Trading Metrics calculated at close of trading on 23-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2020 |
23-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
7,391.22 |
6,931.14 |
-460.08 |
-6.2% |
7,502.26 |
High |
7,487.83 |
7,145.29 |
-342.54 |
-4.6% |
7,563.45 |
Low |
6,969.77 |
6,771.91 |
-197.86 |
-2.8% |
6,837.53 |
Close |
6,994.29 |
7,006.92 |
12.63 |
0.2% |
6,994.29 |
Range |
518.06 |
373.38 |
-144.68 |
-27.9% |
725.92 |
ATR |
446.46 |
441.24 |
-5.22 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,094.85 |
7,924.26 |
7,212.28 |
|
R3 |
7,721.47 |
7,550.88 |
7,109.60 |
|
R2 |
7,348.09 |
7,348.09 |
7,075.37 |
|
R1 |
7,177.50 |
7,177.50 |
7,041.15 |
7,262.80 |
PP |
6,974.71 |
6,974.71 |
6,974.71 |
7,017.35 |
S1 |
6,804.12 |
6,804.12 |
6,972.69 |
6,889.42 |
S2 |
6,601.33 |
6,601.33 |
6,938.47 |
|
S3 |
6,227.95 |
6,430.74 |
6,904.24 |
|
S4 |
5,854.57 |
6,057.36 |
6,801.56 |
|
|
Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,309.52 |
8,877.82 |
7,393.55 |
|
R3 |
8,583.60 |
8,151.90 |
7,193.92 |
|
R2 |
7,857.68 |
7,857.68 |
7,127.38 |
|
R1 |
7,425.98 |
7,425.98 |
7,060.83 |
7,278.87 |
PP |
7,131.76 |
7,131.76 |
7,131.76 |
7,058.20 |
S1 |
6,700.06 |
6,700.06 |
6,927.75 |
6,552.95 |
S2 |
6,405.84 |
6,405.84 |
6,861.20 |
|
S3 |
5,679.92 |
5,974.14 |
6,794.66 |
|
S4 |
4,954.00 |
5,248.22 |
6,595.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,550.13 |
6,771.91 |
778.22 |
11.1% |
491.17 |
7.0% |
30% |
False |
True |
|
10 |
8,376.44 |
6,771.91 |
1,604.53 |
22.9% |
503.01 |
7.2% |
15% |
False |
True |
|
20 |
9,178.77 |
6,771.91 |
2,406.86 |
34.3% |
417.77 |
6.0% |
10% |
False |
True |
|
40 |
9,736.57 |
6,771.91 |
2,964.66 |
42.3% |
267.06 |
3.8% |
8% |
False |
True |
|
60 |
9,736.57 |
6,771.91 |
2,964.66 |
42.3% |
204.42 |
2.9% |
8% |
False |
True |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
42.3% |
166.31 |
2.4% |
8% |
False |
True |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
42.3% |
144.32 |
2.1% |
8% |
False |
True |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
42.3% |
134.45 |
1.9% |
8% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,732.16 |
2.618 |
8,122.80 |
1.618 |
7,749.42 |
1.000 |
7,518.67 |
0.618 |
7,376.04 |
HIGH |
7,145.29 |
0.618 |
7,002.66 |
0.500 |
6,958.60 |
0.382 |
6,914.54 |
LOW |
6,771.91 |
0.618 |
6,541.16 |
1.000 |
6,398.53 |
1.618 |
6,167.78 |
2.618 |
5,794.40 |
4.250 |
5,185.05 |
|
|
Fisher Pivots for day following 23-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
6,990.81 |
7,143.02 |
PP |
6,974.71 |
7,097.65 |
S1 |
6,958.60 |
7,052.29 |
|