Trading Metrics calculated at close of trading on 27-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2020 |
27-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
8,666.57 |
8,865.58 |
199.01 |
2.3% |
8,742.54 |
High |
8,791.36 |
8,887.62 |
96.26 |
1.1% |
8,855.18 |
Low |
8,599.99 |
8,803.88 |
203.89 |
2.4% |
8,359.84 |
Close |
8,786.60 |
8,837.66 |
51.06 |
0.6% |
8,786.60 |
Range |
191.37 |
83.74 |
-107.63 |
-56.2% |
495.34 |
ATR |
291.61 |
278.00 |
-13.61 |
-4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,094.27 |
9,049.71 |
8,883.72 |
|
R3 |
9,010.53 |
8,965.97 |
8,860.69 |
|
R2 |
8,926.79 |
8,926.79 |
8,853.01 |
|
R1 |
8,882.23 |
8,882.23 |
8,845.34 |
8,862.64 |
PP |
8,843.05 |
8,843.05 |
8,843.05 |
8,833.26 |
S1 |
8,798.49 |
8,798.49 |
8,829.98 |
8,778.90 |
S2 |
8,759.31 |
8,759.31 |
8,822.31 |
|
S3 |
8,675.57 |
8,714.75 |
8,814.63 |
|
S4 |
8,591.83 |
8,631.01 |
8,791.60 |
|
|
Weekly Pivots for week ending 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,153.23 |
9,965.25 |
9,059.04 |
|
R3 |
9,657.89 |
9,469.91 |
8,922.82 |
|
R2 |
9,162.55 |
9,162.55 |
8,877.41 |
|
R1 |
8,974.57 |
8,974.57 |
8,832.01 |
9,068.56 |
PP |
8,667.21 |
8,667.21 |
8,667.21 |
8,714.20 |
S1 |
8,479.23 |
8,479.23 |
8,741.19 |
8,573.22 |
S2 |
8,171.87 |
8,171.87 |
8,695.79 |
|
S3 |
7,676.53 |
7,983.89 |
8,650.38 |
|
S4 |
7,181.19 |
7,488.55 |
8,514.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,887.62 |
8,359.84 |
527.78 |
6.0% |
181.62 |
2.1% |
91% |
True |
False |
|
10 |
8,887.62 |
8,359.84 |
527.78 |
6.0% |
180.41 |
2.0% |
91% |
True |
False |
|
20 |
8,887.62 |
7,423.97 |
1,463.65 |
16.6% |
208.70 |
2.4% |
97% |
True |
False |
|
40 |
8,998.44 |
6,771.91 |
2,226.53 |
25.2% |
311.68 |
3.5% |
93% |
False |
False |
|
60 |
9,736.57 |
6,771.91 |
2,964.66 |
33.5% |
261.36 |
3.0% |
70% |
False |
False |
|
80 |
9,736.57 |
6,771.91 |
2,964.66 |
33.5% |
217.47 |
2.5% |
70% |
False |
False |
|
100 |
9,736.57 |
6,771.91 |
2,964.66 |
33.5% |
184.69 |
2.1% |
70% |
False |
False |
|
120 |
9,736.57 |
6,771.91 |
2,964.66 |
33.5% |
163.28 |
1.8% |
70% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,243.52 |
2.618 |
9,106.85 |
1.618 |
9,023.11 |
1.000 |
8,971.36 |
0.618 |
8,939.37 |
HIGH |
8,887.62 |
0.618 |
8,855.63 |
0.500 |
8,845.75 |
0.382 |
8,835.87 |
LOW |
8,803.88 |
0.618 |
8,752.13 |
1.000 |
8,720.14 |
1.618 |
8,668.39 |
2.618 |
8,584.65 |
4.250 |
8,447.99 |
|
|
Fisher Pivots for day following 27-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
8,845.75 |
8,806.38 |
PP |
8,843.05 |
8,775.09 |
S1 |
8,840.36 |
8,743.81 |
|