Trading Metrics calculated at close of trading on 30-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2020 |
30-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
7,657.44 |
7,678.83 |
21.39 |
0.3% |
6,931.14 |
High |
7,817.74 |
7,902.09 |
84.35 |
1.1% |
7,913.11 |
Low |
7,580.22 |
7,651.43 |
71.21 |
0.9% |
6,771.91 |
Close |
7,588.37 |
7,889.01 |
300.64 |
4.0% |
7,588.37 |
Range |
237.52 |
250.66 |
13.14 |
5.5% |
1,141.20 |
ATR |
435.34 |
426.65 |
-8.69 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,566.16 |
8,478.24 |
8,026.87 |
|
R3 |
8,315.50 |
8,227.58 |
7,957.94 |
|
R2 |
8,064.84 |
8,064.84 |
7,934.96 |
|
R1 |
7,976.92 |
7,976.92 |
7,911.99 |
8,020.88 |
PP |
7,814.18 |
7,814.18 |
7,814.18 |
7,836.16 |
S1 |
7,726.26 |
7,726.26 |
7,866.03 |
7,770.22 |
S2 |
7,563.52 |
7,563.52 |
7,843.06 |
|
S3 |
7,312.86 |
7,475.60 |
7,820.08 |
|
S4 |
7,062.20 |
7,224.94 |
7,751.15 |
|
|
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 |
7,304.39 |
608.72 |
7.7% |
298.04 |
3.8% |
96% |
False |
False |
|
10 |
7,913.11 |
6,771.91 |
1,141.20 |
14.5% |
394.60 |
5.0% |
98% |
False |
False |
|
20 |
8,998.44 |
6,771.91 |
2,226.53 |
28.2% |
405.55 |
5.1% |
50% |
False |
False |
|
40 |
9,736.57 |
6,771.91 |
2,964.66 |
37.6% |
288.74 |
3.7% |
38% |
False |
False |
|
60 |
9,736.57 |
6,771.91 |
2,964.66 |
37.6% |
223.13 |
2.8% |
38% |
False |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
37.6% |
180.70 |
2.3% |
38% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
37.6% |
156.39 |
2.0% |
38% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
37.6% |
141.86 |
1.8% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,967.40 |
2.618 |
8,558.32 |
1.618 |
8,307.66 |
1.000 |
8,152.75 |
0.618 |
8,057.00 |
HIGH |
7,902.09 |
0.618 |
7,806.34 |
0.500 |
7,776.76 |
0.382 |
7,747.18 |
LOW |
7,651.43 |
0.618 |
7,496.52 |
1.000 |
7,400.77 |
1.618 |
7,245.86 |
2.618 |
6,995.20 |
4.250 |
6,586.13 |
|
|
Fisher Pivots for day following 30-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
7,851.59 |
7,836.50 |
PP |
7,814.18 |
7,783.98 |
S1 |
7,776.76 |
7,731.47 |
|