Trading Metrics calculated at close of trading on 03-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2020 |
03-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
1,589.94 |
1,610.67 |
20.73 |
1.3% |
1,621.25 |
High |
1,617.46 |
1,622.83 |
5.37 |
0.3% |
1,628.54 |
Low |
1,581.02 |
1,607.57 |
26.55 |
1.7% |
1,564.96 |
Close |
1,610.34 |
1,614.83 |
4.49 |
0.3% |
1,614.83 |
Range |
36.44 |
15.26 |
-21.18 |
-58.1% |
63.58 |
ATR |
42.91 |
40.93 |
-1.97 |
-4.6% |
0.00 |
Volume |
6,220 |
5,963 |
-257 |
-4.1% |
29,269 |
|
Daily Pivots for day following 03-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,660.86 |
1,653.10 |
1,623.22 |
|
R3 |
1,645.60 |
1,637.84 |
1,619.03 |
|
R2 |
1,630.34 |
1,630.34 |
1,617.63 |
|
R1 |
1,622.58 |
1,622.58 |
1,616.23 |
1,626.46 |
PP |
1,615.08 |
1,615.08 |
1,615.08 |
1,617.02 |
S1 |
1,607.32 |
1,607.32 |
1,613.43 |
1,611.20 |
S2 |
1,599.82 |
1,599.82 |
1,612.03 |
|
S3 |
1,584.56 |
1,592.06 |
1,610.63 |
|
S4 |
1,569.30 |
1,576.80 |
1,606.44 |
|
|
Weekly Pivots for week ending 03-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,793.52 |
1,767.75 |
1,649.80 |
|
R3 |
1,729.94 |
1,704.17 |
1,632.31 |
|
R2 |
1,666.36 |
1,666.36 |
1,626.49 |
|
R1 |
1,640.59 |
1,640.59 |
1,620.66 |
1,621.69 |
PP |
1,602.78 |
1,602.78 |
1,602.78 |
1,593.32 |
S1 |
1,577.01 |
1,577.01 |
1,609.00 |
1,558.11 |
S2 |
1,539.20 |
1,539.20 |
1,603.17 |
|
S3 |
1,475.62 |
1,513.43 |
1,597.35 |
|
S4 |
1,412.04 |
1,449.85 |
1,579.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,628.54 |
1,564.96 |
63.58 |
3.9% |
30.35 |
1.9% |
78% |
False |
False |
5,853 |
10 |
1,638.61 |
1,486.21 |
152.40 |
9.4% |
39.49 |
2.4% |
84% |
False |
False |
5,210 |
20 |
1,701.61 |
1,453.26 |
248.35 |
15.4% |
50.76 |
3.1% |
65% |
False |
False |
5,907 |
40 |
1,701.61 |
1,453.26 |
248.35 |
15.4% |
38.23 |
2.4% |
65% |
False |
False |
6,026 |
60 |
1,701.61 |
1,453.26 |
248.35 |
15.4% |
30.34 |
1.9% |
65% |
False |
False |
6,404 |
80 |
1,701.61 |
1,453.26 |
248.35 |
15.4% |
26.51 |
1.6% |
65% |
False |
False |
6,623 |
100 |
1,701.61 |
1,452.18 |
249.43 |
15.4% |
23.42 |
1.5% |
65% |
False |
False |
6,700 |
120 |
1,701.61 |
1,446.68 |
254.93 |
15.8% |
21.85 |
1.4% |
66% |
False |
False |
6,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,687.69 |
2.618 |
1,662.78 |
1.618 |
1,647.52 |
1.000 |
1,638.09 |
0.618 |
1,632.26 |
HIGH |
1,622.83 |
0.618 |
1,617.00 |
0.500 |
1,615.20 |
0.382 |
1,613.40 |
LOW |
1,607.57 |
0.618 |
1,598.14 |
1.000 |
1,592.31 |
1.618 |
1,582.88 |
2.618 |
1,567.62 |
4.250 |
1,542.72 |
|
|
Fisher Pivots for day following 03-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
1,615.20 |
1,607.85 |
PP |
1,615.08 |
1,600.87 |
S1 |
1,614.95 |
1,593.90 |
|