Trading Metrics calculated at close of trading on 01-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2020 |
01-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
7,855.74 |
7,582.78 |
-272.96 |
-3.5% |
6,931.14 |
High |
8,011.60 |
7,701.68 |
-309.92 |
-3.9% |
7,913.11 |
Low |
7,765.45 |
7,423.97 |
-341.48 |
-4.4% |
6,771.91 |
Close |
7,813.50 |
7,486.29 |
-327.21 |
-4.2% |
7,588.37 |
Range |
246.15 |
277.71 |
31.56 |
12.8% |
1,141.20 |
ATR |
413.76 |
412.03 |
-1.73 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,370.44 |
8,206.08 |
7,639.03 |
|
R3 |
8,092.73 |
7,928.37 |
7,562.66 |
|
R2 |
7,815.02 |
7,815.02 |
7,537.20 |
|
R1 |
7,650.66 |
7,650.66 |
7,511.75 |
7,593.99 |
PP |
7,537.31 |
7,537.31 |
7,537.31 |
7,508.98 |
S1 |
7,372.95 |
7,372.95 |
7,460.83 |
7,316.28 |
S2 |
7,259.60 |
7,259.60 |
7,435.38 |
|
S3 |
6,981.89 |
7,095.24 |
7,409.92 |
|
S4 |
6,704.18 |
6,817.53 |
7,333.55 |
|
|
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 |
7,423.97 |
587.63 |
7.8% |
275.06 |
3.7% |
11% |
False |
True |
|
10 |
8,011.60 |
6,771.91 |
1,239.69 |
16.6% |
337.96 |
4.5% |
58% |
False |
False |
|
20 |
8,864.19 |
6,771.91 |
2,092.28 |
27.9% |
393.80 |
5.3% |
34% |
False |
False |
|
40 |
9,736.57 |
6,771.91 |
2,964.66 |
39.6% |
295.70 |
3.9% |
24% |
False |
False |
|
60 |
9,736.57 |
6,771.91 |
2,964.66 |
39.6% |
228.12 |
3.0% |
24% |
False |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
39.6% |
186.26 |
2.5% |
24% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
39.6% |
160.78 |
2.1% |
24% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
39.6% |
144.85 |
1.9% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,881.95 |
2.618 |
8,428.72 |
1.618 |
8,151.01 |
1.000 |
7,979.39 |
0.618 |
7,873.30 |
HIGH |
7,701.68 |
0.618 |
7,595.59 |
0.500 |
7,562.83 |
0.382 |
7,530.06 |
LOW |
7,423.97 |
0.618 |
7,252.35 |
1.000 |
7,146.26 |
1.618 |
6,974.64 |
2.618 |
6,696.93 |
4.250 |
6,243.70 |
|
|
Fisher Pivots for day following 01-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
7,562.83 |
7,717.79 |
PP |
7,537.31 |
7,640.62 |
S1 |
7,511.80 |
7,563.46 |
|