Trading Metrics calculated at close of trading on 11-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2020 |
11-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
8,235.62 |
8,166.26 |
-69.36 |
-0.8% |
8,560.59 |
High |
8,376.44 |
8,224.73 |
-151.71 |
-1.8% |
8,998.44 |
Low |
7,942.13 |
7,900.99 |
-41.14 |
-0.5% |
8,319.90 |
Close |
8,372.27 |
8,006.12 |
-366.15 |
-4.4% |
8,530.34 |
Range |
434.31 |
323.74 |
-110.57 |
-25.5% |
678.54 |
ATR |
291.62 |
304.45 |
12.83 |
4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,015.17 |
8,834.38 |
8,184.18 |
|
R3 |
8,691.43 |
8,510.64 |
8,095.15 |
|
R2 |
8,367.69 |
8,367.69 |
8,065.47 |
|
R1 |
8,186.90 |
8,186.90 |
8,035.80 |
8,115.43 |
PP |
8,043.95 |
8,043.95 |
8,043.95 |
8,008.21 |
S1 |
7,863.16 |
7,863.16 |
7,976.44 |
7,791.69 |
S2 |
7,720.21 |
7,720.21 |
7,946.77 |
|
S3 |
7,396.47 |
7,539.42 |
7,917.09 |
|
S4 |
7,072.73 |
7,215.68 |
7,828.06 |
|
|
Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,651.85 |
10,269.63 |
8,903.54 |
|
R3 |
9,973.31 |
9,591.09 |
8,716.94 |
|
R2 |
9,294.77 |
9,294.77 |
8,654.74 |
|
R1 |
8,912.55 |
8,912.55 |
8,592.54 |
8,764.39 |
PP |
8,616.23 |
8,616.23 |
8,616.23 |
8,542.15 |
S1 |
8,234.01 |
8,234.01 |
8,468.14 |
8,085.85 |
S2 |
7,937.69 |
7,937.69 |
8,405.94 |
|
S3 |
7,259.15 |
7,555.47 |
8,343.74 |
|
S4 |
6,580.61 |
6,876.93 |
8,157.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,864.19 |
7,900.99 |
963.20 |
12.0% |
317.99 |
4.0% |
11% |
False |
True |
|
10 |
8,998.44 |
7,900.99 |
1,097.45 |
13.7% |
349.26 |
4.4% |
10% |
False |
True |
|
20 |
9,736.57 |
7,900.99 |
1,835.58 |
22.9% |
249.64 |
3.1% |
6% |
False |
True |
|
40 |
9,736.57 |
7,900.99 |
1,835.58 |
22.9% |
175.31 |
2.2% |
6% |
False |
True |
|
60 |
9,736.57 |
7,900.99 |
1,835.58 |
22.9% |
138.25 |
1.7% |
6% |
False |
True |
|
80 |
9,736.57 |
7,900.99 |
1,835.58 |
22.9% |
118.88 |
1.5% |
6% |
False |
True |
|
100 |
9,736.57 |
7,829.75 |
1,906.82 |
23.8% |
107.58 |
1.3% |
9% |
False |
False |
|
120 |
9,736.57 |
7,463.57 |
2,273.00 |
28.4% |
106.48 |
1.3% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,600.63 |
2.618 |
9,072.28 |
1.618 |
8,748.54 |
1.000 |
8,548.47 |
0.618 |
8,424.80 |
HIGH |
8,224.73 |
0.618 |
8,101.06 |
0.500 |
8,062.86 |
0.382 |
8,024.66 |
LOW |
7,900.99 |
0.618 |
7,700.92 |
1.000 |
7,577.25 |
1.618 |
7,377.18 |
2.618 |
7,053.44 |
4.250 |
6,525.10 |
|
|
Fisher Pivots for day following 11-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
8,062.86 |
8,138.72 |
PP |
8,043.95 |
8,094.52 |
S1 |
8,025.03 |
8,050.32 |
|