Trading Metrics calculated at close of trading on 01-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2020 |
01-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
1,621.00 |
1,573.53 |
-47.47 |
-2.9% |
1,507.99 |
High |
1,622.23 |
1,597.36 |
-24.87 |
-1.5% |
1,638.61 |
Low |
1,571.61 |
1,564.96 |
-6.65 |
-0.4% |
1,486.21 |
Close |
1,575.28 |
1,590.02 |
14.74 |
0.9% |
1,620.51 |
Range |
50.62 |
32.40 |
-18.22 |
-36.0% |
152.40 |
ATR |
44.25 |
43.41 |
-0.85 |
-1.9% |
0.00 |
Volume |
6,316 |
5,481 |
-835 |
-13.2% |
22,834 |
|
Daily Pivots for day following 01-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,681.31 |
1,668.07 |
1,607.84 |
|
R3 |
1,648.91 |
1,635.67 |
1,598.93 |
|
R2 |
1,616.51 |
1,616.51 |
1,595.96 |
|
R1 |
1,603.27 |
1,603.27 |
1,592.99 |
1,609.89 |
PP |
1,584.11 |
1,584.11 |
1,584.11 |
1,587.43 |
S1 |
1,570.87 |
1,570.87 |
1,587.05 |
1,577.49 |
S2 |
1,551.71 |
1,551.71 |
1,584.08 |
|
S3 |
1,519.31 |
1,538.47 |
1,581.11 |
|
S4 |
1,486.91 |
1,506.07 |
1,572.20 |
|
|
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 |
1,564.96 |
73.65 |
4.6% |
31.36 |
2.0% |
34% |
False |
True |
5,281 |
10 |
1,638.61 |
1,463.91 |
174.70 |
11.0% |
42.48 |
2.7% |
72% |
False |
False |
5,337 |
20 |
1,701.61 |
1,453.26 |
248.35 |
15.6% |
51.95 |
3.3% |
55% |
False |
False |
5,841 |
40 |
1,701.61 |
1,453.26 |
248.35 |
15.6% |
37.54 |
2.4% |
55% |
False |
False |
6,082 |
60 |
1,701.61 |
1,453.26 |
248.35 |
15.6% |
30.05 |
1.9% |
55% |
False |
False |
6,454 |
80 |
1,701.61 |
1,453.26 |
248.35 |
15.6% |
26.16 |
1.6% |
55% |
False |
False |
6,660 |
100 |
1,701.61 |
1,446.68 |
254.93 |
16.0% |
23.13 |
1.5% |
56% |
False |
False |
6,717 |
120 |
1,701.61 |
1,446.68 |
254.93 |
16.0% |
21.67 |
1.4% |
56% |
False |
False |
6,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,735.06 |
2.618 |
1,682.18 |
1.618 |
1,649.78 |
1.000 |
1,629.76 |
0.618 |
1,617.38 |
HIGH |
1,597.36 |
0.618 |
1,584.98 |
0.500 |
1,581.16 |
0.382 |
1,577.34 |
LOW |
1,564.96 |
0.618 |
1,544.94 |
1.000 |
1,532.56 |
1.618 |
1,512.54 |
2.618 |
1,480.14 |
4.250 |
1,427.26 |
|
|
Fisher Pivots for day following 01-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
1,587.07 |
1,596.75 |
PP |
1,584.11 |
1,594.51 |
S1 |
1,581.16 |
1,592.26 |
|