Trading Metrics calculated at close of trading on 24-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2020 |
24-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
6,931.14 |
7,348.99 |
417.85 |
6.0% |
7,502.26 |
High |
7,145.29 |
7,555.91 |
410.62 |
5.7% |
7,563.45 |
Low |
6,771.91 |
7,304.39 |
532.48 |
7.9% |
6,837.53 |
Close |
7,006.92 |
7,553.82 |
546.90 |
7.8% |
6,994.29 |
Range |
373.38 |
251.52 |
-121.86 |
-32.6% |
725.92 |
ATR |
441.24 |
448.94 |
7.70 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,225.93 |
8,141.40 |
7,692.16 |
|
R3 |
7,974.41 |
7,889.88 |
7,622.99 |
|
R2 |
7,722.89 |
7,722.89 |
7,599.93 |
|
R1 |
7,638.36 |
7,638.36 |
7,576.88 |
7,680.63 |
PP |
7,471.37 |
7,471.37 |
7,471.37 |
7,492.51 |
S1 |
7,386.84 |
7,386.84 |
7,530.76 |
7,429.11 |
S2 |
7,219.85 |
7,219.85 |
7,507.71 |
|
S3 |
6,968.33 |
7,135.32 |
7,484.65 |
|
S4 |
6,716.81 |
6,883.80 |
7,415.48 |
|
|
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 |
7,555.91 |
6,771.91 |
784.00 |
10.4% |
423.28 |
5.6% |
100% |
True |
False |
|
10 |
8,224.73 |
6,771.91 |
1,452.82 |
19.2% |
484.74 |
6.4% |
54% |
False |
False |
|
20 |
9,032.87 |
6,771.91 |
2,260.96 |
29.9% |
411.76 |
5.5% |
35% |
False |
False |
|
40 |
9,736.57 |
6,771.91 |
2,964.66 |
39.2% |
271.08 |
3.6% |
26% |
False |
False |
|
60 |
9,736.57 |
6,771.91 |
2,964.66 |
39.2% |
207.57 |
2.7% |
26% |
False |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
39.2% |
169.03 |
2.2% |
26% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
39.2% |
146.21 |
1.9% |
26% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
39.2% |
135.32 |
1.8% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,624.87 |
2.618 |
8,214.39 |
1.618 |
7,962.87 |
1.000 |
7,807.43 |
0.618 |
7,711.35 |
HIGH |
7,555.91 |
0.618 |
7,459.83 |
0.500 |
7,430.15 |
0.382 |
7,400.47 |
LOW |
7,304.39 |
0.618 |
7,148.95 |
1.000 |
7,052.87 |
1.618 |
6,897.43 |
2.618 |
6,645.91 |
4.250 |
6,235.43 |
|
|
Fisher Pivots for day following 24-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
7,512.60 |
7,423.85 |
PP |
7,471.37 |
7,293.88 |
S1 |
7,430.15 |
7,163.91 |
|