Trading Metrics calculated at close of trading on 05-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2020 |
05-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
8,745.64 |
8,713.19 |
-32.45 |
-0.4% |
9,036.23 |
High |
8,949.91 |
8,864.19 |
-85.72 |
-1.0% |
9,194.91 |
Low |
8,669.76 |
8,613.91 |
-55.85 |
-0.6% |
8,135.57 |
Close |
8,949.28 |
8,671.66 |
-277.62 |
-3.1% |
8,461.83 |
Range |
280.15 |
250.28 |
-29.87 |
-10.7% |
1,059.34 |
ATR |
240.43 |
247.21 |
6.78 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,467.43 |
9,319.82 |
8,809.31 |
|
R3 |
9,217.15 |
9,069.54 |
8,740.49 |
|
R2 |
8,966.87 |
8,966.87 |
8,717.54 |
|
R1 |
8,819.26 |
8,819.26 |
8,694.60 |
8,767.93 |
PP |
8,716.59 |
8,716.59 |
8,716.59 |
8,690.92 |
S1 |
8,568.98 |
8,568.98 |
8,648.72 |
8,517.65 |
S2 |
8,466.31 |
8,466.31 |
8,625.78 |
|
S3 |
8,216.03 |
8,318.70 |
8,602.83 |
|
S4 |
7,965.75 |
8,068.42 |
8,534.01 |
|
|
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 |
10.0% |
359.36 |
4.1% |
62% |
False |
False |
|
10 |
9,594.00 |
8,135.57 |
1,458.43 |
16.8% |
309.19 |
3.6% |
37% |
False |
False |
|
20 |
9,736.57 |
8,135.57 |
1,601.00 |
18.5% |
203.56 |
2.3% |
33% |
False |
False |
|
40 |
9,736.57 |
8,135.57 |
1,601.00 |
18.5% |
150.26 |
1.7% |
33% |
False |
False |
|
60 |
9,736.57 |
8,135.57 |
1,601.00 |
18.5% |
120.58 |
1.4% |
33% |
False |
False |
|
80 |
9,736.57 |
8,135.57 |
1,601.00 |
18.5% |
104.74 |
1.2% |
33% |
False |
False |
|
100 |
9,736.57 |
7,827.16 |
1,909.41 |
22.0% |
96.66 |
1.1% |
44% |
False |
False |
|
120 |
9,736.57 |
7,463.57 |
2,273.00 |
26.2% |
97.24 |
1.1% |
53% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,927.88 |
2.618 |
9,519.42 |
1.618 |
9,269.14 |
1.000 |
9,114.47 |
0.618 |
9,018.86 |
HIGH |
8,864.19 |
0.618 |
8,768.58 |
0.500 |
8,739.05 |
0.382 |
8,709.52 |
LOW |
8,613.91 |
0.618 |
8,459.24 |
1.000 |
8,363.63 |
1.618 |
8,208.96 |
2.618 |
7,958.68 |
4.250 |
7,550.22 |
|
|
Fisher Pivots for day following 05-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
8,739.05 |
8,759.14 |
PP |
8,716.59 |
8,729.98 |
S1 |
8,694.12 |
8,700.82 |
|