Trading Metrics calculated at close of trading on 03-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2020 |
03-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
8,560.59 |
8,882.91 |
322.32 |
3.8% |
9,036.23 |
High |
8,879.39 |
8,998.44 |
119.05 |
1.3% |
9,194.91 |
Low |
8,446.50 |
8,519.84 |
73.34 |
0.9% |
8,135.57 |
Close |
8,877.98 |
8,594.49 |
-283.49 |
-3.2% |
8,461.83 |
Range |
432.89 |
478.60 |
45.71 |
10.6% |
1,059.34 |
ATR |
212.58 |
231.58 |
19.00 |
8.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,140.06 |
9,845.87 |
8,857.72 |
|
R3 |
9,661.46 |
9,367.27 |
8,726.11 |
|
R2 |
9,182.86 |
9,182.86 |
8,682.23 |
|
R1 |
8,888.67 |
8,888.67 |
8,638.36 |
8,796.47 |
PP |
8,704.26 |
8,704.26 |
8,704.26 |
8,658.15 |
S1 |
8,410.07 |
8,410.07 |
8,550.62 |
8,317.87 |
S2 |
8,225.66 |
8,225.66 |
8,506.75 |
|
S3 |
7,747.06 |
7,931.47 |
8,462.88 |
|
S4 |
7,268.46 |
7,452.87 |
8,331.26 |
|
|
Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,775.46 |
11,177.98 |
9,044.47 |
|
R3 |
10,716.12 |
10,118.64 |
8,753.15 |
|
R2 |
9,656.78 |
9,656.78 |
8,656.04 |
|
R1 |
9,059.30 |
9,059.30 |
8,558.94 |
8,828.37 |
PP |
8,597.44 |
8,597.44 |
8,597.44 |
8,481.97 |
S1 |
7,999.96 |
7,999.96 |
8,364.72 |
7,769.03 |
S2 |
7,538.10 |
7,538.10 |
8,267.62 |
|
S3 |
6,478.76 |
6,940.62 |
8,170.51 |
|
S4 |
5,419.42 |
5,881.28 |
7,879.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,032.87 |
8,135.57 |
897.30 |
10.4% |
368.30 |
4.3% |
51% |
False |
False |
|
10 |
9,736.57 |
8,135.57 |
1,601.00 |
18.6% |
282.30 |
3.3% |
29% |
False |
False |
|
20 |
9,736.57 |
8,135.57 |
1,601.00 |
18.6% |
189.99 |
2.2% |
29% |
False |
False |
|
40 |
9,736.57 |
8,135.57 |
1,601.00 |
18.6% |
141.67 |
1.6% |
29% |
False |
False |
|
60 |
9,736.57 |
8,135.57 |
1,601.00 |
18.6% |
113.22 |
1.3% |
29% |
False |
False |
|
80 |
9,736.57 |
8,135.57 |
1,601.00 |
18.6% |
99.61 |
1.2% |
29% |
False |
False |
|
100 |
9,736.57 |
7,655.48 |
2,081.09 |
24.2% |
92.88 |
1.1% |
45% |
False |
False |
|
120 |
9,736.57 |
7,463.57 |
2,273.00 |
26.4% |
94.02 |
1.1% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,032.49 |
2.618 |
10,251.41 |
1.618 |
9,772.81 |
1.000 |
9,477.04 |
0.618 |
9,294.21 |
HIGH |
8,998.44 |
0.618 |
8,815.61 |
0.500 |
8,759.14 |
0.382 |
8,702.67 |
LOW |
8,519.84 |
0.618 |
8,224.07 |
1.000 |
8,041.24 |
1.618 |
7,745.47 |
2.618 |
7,266.87 |
4.250 |
6,485.79 |
|
|
Fisher Pivots for day following 03-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
8,759.14 |
8,585.33 |
PP |
8,704.26 |
8,576.17 |
S1 |
8,649.37 |
8,567.01 |
|