Trading Metrics calculated at close of trading on 28-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2020 |
28-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
1,726.39 |
1,714.51 |
-11.88 |
-0.7% |
1,680.65 |
High |
1,726.39 |
1,714.67 |
-11.72 |
-0.7% |
1,737.29 |
Low |
1,709.00 |
1,693.14 |
-15.86 |
-0.9% |
1,663.76 |
Close |
1,714.41 |
1,707.18 |
-7.23 |
-0.4% |
1,726.35 |
Range |
17.39 |
21.53 |
4.14 |
23.8% |
73.53 |
ATR |
32.24 |
31.47 |
-0.76 |
-2.4% |
0.00 |
Volume |
5,963 |
6,230 |
267 |
4.5% |
30,632 |
|
Daily Pivots for day following 28-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,769.59 |
1,759.91 |
1,719.02 |
|
R3 |
1,748.06 |
1,738.38 |
1,713.10 |
|
R2 |
1,726.53 |
1,726.53 |
1,711.13 |
|
R1 |
1,716.85 |
1,716.85 |
1,709.15 |
1,710.93 |
PP |
1,705.00 |
1,705.00 |
1,705.00 |
1,702.03 |
S1 |
1,695.32 |
1,695.32 |
1,705.21 |
1,689.40 |
S2 |
1,683.47 |
1,683.47 |
1,703.23 |
|
S3 |
1,661.94 |
1,673.79 |
1,701.26 |
|
S4 |
1,640.41 |
1,652.26 |
1,695.34 |
|
|
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 |
1,680.65 |
56.64 |
3.3% |
25.81 |
1.5% |
47% |
False |
False |
6,179 |
10 |
1,737.29 |
1,663.76 |
73.53 |
4.3% |
27.14 |
1.6% |
59% |
False |
False |
6,088 |
20 |
1,744.37 |
1,564.96 |
179.41 |
10.5% |
28.49 |
1.7% |
79% |
False |
False |
5,638 |
40 |
1,744.37 |
1,453.26 |
291.11 |
17.1% |
39.76 |
2.3% |
87% |
False |
False |
5,742 |
60 |
1,744.37 |
1,453.26 |
291.11 |
17.1% |
34.21 |
2.0% |
87% |
False |
False |
5,959 |
80 |
1,744.37 |
1,453.26 |
291.11 |
17.1% |
29.96 |
1.8% |
87% |
False |
False |
6,270 |
100 |
1,744.37 |
1,453.26 |
291.11 |
17.1% |
26.36 |
1.5% |
87% |
False |
False |
6,478 |
120 |
1,744.37 |
1,446.68 |
297.69 |
17.4% |
23.90 |
1.4% |
88% |
False |
False |
6,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,806.17 |
2.618 |
1,771.04 |
1.618 |
1,749.51 |
1.000 |
1,736.20 |
0.618 |
1,727.98 |
HIGH |
1,714.67 |
0.618 |
1,706.45 |
0.500 |
1,703.91 |
0.382 |
1,701.36 |
LOW |
1,693.14 |
0.618 |
1,679.83 |
1.000 |
1,671.61 |
1.618 |
1,658.30 |
2.618 |
1,636.77 |
4.250 |
1,601.64 |
|
|
Fisher Pivots for day following 28-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
1,706.09 |
1,714.21 |
PP |
1,705.00 |
1,711.86 |
S1 |
1,703.91 |
1,709.52 |
|