00 |
4.3% |
31.95 |
2.0% |
5% |
False |
True |
5,017 |
10 |
1,638.61 |
1,463.91 |
174.70 |
11.1% |
45.95 |
2.9% |
64% |
False |
False |
5,520 |
20 |
1,701.61 |
1,453.26 |
248.35 |
15.8% |
51.03 |
3.2% |
49% |
False |
False |
5,845 |
40 |
1,701.61 |
1,453.26 |
248.35 |
15.8% |
37.07 |
2.4% |
49% |
False |
False |
6,119 |
60 |
1,701.61 |
1,453.26 |
248.35 |
15.8% |
30.45 |
1.9% |
49% |
False |
False |
6,481 |
80 |
1,701.61 |
1,453.26 |
248.35 |
15.8% |
25.83 |
1.6% |
49% |
False |
False |
6,688 |
100 |
1,701.61 |
1,446.68 |
254.93 |
16.2% |
22.98 |
1.5% |
50% |
False |
False |
6,732 |
120 |
1,701.61 |
1,446.68 |
254.93 |
16.2% |
21.50 |
1.4% |
50% |
False |
False |
6,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,837.37 |
2.618 |
1,754.75 |
1.618 |
1,704.13 |
1.000 |
1,672.85 |
0.618 |
1,653.51 |
HIGH |
1,622.23 |
0.618 |
1,602.89 |
0.500 |
1,596.92 |
0.382 |
1,590.95 |
LOW |
1,571.61 |
0.618 |
1,540.33 |
1.000 |
1,520.99 |
1.618 |
1,489.71 |
2.618 |
1,439.09 |
4.250 |
1,356.48 |
|
|
Fisher Pivots for day following 31-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,596.92 |
1,600.91 |
PP |
1,589.71 |
1,592.37 |
S1 |
1,582.49 |
1,583.82 |
|