Trading Metrics calculated at close of trading on 17-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2020 |
17-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
7,502.26 |
7,198.53 |
-303.73 |
-4.0% |
7,912.14 |
High |
7,563.45 |
7,550.13 |
-13.32 |
-0.2% |
8,376.44 |
Low |
6,993.72 |
6,959.15 |
-34.57 |
-0.5% |
7,255.61 |
Close |
7,020.38 |
7,473.95 |
453.57 |
6.5% |
7,995.26 |
Range |
569.73 |
590.98 |
21.25 |
3.7% |
1,120.83 |
ATR |
410.26 |
423.17 |
12.91 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,100.68 |
8,878.30 |
7,798.99 |
|
R3 |
8,509.70 |
8,287.32 |
7,636.47 |
|
R2 |
7,918.72 |
7,918.72 |
7,582.30 |
|
R1 |
7,696.34 |
7,696.34 |
7,528.12 |
7,807.53 |
PP |
7,327.74 |
7,327.74 |
7,327.74 |
7,383.34 |
S1 |
7,105.36 |
7,105.36 |
7,419.78 |
7,216.55 |
S2 |
6,736.76 |
6,736.76 |
7,365.60 |
|
S3 |
6,145.78 |
6,514.38 |
7,311.43 |
|
S4 |
5,554.80 |
5,923.40 |
7,148.91 |
|
|
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 |
8,224.73 |
6,959.15 |
1,265.58 |
16.9% |
546.19 |
7.3% |
41% |
False |
True |
|
10 |
8,949.91 |
6,959.15 |
1,990.76 |
26.6% |
427.73 |
5.7% |
26% |
False |
True |
|
20 |
9,736.57 |
6,959.15 |
2,777.42 |
37.2% |
355.02 |
4.8% |
19% |
False |
True |
|
40 |
9,736.57 |
6,959.15 |
2,777.42 |
37.2% |
229.33 |
3.1% |
19% |
False |
True |
|
60 |
9,736.57 |
6,959.15 |
2,777.42 |
37.2% |
175.44 |
2.3% |
19% |
False |
True |
|
80 |
9,736.57 |
6,959.15 |
2,777.42 |
37.2% |
146.48 |
2.0% |
19% |
False |
True |
|
100 |
9,736.57 |
6,959.15 |
2,777.42 |
37.2% |
128.25 |
1.7% |
19% |
False |
True |
|
120 |
9,736.57 |
6,959.15 |
2,777.42 |
37.2% |
122.96 |
1.6% |
19% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,061.80 |
2.618 |
9,097.32 |
1.618 |
8,506.34 |
1.000 |
8,141.11 |
0.618 |
7,915.36 |
HIGH |
7,550.13 |
0.618 |
7,324.38 |
0.500 |
7,254.64 |
0.382 |
7,184.90 |
LOW |
6,959.15 |
0.618 |
6,593.92 |
1.000 |
6,368.17 |
1.618 |
6,002.94 |
2.618 |
5,411.96 |
4.250 |
4,447.49 |
|
|
Fisher Pivots for day following 17-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
7,400.85 |
7,478.83 |
PP |
7,327.74 |
7,477.20 |
S1 |
7,254.64 |
7,475.58 |
|