Trading Metrics calculated at close of trading on 11-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2020 |
11-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
24,453.00 |
24,604.63 |
151.63 |
0.6% |
25,590.51 |
High |
25,020.99 |
24,604.63 |
-416.36 |
-1.7% |
27,095.50 |
Low |
23,690.34 |
23,328.32 |
-362.02 |
-1.5% |
25,229.19 |
Close |
25,018.16 |
23,553.22 |
-1,464.94 |
-5.9% |
25,864.78 |
Range |
1,330.65 |
1,276.31 |
-54.34 |
-4.1% |
1,866.31 |
ATR |
858.12 |
917.53 |
59.41 |
6.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,657.65 |
26,881.75 |
24,255.19 |
|
R3 |
26,381.34 |
25,605.44 |
23,904.21 |
|
R2 |
25,105.03 |
25,105.03 |
23,787.21 |
|
R1 |
24,329.13 |
24,329.13 |
23,670.22 |
24,078.93 |
PP |
23,828.72 |
23,828.72 |
23,828.72 |
23,703.62 |
S1 |
23,052.82 |
23,052.82 |
23,436.22 |
22,802.62 |
S2 |
22,552.41 |
22,552.41 |
23,319.23 |
|
S3 |
21,276.10 |
21,776.51 |
23,202.23 |
|
S4 |
19,999.79 |
20,500.20 |
22,851.25 |
|
|
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 |
26,671.92 |
23,328.32 |
3,343.60 |
14.2% |
1,077.41 |
4.6% |
7% |
False |
True |
|
10 |
27,095.50 |
23,328.32 |
3,767.18 |
16.0% |
1,071.21 |
4.5% |
6% |
False |
True |
|
20 |
29,568.57 |
23,328.32 |
6,240.25 |
26.5% |
726.54 |
3.1% |
4% |
False |
True |
|
40 |
29,568.57 |
23,328.32 |
6,240.25 |
26.5% |
490.79 |
2.1% |
4% |
False |
True |
|
60 |
29,568.57 |
23,328.32 |
6,240.25 |
26.5% |
381.93 |
1.6% |
4% |
False |
True |
|
80 |
29,568.57 |
23,328.32 |
6,240.25 |
26.5% |
326.56 |
1.4% |
4% |
False |
True |
|
100 |
29,568.57 |
23,328.32 |
6,240.25 |
26.5% |
295.12 |
1.3% |
4% |
False |
True |
|
120 |
29,568.57 |
23,328.32 |
6,240.25 |
26.5% |
291.93 |
1.2% |
4% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,028.95 |
2.618 |
27,946.01 |
1.618 |
26,669.70 |
1.000 |
25,880.94 |
0.618 |
25,393.39 |
HIGH |
24,604.63 |
0.618 |
24,117.08 |
0.500 |
23,966.48 |
0.382 |
23,815.87 |
LOW |
23,328.32 |
0.618 |
22,539.56 |
1.000 |
22,052.01 |
1.618 |
21,263.25 |
2.618 |
19,986.94 |
4.250 |
17,904.00 |
|
|
Fisher Pivots for day following 11-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
23,966.48 |
24,174.66 |
PP |
23,828.72 |
23,967.51 |
S1 |
23,690.97 |
23,760.37 |
|