Trading Metrics calculated at close of trading on 12-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2020 |
12-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
8,166.26 |
7,484.63 |
-681.63 |
-8.3% |
8,560.59 |
High |
8,224.73 |
7,805.50 |
-419.23 |
-5.1% |
8,998.44 |
Low |
7,900.99 |
7,255.61 |
-645.38 |
-8.2% |
8,319.90 |
Close |
8,006.12 |
7,263.65 |
-742.47 |
-9.3% |
8,530.34 |
Range |
323.74 |
549.89 |
226.15 |
69.9% |
678.54 |
ATR |
304.45 |
336.31 |
31.86 |
10.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,091.26 |
8,727.34 |
7,566.09 |
|
R3 |
8,541.37 |
8,177.45 |
7,414.87 |
|
R2 |
7,991.48 |
7,991.48 |
7,364.46 |
|
R1 |
7,627.56 |
7,627.56 |
7,314.06 |
7,534.58 |
PP |
7,441.59 |
7,441.59 |
7,441.59 |
7,395.09 |
S1 |
7,077.67 |
7,077.67 |
7,213.24 |
6,984.69 |
S2 |
6,891.70 |
6,891.70 |
7,162.84 |
|
S3 |
6,341.81 |
6,527.78 |
7,112.43 |
|
S4 |
5,791.92 |
5,977.89 |
6,961.21 |
|
|
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 |
8,571.88 |
7,255.61 |
1,316.27 |
18.1% |
377.91 |
5.2% |
1% |
False |
True |
|
10 |
8,998.44 |
7,255.61 |
1,742.83 |
24.0% |
368.64 |
5.1% |
0% |
False |
True |
|
20 |
9,736.57 |
7,255.61 |
2,480.96 |
34.2% |
273.94 |
3.8% |
0% |
False |
True |
|
40 |
9,736.57 |
7,255.61 |
2,480.96 |
34.2% |
187.57 |
2.6% |
0% |
False |
True |
|
60 |
9,736.57 |
7,255.61 |
2,480.96 |
34.2% |
146.16 |
2.0% |
0% |
False |
True |
|
80 |
9,736.57 |
7,255.61 |
2,480.96 |
34.2% |
125.10 |
1.7% |
0% |
False |
True |
|
100 |
9,736.57 |
7,255.61 |
2,480.96 |
34.2% |
112.42 |
1.5% |
0% |
False |
True |
|
120 |
9,736.57 |
7,255.61 |
2,480.96 |
34.2% |
110.54 |
1.5% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,142.53 |
2.618 |
9,245.11 |
1.618 |
8,695.22 |
1.000 |
8,355.39 |
0.618 |
8,145.33 |
HIGH |
7,805.50 |
0.618 |
7,595.44 |
0.500 |
7,530.56 |
0.382 |
7,465.67 |
LOW |
7,255.61 |
0.618 |
6,915.78 |
1.000 |
6,705.72 |
1.618 |
6,365.89 |
2.618 |
5,816.00 |
4.250 |
4,918.58 |
|
|
Fisher Pivots for day following 12-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
7,530.56 |
7,816.03 |
PP |
7,441.59 |
7,631.90 |
S1 |
7,352.62 |
7,447.78 |
|