Trading Metrics calculated at close of trading on 02-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2020 |
02-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
1,573.53 |
1,589.94 |
16.41 |
1.0% |
1,507.99 |
High |
1,597.36 |
1,617.46 |
20.10 |
1.3% |
1,638.61 |
Low |
1,564.96 |
1,581.02 |
16.06 |
1.0% |
1,486.21 |
Close |
1,590.02 |
1,610.34 |
20.32 |
1.3% |
1,620.51 |
Range |
32.40 |
36.44 |
4.04 |
12.5% |
152.40 |
ATR |
43.41 |
42.91 |
-0.50 |
-1.1% |
0.00 |
Volume |
5,481 |
6,220 |
739 |
13.5% |
22,834 |
|
Daily Pivots for day following 02-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,712.26 |
1,697.74 |
1,630.38 |
|
R3 |
1,675.82 |
1,661.30 |
1,620.36 |
|
R2 |
1,639.38 |
1,639.38 |
1,617.02 |
|
R1 |
1,624.86 |
1,624.86 |
1,613.68 |
1,632.12 |
PP |
1,602.94 |
1,602.94 |
1,602.94 |
1,606.57 |
S1 |
1,588.42 |
1,588.42 |
1,607.00 |
1,595.68 |
S2 |
1,566.50 |
1,566.50 |
1,603.66 |
|
S3 |
1,530.06 |
1,551.98 |
1,600.32 |
|
S4 |
1,493.62 |
1,515.54 |
1,590.30 |
|
|
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 |
1,630.21 |
1,564.96 |
65.25 |
4.1% |
30.42 |
1.9% |
70% |
False |
False |
5,626 |
10 |
1,638.61 |
1,463.91 |
174.70 |
10.8% |
42.96 |
2.7% |
84% |
False |
False |
5,298 |
20 |
1,701.61 |
1,453.26 |
248.35 |
15.4% |
51.89 |
3.2% |
63% |
False |
False |
5,859 |
40 |
1,701.61 |
1,453.26 |
248.35 |
15.4% |
38.10 |
2.4% |
63% |
False |
False |
6,056 |
60 |
1,701.61 |
1,453.26 |
248.35 |
15.4% |
30.36 |
1.9% |
63% |
False |
False |
6,432 |
80 |
1,701.61 |
1,453.26 |
248.35 |
15.4% |
26.51 |
1.6% |
63% |
False |
False |
6,643 |
100 |
1,701.61 |
1,452.18 |
249.43 |
15.5% |
23.37 |
1.5% |
63% |
False |
False |
6,709 |
120 |
1,701.61 |
1,446.68 |
254.93 |
15.8% |
21.82 |
1.4% |
64% |
False |
False |
6,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,772.33 |
2.618 |
1,712.86 |
1.618 |
1,676.42 |
1.000 |
1,653.90 |
0.618 |
1,639.98 |
HIGH |
1,617.46 |
0.618 |
1,603.54 |
0.500 |
1,599.24 |
0.382 |
1,594.94 |
LOW |
1,581.02 |
0.618 |
1,558.50 |
1.000 |
1,544.58 |
1.618 |
1,522.06 |
2.618 |
1,485.62 |
4.250 |
1,426.15 |
|
|
Fisher Pivots for day following 02-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
1,606.64 |
1,604.76 |
PP |
1,602.94 |
1,599.18 |
S1 |
1,599.24 |
1,593.60 |
|