Trading Metrics calculated at close of trading on 06-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2020 |
06-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
26,671.92 |
25,457.21 |
-1,214.71 |
-4.6% |
25,590.51 |
High |
26,671.92 |
25,994.38 |
-677.54 |
-2.5% |
27,095.50 |
Low |
25,943.33 |
25,229.19 |
-714.14 |
-2.8% |
25,229.19 |
Close |
26,121.28 |
25,864.78 |
-256.50 |
-1.0% |
25,864.78 |
Range |
728.59 |
765.19 |
36.60 |
5.0% |
1,866.31 |
ATR |
705.61 |
718.93 |
13.32 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,991.69 |
27,693.42 |
26,285.63 |
|
R3 |
27,226.50 |
26,928.23 |
26,075.21 |
|
R2 |
26,461.31 |
26,461.31 |
26,005.06 |
|
R1 |
26,163.04 |
26,163.04 |
25,934.92 |
26,312.18 |
PP |
25,696.12 |
25,696.12 |
25,696.12 |
25,770.68 |
S1 |
25,397.85 |
25,397.85 |
25,794.64 |
25,546.99 |
S2 |
24,930.93 |
24,930.93 |
25,724.50 |
|
S3 |
24,165.74 |
24,632.66 |
25,654.35 |
|
S4 |
23,400.55 |
23,867.47 |
25,443.93 |
|
|
Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,662.09 |
30,629.74 |
26,891.25 |
|
R3 |
29,795.78 |
28,763.43 |
26,378.02 |
|
R2 |
27,929.47 |
27,929.47 |
26,206.94 |
|
R1 |
26,897.12 |
26,897.12 |
26,035.86 |
27,413.30 |
PP |
26,063.16 |
26,063.16 |
26,063.16 |
26,321.24 |
S1 |
25,030.81 |
25,030.81 |
25,693.70 |
25,546.99 |
S2 |
24,196.85 |
24,196.85 |
25,522.62 |
|
S3 |
22,330.54 |
23,164.50 |
25,351.54 |
|
S4 |
20,464.23 |
21,298.19 |
24,838.31 |
|
|
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 |
25,229.19 |
1,866.31 |
7.2% |
996.63 |
3.9% |
34% |
False |
True |
|
10 |
28,402.93 |
24,681.01 |
3,721.92 |
14.4% |
909.84 |
3.5% |
32% |
False |
False |
|
20 |
29,568.57 |
24,681.01 |
4,887.56 |
18.9% |
567.75 |
2.2% |
24% |
False |
False |
|
40 |
29,568.57 |
24,681.01 |
4,887.56 |
18.9% |
404.81 |
1.6% |
24% |
False |
False |
|
60 |
29,568.57 |
24,681.01 |
4,887.56 |
18.9% |
327.60 |
1.3% |
24% |
False |
False |
|
80 |
29,568.57 |
24,681.01 |
4,887.56 |
18.9% |
284.79 |
1.1% |
24% |
False |
False |
|
100 |
29,568.57 |
24,681.01 |
4,887.56 |
18.9% |
261.68 |
1.0% |
24% |
False |
False |
|
120 |
29,568.57 |
24,681.01 |
4,887.56 |
18.9% |
263.88 |
1.0% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,246.44 |
2.618 |
27,997.65 |
1.618 |
27,232.46 |
1.000 |
26,759.57 |
0.618 |
26,467.27 |
HIGH |
25,994.38 |
0.618 |
25,702.08 |
0.500 |
25,611.79 |
0.382 |
25,521.49 |
LOW |
25,229.19 |
0.618 |
24,756.30 |
1.000 |
24,464.00 |
1.618 |
23,991.11 |
2.618 |
23,225.92 |
4.250 |
21,977.13 |
|
|
Fisher Pivots for day following 06-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
25,780.45 |
26,162.35 |
PP |
25,696.12 |
26,063.16 |
S1 |
25,611.79 |
25,963.97 |
|