Trading Metrics calculated at close of trading on 13-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2020 |
13-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
7,484.63 |
7,683.04 |
198.41 |
2.7% |
7,912.14 |
High |
7,805.50 |
7,998.51 |
193.01 |
2.5% |
8,376.44 |
Low |
7,255.61 |
7,301.88 |
46.27 |
0.6% |
7,255.61 |
Close |
7,263.65 |
7,995.26 |
731.61 |
10.1% |
7,995.26 |
Range |
549.89 |
696.63 |
146.74 |
26.7% |
1,120.83 |
ATR |
336.31 |
364.78 |
28.47 |
8.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,855.11 |
9,621.81 |
8,378.41 |
|
R3 |
9,158.48 |
8,925.18 |
8,186.83 |
|
R2 |
8,461.85 |
8,461.85 |
8,122.98 |
|
R1 |
8,228.55 |
8,228.55 |
8,059.12 |
8,345.20 |
PP |
7,765.22 |
7,765.22 |
7,765.22 |
7,823.54 |
S1 |
7,531.92 |
7,531.92 |
7,931.40 |
7,648.57 |
S2 |
7,068.59 |
7,068.59 |
7,867.54 |
|
S3 |
6,371.96 |
6,835.29 |
7,803.69 |
|
S4 |
5,675.33 |
6,138.66 |
7,612.11 |
|
|
Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,238.26 |
10,737.59 |
8,611.72 |
|
R3 |
10,117.43 |
9,616.76 |
8,303.49 |
|
R2 |
8,996.60 |
8,996.60 |
8,200.75 |
|
R1 |
8,495.93 |
8,495.93 |
8,098.00 |
8,746.27 |
PP |
7,875.77 |
7,875.77 |
7,875.77 |
8,000.94 |
S1 |
7,375.10 |
7,375.10 |
7,892.52 |
7,625.44 |
S2 |
6,754.94 |
6,754.94 |
7,789.77 |
|
S3 |
5,634.11 |
6,254.27 |
7,687.03 |
|
S4 |
4,513.28 |
5,133.44 |
7,378.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,376.44 |
7,255.61 |
1,120.83 |
14.0% |
466.84 |
5.8% |
66% |
False |
False |
|
10 |
8,998.44 |
7,255.61 |
1,742.83 |
21.8% |
402.81 |
5.0% |
42% |
False |
False |
|
20 |
9,736.57 |
7,255.61 |
2,480.96 |
31.0% |
303.59 |
3.8% |
30% |
False |
False |
|
40 |
9,736.57 |
7,255.61 |
2,480.96 |
31.0% |
203.24 |
2.5% |
30% |
False |
False |
|
60 |
9,736.57 |
7,255.61 |
2,480.96 |
31.0% |
157.06 |
2.0% |
30% |
False |
False |
|
80 |
9,736.57 |
7,255.61 |
2,480.96 |
31.0% |
133.41 |
1.7% |
30% |
False |
False |
|
100 |
9,736.57 |
7,255.61 |
2,480.96 |
31.0% |
118.21 |
1.5% |
30% |
False |
False |
|
120 |
9,736.57 |
7,255.61 |
2,480.96 |
31.0% |
115.30 |
1.4% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,959.19 |
2.618 |
9,822.29 |
1.618 |
9,125.66 |
1.000 |
8,695.14 |
0.618 |
8,429.03 |
HIGH |
7,998.51 |
0.618 |
7,732.40 |
0.500 |
7,650.20 |
0.382 |
7,567.99 |
LOW |
7,301.88 |
0.618 |
6,871.36 |
1.000 |
6,605.25 |
1.618 |
6,174.73 |
2.618 |
5,478.10 |
4.250 |
4,341.20 |
|
|
Fisher Pivots for day following 13-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
7,880.24 |
7,910.23 |
PP |
7,765.22 |
7,825.20 |
S1 |
7,650.20 |
7,740.17 |
|