Trading Metrics calculated at close of trading on 04-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2020 |
04-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
8,882.91 |
8,745.64 |
-137.27 |
-1.5% |
9,036.23 |
High |
8,998.44 |
8,949.91 |
-48.53 |
-0.5% |
9,194.91 |
Low |
8,519.84 |
8,669.76 |
149.92 |
1.8% |
8,135.57 |
Close |
8,594.49 |
8,949.28 |
354.79 |
4.1% |
8,461.83 |
Range |
478.60 |
280.15 |
-198.45 |
-41.5% |
1,059.34 |
ATR |
231.58 |
240.43 |
8.85 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,696.77 |
9,603.17 |
9,103.36 |
|
R3 |
9,416.62 |
9,323.02 |
9,026.32 |
|
R2 |
9,136.47 |
9,136.47 |
9,000.64 |
|
R1 |
9,042.87 |
9,042.87 |
8,974.96 |
9,089.67 |
PP |
8,856.32 |
8,856.32 |
8,856.32 |
8,879.72 |
S1 |
8,762.72 |
8,762.72 |
8,923.60 |
8,809.52 |
S2 |
8,576.17 |
8,576.17 |
8,897.92 |
|
S3 |
8,296.02 |
8,482.57 |
8,872.24 |
|
S4 |
8,015.87 |
8,202.42 |
8,795.20 |
|
|
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 |
8,998.44 |
8,135.57 |
862.87 |
9.6% |
380.54 |
4.3% |
94% |
False |
False |
|
10 |
9,714.23 |
8,135.57 |
1,578.66 |
17.6% |
304.26 |
3.4% |
52% |
False |
False |
|
20 |
9,736.57 |
8,135.57 |
1,601.00 |
17.9% |
197.59 |
2.2% |
51% |
False |
False |
|
40 |
9,736.57 |
8,135.57 |
1,601.00 |
17.9% |
145.27 |
1.6% |
51% |
False |
False |
|
60 |
9,736.57 |
8,135.57 |
1,601.00 |
17.9% |
117.08 |
1.3% |
51% |
False |
False |
|
80 |
9,736.57 |
8,135.57 |
1,601.00 |
17.9% |
102.52 |
1.1% |
51% |
False |
False |
|
100 |
9,736.57 |
7,682.61 |
2,053.96 |
23.0% |
95.06 |
1.1% |
62% |
False |
False |
|
120 |
9,736.57 |
7,463.57 |
2,273.00 |
25.4% |
95.72 |
1.1% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,140.55 |
2.618 |
9,683.34 |
1.618 |
9,403.19 |
1.000 |
9,230.06 |
0.618 |
9,123.04 |
HIGH |
8,949.91 |
0.618 |
8,842.89 |
0.500 |
8,809.84 |
0.382 |
8,776.78 |
LOW |
8,669.76 |
0.618 |
8,496.63 |
1.000 |
8,389.61 |
1.618 |
8,216.48 |
2.618 |
7,936.33 |
4.250 |
7,479.12 |
|
|
Fisher Pivots for day following 04-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
8,902.80 |
8,873.68 |
PP |
8,856.32 |
8,798.07 |
S1 |
8,809.84 |
8,722.47 |
|