Trading Metrics calculated at close of trading on 09-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2020 |
09-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
25,457.21 |
24,992.36 |
-464.85 |
-1.8% |
25,590.51 |
High |
25,994.38 |
24,992.36 |
-1,002.02 |
-3.9% |
27,095.50 |
Low |
25,229.19 |
23,706.07 |
-1,523.12 |
-6.0% |
25,229.19 |
Close |
25,864.78 |
23,851.02 |
-2,013.76 |
-7.8% |
25,864.78 |
Range |
765.19 |
1,286.29 |
521.10 |
68.1% |
1,866.31 |
ATR |
718.93 |
821.77 |
102.84 |
14.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,042.02 |
27,232.81 |
24,558.48 |
|
R3 |
26,755.73 |
25,946.52 |
24,204.75 |
|
R2 |
25,469.44 |
25,469.44 |
24,086.84 |
|
R1 |
24,660.23 |
24,660.23 |
23,968.93 |
24,421.69 |
PP |
24,183.15 |
24,183.15 |
24,183.15 |
24,063.88 |
S1 |
23,373.94 |
23,373.94 |
23,733.11 |
23,135.40 |
S2 |
22,896.86 |
22,896.86 |
23,615.20 |
|
S3 |
21,610.57 |
22,087.65 |
23,497.29 |
|
S4 |
20,324.28 |
20,801.36 |
23,143.56 |
|
|
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 |
23,706.07 |
3,389.43 |
14.2% |
992.04 |
4.2% |
4% |
False |
True |
|
10 |
28,134.82 |
23,706.07 |
4,428.75 |
18.6% |
989.42 |
4.1% |
3% |
False |
True |
|
20 |
29,568.57 |
23,706.07 |
5,862.50 |
24.6% |
620.56 |
2.6% |
2% |
False |
True |
|
40 |
29,568.57 |
23,706.07 |
5,862.50 |
24.6% |
433.38 |
1.8% |
2% |
False |
True |
|
60 |
29,568.57 |
23,706.07 |
5,862.50 |
24.6% |
346.62 |
1.5% |
2% |
False |
True |
|
80 |
29,568.57 |
23,706.07 |
5,862.50 |
24.6% |
298.41 |
1.3% |
2% |
False |
True |
|
100 |
29,568.57 |
23,706.07 |
5,862.50 |
24.6% |
273.29 |
1.1% |
2% |
False |
True |
|
120 |
29,568.57 |
23,706.07 |
5,862.50 |
24.6% |
273.43 |
1.1% |
2% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,459.09 |
2.618 |
28,359.87 |
1.618 |
27,073.58 |
1.000 |
26,278.65 |
0.618 |
25,787.29 |
HIGH |
24,992.36 |
0.618 |
24,501.00 |
0.500 |
24,349.22 |
0.382 |
24,197.43 |
LOW |
23,706.07 |
0.618 |
22,911.14 |
1.000 |
22,419.78 |
1.618 |
21,624.85 |
2.618 |
20,338.56 |
4.250 |
18,239.34 |
|
|
Fisher Pivots for day following 09-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
24,349.22 |
25,189.00 |
PP |
24,183.15 |
24,743.00 |
S1 |
24,017.09 |
24,297.01 |
|