Trading Metrics calculated at close of trading on 16-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2020 |
16-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
7,683.04 |
7,502.26 |
-180.78 |
-2.4% |
7,912.14 |
High |
7,998.51 |
7,563.45 |
-435.06 |
-5.4% |
8,376.44 |
Low |
7,301.88 |
6,993.72 |
-308.16 |
-4.2% |
7,255.61 |
Close |
7,995.26 |
7,020.38 |
-974.88 |
-12.2% |
7,995.26 |
Range |
696.63 |
569.73 |
-126.90 |
-18.2% |
1,120.83 |
ATR |
364.78 |
410.26 |
45.48 |
12.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,901.71 |
8,530.77 |
7,333.73 |
|
R3 |
8,331.98 |
7,961.04 |
7,177.06 |
|
R2 |
7,762.25 |
7,762.25 |
7,124.83 |
|
R1 |
7,391.31 |
7,391.31 |
7,072.61 |
7,291.92 |
PP |
7,192.52 |
7,192.52 |
7,192.52 |
7,142.82 |
S1 |
6,821.58 |
6,821.58 |
6,968.15 |
6,722.19 |
S2 |
6,622.79 |
6,622.79 |
6,915.93 |
|
S3 |
6,053.06 |
6,251.85 |
6,863.70 |
|
S4 |
5,483.33 |
5,682.12 |
6,707.03 |
|
|
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 |
6,993.72 |
1,382.72 |
19.7% |
514.86 |
7.3% |
2% |
False |
True |
|
10 |
8,998.44 |
6,993.72 |
2,004.72 |
28.6% |
416.49 |
5.9% |
1% |
False |
True |
|
20 |
9,736.57 |
6,993.72 |
2,742.85 |
39.1% |
329.49 |
4.7% |
1% |
False |
True |
|
40 |
9,736.57 |
6,993.72 |
2,742.85 |
39.1% |
215.99 |
3.1% |
1% |
False |
True |
|
60 |
9,736.57 |
6,993.72 |
2,742.85 |
39.1% |
166.08 |
2.4% |
1% |
False |
True |
|
80 |
9,736.57 |
6,993.72 |
2,742.85 |
39.1% |
139.71 |
2.0% |
1% |
False |
True |
|
100 |
9,736.57 |
6,993.72 |
2,742.85 |
39.1% |
123.37 |
1.8% |
1% |
False |
True |
|
120 |
9,736.57 |
6,993.72 |
2,742.85 |
39.1% |
119.61 |
1.7% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,984.80 |
2.618 |
9,055.00 |
1.618 |
8,485.27 |
1.000 |
8,133.18 |
0.618 |
7,915.54 |
HIGH |
7,563.45 |
0.618 |
7,345.81 |
0.500 |
7,278.59 |
0.382 |
7,211.36 |
LOW |
6,993.72 |
0.618 |
6,641.63 |
1.000 |
6,423.99 |
1.618 |
6,071.90 |
2.618 |
5,502.17 |
4.250 |
4,572.37 |
|
|
Fisher Pivots for day following 16-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
7,278.59 |
7,496.12 |
PP |
7,192.52 |
7,337.54 |
S1 |
7,106.45 |
7,178.96 |
|