Trading Metrics calculated at close of trading on 16-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2020 |
16-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
8,548.47 |
8,689.09 |
140.62 |
1.6% |
7,819.06 |
High |
8,666.24 |
8,793.35 |
127.11 |
1.5% |
8,334.23 |
Low |
8,500.56 |
8,605.51 |
104.95 |
1.2% |
7,763.09 |
Close |
8,591.96 |
8,757.83 |
165.87 |
1.9% |
8,238.53 |
Range |
165.68 |
187.84 |
22.16 |
13.4% |
571.14 |
ATR |
339.38 |
329.53 |
-9.86 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,282.42 |
9,207.96 |
8,861.14 |
|
R3 |
9,094.58 |
9,020.12 |
8,809.49 |
|
R2 |
8,906.74 |
8,906.74 |
8,792.27 |
|
R1 |
8,832.28 |
8,832.28 |
8,775.05 |
8,869.51 |
PP |
8,718.90 |
8,718.90 |
8,718.90 |
8,737.51 |
S1 |
8,644.44 |
8,644.44 |
8,740.61 |
8,681.67 |
S2 |
8,531.06 |
8,531.06 |
8,723.39 |
|
S3 |
8,343.22 |
8,456.60 |
8,706.17 |
|
S4 |
8,155.38 |
8,268.76 |
8,654.52 |
|
|
Weekly Pivots for week ending 10-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,825.37 |
9,603.09 |
8,552.66 |
|
R3 |
9,254.23 |
9,031.95 |
8,395.59 |
|
R2 |
8,683.09 |
8,683.09 |
8,343.24 |
|
R1 |
8,460.81 |
8,460.81 |
8,290.88 |
8,571.95 |
PP |
8,111.95 |
8,111.95 |
8,111.95 |
8,167.52 |
S1 |
7,889.67 |
7,889.67 |
8,186.18 |
8,000.81 |
S2 |
7,540.81 |
7,540.81 |
8,133.82 |
|
S3 |
6,969.67 |
7,318.53 |
8,081.47 |
|
S4 |
6,398.53 |
6,747.39 |
7,924.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,793.35 |
8,158.58 |
634.77 |
7.2% |
187.44 |
2.1% |
94% |
True |
False |
|
10 |
8,793.35 |
7,432.28 |
1,361.07 |
15.5% |
218.66 |
2.5% |
97% |
True |
False |
|
20 |
8,793.35 |
6,771.91 |
2,021.44 |
23.1% |
278.31 |
3.2% |
98% |
True |
False |
|
40 |
9,714.23 |
6,771.91 |
2,942.32 |
33.6% |
327.63 |
3.7% |
67% |
False |
False |
|
60 |
9,736.57 |
6,771.91 |
2,964.66 |
33.9% |
253.22 |
2.9% |
67% |
False |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
33.9% |
206.77 |
2.4% |
67% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
33.9% |
176.71 |
2.0% |
67% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
33.9% |
157.04 |
1.8% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,591.67 |
2.618 |
9,285.12 |
1.618 |
9,097.28 |
1.000 |
8,981.19 |
0.618 |
8,909.44 |
HIGH |
8,793.35 |
0.618 |
8,721.60 |
0.500 |
8,699.43 |
0.382 |
8,677.26 |
LOW |
8,605.51 |
0.618 |
8,489.42 |
1.000 |
8,417.67 |
1.618 |
8,301.58 |
2.618 |
8,113.74 |
4.250 |
7,807.19 |
|
|
Fisher Pivots for day following 16-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
8,738.36 |
8,715.90 |
PP |
8,718.90 |
8,673.97 |
S1 |
8,699.43 |
8,632.05 |
|