Trading Metrics calculated at close of trading on 27-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2020 |
27-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
7,549.83 |
7,657.44 |
107.61 |
1.4% |
6,931.14 |
High |
7,913.11 |
7,817.74 |
-95.37 |
-1.2% |
7,913.11 |
Low |
7,549.83 |
7,580.22 |
30.39 |
0.4% |
6,771.91 |
Close |
7,897.13 |
7,588.37 |
-308.76 |
-3.9% |
7,588.37 |
Range |
363.28 |
237.52 |
-125.76 |
-34.6% |
1,141.20 |
ATR |
444.45 |
435.34 |
-9.11 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,374.67 |
8,219.04 |
7,719.01 |
|
R3 |
8,137.15 |
7,981.52 |
7,653.69 |
|
R2 |
7,899.63 |
7,899.63 |
7,631.92 |
|
R1 |
7,744.00 |
7,744.00 |
7,610.14 |
7,703.06 |
PP |
7,662.11 |
7,662.11 |
7,662.11 |
7,641.64 |
S1 |
7,506.48 |
7,506.48 |
7,566.60 |
7,465.54 |
S2 |
7,424.59 |
7,424.59 |
7,544.82 |
|
S3 |
7,187.07 |
7,268.96 |
7,523.05 |
|
S4 |
6,949.55 |
7,031.44 |
7,457.73 |
|
|
Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,848.06 |
10,359.42 |
8,216.03 |
|
R3 |
9,706.86 |
9,218.22 |
7,902.20 |
|
R2 |
8,565.66 |
8,565.66 |
7,797.59 |
|
R1 |
8,077.02 |
8,077.02 |
7,692.98 |
8,321.34 |
PP |
7,424.46 |
7,424.46 |
7,424.46 |
7,546.63 |
S1 |
6,935.82 |
6,935.82 |
7,483.76 |
7,180.14 |
S2 |
6,283.26 |
6,283.26 |
7,379.15 |
|
S3 |
5,142.06 |
5,794.62 |
7,274.54 |
|
S4 |
4,000.86 |
4,653.42 |
6,960.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,913.11 |
6,771.91 |
1,141.20 |
15.0% |
322.58 |
4.3% |
72% |
False |
False |
|
10 |
7,913.11 |
6,771.91 |
1,141.20 |
15.0% |
426.51 |
5.6% |
72% |
False |
False |
|
20 |
8,998.44 |
6,771.91 |
2,226.53 |
29.3% |
414.66 |
5.5% |
37% |
False |
False |
|
40 |
9,736.57 |
6,771.91 |
2,964.66 |
39.1% |
287.69 |
3.8% |
28% |
False |
False |
|
60 |
9,736.57 |
6,771.91 |
2,964.66 |
39.1% |
220.40 |
2.9% |
28% |
False |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
39.1% |
178.69 |
2.4% |
28% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
39.1% |
154.20 |
2.0% |
28% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
39.1% |
140.37 |
1.8% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,827.20 |
2.618 |
8,439.57 |
1.618 |
8,202.05 |
1.000 |
8,055.26 |
0.618 |
7,964.53 |
HIGH |
7,817.74 |
0.618 |
7,727.01 |
0.500 |
7,698.98 |
0.382 |
7,670.95 |
LOW |
7,580.22 |
0.618 |
7,433.43 |
1.000 |
7,342.70 |
1.618 |
7,195.91 |
2.618 |
6,958.39 |
4.250 |
6,570.76 |
|
|
Fisher Pivots for day following 27-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
7,698.98 |
7,651.76 |
PP |
7,662.11 |
7,630.63 |
S1 |
7,625.24 |
7,609.50 |
|