Trading Metrics calculated at close of trading on 18-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2020 |
18-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
7,198.53 |
7,023.86 |
-174.67 |
-2.4% |
7,912.14 |
High |
7,550.13 |
7,336.88 |
-213.25 |
-2.8% |
8,376.44 |
Low |
6,959.15 |
6,837.53 |
-121.62 |
-1.7% |
7,255.61 |
Close |
7,473.95 |
7,175.18 |
-298.77 |
-4.0% |
7,995.26 |
Range |
590.98 |
499.35 |
-91.63 |
-15.5% |
1,120.83 |
ATR |
423.17 |
438.40 |
15.23 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,614.58 |
8,394.23 |
7,449.82 |
|
R3 |
8,115.23 |
7,894.88 |
7,312.50 |
|
R2 |
7,615.88 |
7,615.88 |
7,266.73 |
|
R1 |
7,395.53 |
7,395.53 |
7,220.95 |
7,505.71 |
PP |
7,116.53 |
7,116.53 |
7,116.53 |
7,171.62 |
S1 |
6,896.18 |
6,896.18 |
7,129.41 |
7,006.36 |
S2 |
6,617.18 |
6,617.18 |
7,083.63 |
|
S3 |
6,117.83 |
6,396.83 |
7,037.86 |
|
S4 |
5,618.48 |
5,897.48 |
6,900.54 |
|
|
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 |
7,998.51 |
6,837.53 |
1,160.98 |
16.2% |
581.32 |
8.1% |
29% |
False |
True |
|
10 |
8,864.19 |
6,837.53 |
2,026.66 |
28.2% |
449.65 |
6.3% |
17% |
False |
True |
|
20 |
9,714.23 |
6,837.53 |
2,876.70 |
40.1% |
376.96 |
5.3% |
12% |
False |
True |
|
40 |
9,736.57 |
6,837.53 |
2,899.04 |
40.4% |
240.67 |
3.4% |
12% |
False |
True |
|
60 |
9,736.57 |
6,837.53 |
2,899.04 |
40.4% |
182.93 |
2.5% |
12% |
False |
True |
|
80 |
9,736.57 |
6,837.53 |
2,899.04 |
40.4% |
151.31 |
2.1% |
12% |
False |
True |
|
100 |
9,736.57 |
6,837.53 |
2,899.04 |
40.4% |
132.79 |
1.9% |
12% |
False |
True |
|
120 |
9,736.57 |
6,837.53 |
2,899.04 |
40.4% |
125.66 |
1.8% |
12% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,459.12 |
2.618 |
8,644.18 |
1.618 |
8,144.83 |
1.000 |
7,836.23 |
0.618 |
7,645.48 |
HIGH |
7,336.88 |
0.618 |
7,146.13 |
0.500 |
7,087.21 |
0.382 |
7,028.28 |
LOW |
6,837.53 |
0.618 |
6,528.93 |
1.000 |
6,338.18 |
1.618 |
6,029.58 |
2.618 |
5,530.23 |
4.250 |
4,715.29 |
|
|
Fisher Pivots for day following 18-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
7,145.86 |
7,200.49 |
PP |
7,116.53 |
7,192.05 |
S1 |
7,087.21 |
7,183.62 |
|