Trading Metrics calculated at close of trading on 27-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2020 |
27-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
1,729.57 |
1,726.39 |
-3.18 |
-0.2% |
1,680.65 |
High |
1,735.27 |
1,726.39 |
-8.88 |
-0.5% |
1,737.29 |
Low |
1,710.77 |
1,709.00 |
-1.77 |
-0.1% |
1,663.76 |
Close |
1,726.35 |
1,714.41 |
-11.94 |
-0.7% |
1,726.35 |
Range |
24.50 |
17.39 |
-7.11 |
-29.0% |
73.53 |
ATR |
33.38 |
32.24 |
-1.14 |
-3.4% |
0.00 |
Volume |
6,268 |
5,963 |
-305 |
-4.9% |
30,632 |
|
Daily Pivots for day following 27-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,768.77 |
1,758.98 |
1,723.97 |
|
R3 |
1,751.38 |
1,741.59 |
1,719.19 |
|
R2 |
1,733.99 |
1,733.99 |
1,717.60 |
|
R1 |
1,724.20 |
1,724.20 |
1,716.00 |
1,720.40 |
PP |
1,716.60 |
1,716.60 |
1,716.60 |
1,714.70 |
S1 |
1,706.81 |
1,706.81 |
1,712.82 |
1,703.01 |
S2 |
1,699.21 |
1,699.21 |
1,711.22 |
|
S3 |
1,681.82 |
1,689.42 |
1,709.63 |
|
S4 |
1,664.43 |
1,672.03 |
1,704.85 |
|
|
Weekly Pivots for week ending 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,929.72 |
1,901.57 |
1,766.79 |
|
R3 |
1,856.19 |
1,828.04 |
1,746.57 |
|
R2 |
1,782.66 |
1,782.66 |
1,739.83 |
|
R1 |
1,754.51 |
1,754.51 |
1,733.09 |
1,768.59 |
PP |
1,709.13 |
1,709.13 |
1,709.13 |
1,716.17 |
S1 |
1,680.98 |
1,680.98 |
1,719.61 |
1,695.06 |
S2 |
1,635.60 |
1,635.60 |
1,712.87 |
|
S3 |
1,562.07 |
1,607.45 |
1,706.13 |
|
S4 |
1,488.54 |
1,533.92 |
1,685.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,737.29 |
1,663.76 |
73.53 |
4.3% |
27.89 |
1.6% |
69% |
False |
False |
6,112 |
10 |
1,744.37 |
1,663.76 |
80.61 |
4.7% |
28.47 |
1.7% |
63% |
False |
False |
6,023 |
20 |
1,744.37 |
1,564.96 |
179.41 |
10.5% |
29.95 |
1.7% |
83% |
False |
False |
5,642 |
40 |
1,744.37 |
1,453.26 |
291.11 |
17.0% |
40.68 |
2.4% |
90% |
False |
False |
5,712 |
60 |
1,744.37 |
1,453.26 |
291.11 |
17.0% |
34.34 |
2.0% |
90% |
False |
False |
5,973 |
80 |
1,744.37 |
1,453.26 |
291.11 |
17.0% |
29.93 |
1.7% |
90% |
False |
False |
6,283 |
100 |
1,744.37 |
1,453.26 |
291.11 |
17.0% |
26.32 |
1.5% |
90% |
False |
False |
6,486 |
120 |
1,744.37 |
1,446.68 |
297.69 |
17.4% |
23.85 |
1.4% |
90% |
False |
False |
6,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,800.30 |
2.618 |
1,771.92 |
1.618 |
1,754.53 |
1.000 |
1,743.78 |
0.618 |
1,737.14 |
HIGH |
1,726.39 |
0.618 |
1,719.75 |
0.500 |
1,717.70 |
0.382 |
1,715.64 |
LOW |
1,709.00 |
0.618 |
1,698.25 |
1.000 |
1,691.61 |
1.618 |
1,680.86 |
2.618 |
1,663.47 |
4.250 |
1,635.09 |
|
|
Fisher Pivots for day following 27-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
1,717.70 |
1,722.54 |
PP |
1,716.60 |
1,719.83 |
S1 |
1,715.51 |
1,717.12 |
|