Trading Metrics calculated at close of trading on 05-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2020 |
05-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
26,383.68 |
26,671.92 |
288.24 |
1.1% |
28,402.93 |
High |
27,095.50 |
26,671.92 |
-423.58 |
-1.6% |
28,402.93 |
Low |
26,286.31 |
25,943.33 |
-342.98 |
-1.3% |
24,681.01 |
Close |
27,090.86 |
26,121.28 |
-969.58 |
-3.6% |
25,409.36 |
Range |
809.19 |
728.59 |
-80.60 |
-10.0% |
3,721.92 |
ATR |
671.62 |
705.61 |
33.99 |
5.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,431.28 |
28,004.87 |
26,522.00 |
|
R3 |
27,702.69 |
27,276.28 |
26,321.64 |
|
R2 |
26,974.10 |
26,974.10 |
26,254.85 |
|
R1 |
26,547.69 |
26,547.69 |
26,188.07 |
26,396.60 |
PP |
26,245.51 |
26,245.51 |
26,245.51 |
26,169.97 |
S1 |
25,819.10 |
25,819.10 |
26,054.49 |
25,668.01 |
S2 |
25,516.92 |
25,516.92 |
25,987.71 |
|
S3 |
24,788.33 |
25,090.51 |
25,920.92 |
|
S4 |
24,059.74 |
24,361.92 |
25,720.56 |
|
|
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 |
27,095.50 |
24,681.01 |
2,414.49 |
9.2% |
1,006.24 |
3.9% |
60% |
False |
False |
|
10 |
29,146.53 |
24,681.01 |
4,465.52 |
17.1% |
858.70 |
3.3% |
32% |
False |
False |
|
20 |
29,568.57 |
24,681.01 |
4,887.56 |
18.7% |
537.54 |
2.1% |
29% |
False |
False |
|
40 |
29,568.57 |
24,681.01 |
4,887.56 |
18.7% |
394.28 |
1.5% |
29% |
False |
False |
|
60 |
29,568.57 |
24,681.01 |
4,887.56 |
18.7% |
316.59 |
1.2% |
29% |
False |
False |
|
80 |
29,568.57 |
24,681.01 |
4,887.56 |
18.7% |
276.67 |
1.1% |
29% |
False |
False |
|
100 |
29,568.57 |
24,681.01 |
4,887.56 |
18.7% |
257.23 |
1.0% |
29% |
False |
False |
|
120 |
29,568.57 |
24,681.01 |
4,887.56 |
18.7% |
258.20 |
1.0% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,768.43 |
2.618 |
28,579.37 |
1.618 |
27,850.78 |
1.000 |
27,400.51 |
0.618 |
27,122.19 |
HIGH |
26,671.92 |
0.618 |
26,393.60 |
0.500 |
26,307.63 |
0.382 |
26,221.65 |
LOW |
25,943.33 |
0.618 |
25,493.06 |
1.000 |
25,214.74 |
1.618 |
24,764.47 |
2.618 |
24,035.88 |
4.250 |
22,846.82 |
|
|
Fisher Pivots for day following 05-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
26,307.63 |
26,401.24 |
PP |
26,245.51 |
26,307.92 |
S1 |
26,183.40 |
26,214.60 |
|