Trading Metrics calculated at close of trading on 25-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2020 |
25-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
7,348.99 |
7,543.96 |
194.97 |
2.7% |
7,502.26 |
High |
7,555.91 |
7,777.61 |
221.70 |
2.9% |
7,563.45 |
Low |
7,304.39 |
7,390.41 |
86.02 |
1.2% |
6,837.53 |
Close |
7,553.82 |
7,469.62 |
-84.20 |
-1.1% |
6,994.29 |
Range |
251.52 |
387.20 |
135.68 |
53.9% |
725.92 |
ATR |
448.94 |
444.53 |
-4.41 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,707.48 |
8,475.75 |
7,682.58 |
|
R3 |
8,320.28 |
8,088.55 |
7,576.10 |
|
R2 |
7,933.08 |
7,933.08 |
7,540.61 |
|
R1 |
7,701.35 |
7,701.35 |
7,505.11 |
7,623.62 |
PP |
7,545.88 |
7,545.88 |
7,545.88 |
7,507.01 |
S1 |
7,314.15 |
7,314.15 |
7,434.13 |
7,236.42 |
S2 |
7,158.68 |
7,158.68 |
7,398.63 |
|
S3 |
6,771.48 |
6,926.95 |
7,363.14 |
|
S4 |
6,384.28 |
6,539.75 |
7,256.66 |
|
|
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 |
7,777.61 |
6,771.91 |
1,005.70 |
13.5% |
400.85 |
5.4% |
69% |
True |
False |
|
10 |
7,998.51 |
6,771.91 |
1,226.60 |
16.4% |
491.08 |
6.6% |
57% |
False |
False |
|
20 |
8,998.44 |
6,771.91 |
2,226.53 |
29.8% |
420.17 |
5.6% |
31% |
False |
False |
|
40 |
9,736.57 |
6,771.91 |
2,964.66 |
39.7% |
277.84 |
3.7% |
24% |
False |
False |
|
60 |
9,736.57 |
6,771.91 |
2,964.66 |
39.7% |
213.01 |
2.9% |
24% |
False |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
39.7% |
173.29 |
2.3% |
24% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
39.7% |
149.38 |
2.0% |
24% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
39.7% |
137.57 |
1.8% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,423.21 |
2.618 |
8,791.30 |
1.618 |
8,404.10 |
1.000 |
8,164.81 |
0.618 |
8,016.90 |
HIGH |
7,777.61 |
0.618 |
7,629.70 |
0.500 |
7,584.01 |
0.382 |
7,538.32 |
LOW |
7,390.41 |
0.618 |
7,151.12 |
1.000 |
7,003.21 |
1.618 |
6,763.92 |
2.618 |
6,376.72 |
4.250 |
5,744.81 |
|
|
Fisher Pivots for day following 25-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
7,584.01 |
7,404.67 |
PP |
7,545.88 |
7,339.71 |
S1 |
7,507.75 |
7,274.76 |
|