Trading Metrics calculated at close of trading on 03-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2020 |
03-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
25,590.51 |
26,762.47 |
1,171.96 |
4.6% |
28,402.93 |
High |
26,706.17 |
27,077.89 |
371.72 |
1.4% |
28,402.93 |
Low |
25,396.90 |
25,706.97 |
310.07 |
1.2% |
24,681.01 |
Close |
26,703.32 |
25,917.41 |
-785.91 |
-2.9% |
25,409.36 |
Range |
1,309.27 |
1,370.92 |
61.65 |
4.7% |
3,721.92 |
ATR |
575.87 |
632.66 |
56.79 |
9.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,346.85 |
29,503.05 |
26,671.42 |
|
R3 |
28,975.93 |
28,132.13 |
26,294.41 |
|
R2 |
27,605.01 |
27,605.01 |
26,168.75 |
|
R1 |
26,761.21 |
26,761.21 |
26,043.08 |
26,497.65 |
PP |
26,234.09 |
26,234.09 |
26,234.09 |
26,102.31 |
S1 |
25,390.29 |
25,390.29 |
25,791.74 |
25,126.73 |
S2 |
24,863.17 |
24,863.17 |
25,666.07 |
|
S3 |
23,492.25 |
24,019.37 |
25,540.41 |
|
S4 |
22,121.33 |
22,648.45 |
25,163.40 |
|
|
Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,330.19 |
35,091.70 |
27,456.42 |
|
R3 |
33,608.27 |
31,369.78 |
26,432.89 |
|
R2 |
29,886.35 |
29,886.35 |
26,091.71 |
|
R1 |
27,647.86 |
27,647.86 |
25,750.54 |
26,906.15 |
PP |
26,164.43 |
26,164.43 |
26,164.43 |
25,793.58 |
S1 |
23,925.94 |
23,925.94 |
25,068.18 |
23,184.23 |
S2 |
22,442.51 |
22,442.51 |
24,727.01 |
|
S3 |
18,720.59 |
20,204.02 |
24,385.83 |
|
S4 |
14,998.67 |
16,482.10 |
23,362.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,542.78 |
24,681.01 |
2,861.77 |
11.0% |
1,033.54 |
4.0% |
43% |
False |
False |
|
10 |
29,409.09 |
24,681.01 |
4,728.08 |
18.2% |
759.28 |
2.9% |
26% |
False |
False |
|
20 |
29,568.57 |
24,681.01 |
4,887.56 |
18.9% |
486.46 |
1.9% |
25% |
False |
False |
|
40 |
29,568.57 |
24,681.01 |
4,887.56 |
18.9% |
366.07 |
1.4% |
25% |
False |
False |
|
60 |
29,568.57 |
24,681.01 |
4,887.56 |
18.9% |
297.27 |
1.1% |
25% |
False |
False |
|
80 |
29,568.57 |
24,681.01 |
4,887.56 |
18.9% |
261.23 |
1.0% |
25% |
False |
False |
|
100 |
29,568.57 |
24,681.01 |
4,887.56 |
18.9% |
246.48 |
1.0% |
25% |
False |
False |
|
120 |
29,568.57 |
24,681.01 |
4,887.56 |
18.9% |
249.16 |
1.0% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
32,904.30 |
2.618 |
30,666.96 |
1.618 |
29,296.04 |
1.000 |
28,448.81 |
0.618 |
27,925.12 |
HIGH |
27,077.89 |
0.618 |
26,554.20 |
0.500 |
26,392.43 |
0.382 |
26,230.66 |
LOW |
25,706.97 |
0.618 |
24,859.74 |
1.000 |
24,336.05 |
1.618 |
23,488.82 |
2.618 |
22,117.90 |
4.250 |
19,880.56 |
|
|
Fisher Pivots for day following 03-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
26,392.43 |
25,904.76 |
PP |
26,234.09 |
25,892.10 |
S1 |
26,075.75 |
25,879.45 |
|