Trading Metrics calculated at close of trading on 31-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2020 |
31-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
7,678.83 |
7,855.74 |
176.91 |
2.3% |
6,931.14 |
High |
7,902.09 |
8,011.60 |
109.51 |
1.4% |
7,913.11 |
Low |
7,651.43 |
7,765.45 |
114.02 |
1.5% |
6,771.91 |
Close |
7,889.01 |
7,813.50 |
-75.51 |
-1.0% |
7,588.37 |
Range |
250.66 |
246.15 |
-4.51 |
-1.8% |
1,141.20 |
ATR |
426.65 |
413.76 |
-12.89 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,601.97 |
8,453.88 |
7,948.88 |
|
R3 |
8,355.82 |
8,207.73 |
7,881.19 |
|
R2 |
8,109.67 |
8,109.67 |
7,858.63 |
|
R1 |
7,961.58 |
7,961.58 |
7,836.06 |
7,912.55 |
PP |
7,863.52 |
7,863.52 |
7,863.52 |
7,839.00 |
S1 |
7,715.43 |
7,715.43 |
7,790.94 |
7,666.40 |
S2 |
7,617.37 |
7,617.37 |
7,768.37 |
|
S3 |
7,371.22 |
7,469.28 |
7,745.81 |
|
S4 |
7,125.07 |
7,223.13 |
7,678.12 |
|
|
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 |
8,011.60 |
7,390.41 |
621.19 |
8.0% |
296.96 |
3.8% |
68% |
True |
False |
|
10 |
8,011.60 |
6,771.91 |
1,239.69 |
15.9% |
360.12 |
4.6% |
84% |
True |
False |
|
20 |
8,949.91 |
6,771.91 |
2,178.00 |
27.9% |
393.93 |
5.0% |
48% |
False |
False |
|
40 |
9,736.57 |
6,771.91 |
2,964.66 |
37.9% |
291.96 |
3.7% |
35% |
False |
False |
|
60 |
9,736.57 |
6,771.91 |
2,964.66 |
37.9% |
225.76 |
2.9% |
35% |
False |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
37.9% |
183.40 |
2.3% |
35% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
37.9% |
158.47 |
2.0% |
35% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
37.9% |
143.05 |
1.8% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,057.74 |
2.618 |
8,656.02 |
1.618 |
8,409.87 |
1.000 |
8,257.75 |
0.618 |
8,163.72 |
HIGH |
8,011.60 |
0.618 |
7,917.57 |
0.500 |
7,888.53 |
0.382 |
7,859.48 |
LOW |
7,765.45 |
0.618 |
7,613.33 |
1.000 |
7,519.30 |
1.618 |
7,367.18 |
2.618 |
7,121.03 |
4.250 |
6,719.31 |
|
|
Fisher Pivots for day following 31-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
7,888.53 |
7,807.64 |
PP |
7,863.52 |
7,801.77 |
S1 |
7,838.51 |
7,795.91 |
|