Trading Metrics calculated at close of trading on 13-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2020 |
13-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
22,184.71 |
21,973.82 |
-210.89 |
-1.0% |
24,992.36 |
High |
22,828.23 |
23,186.30 |
358.07 |
1.6% |
25,020.99 |
Low |
21,176.44 |
21,285.37 |
108.93 |
0.5% |
21,176.44 |
Close |
21,200.62 |
23,185.62 |
1,985.00 |
9.4% |
23,185.62 |
Range |
1,651.79 |
1,900.93 |
249.14 |
15.1% |
3,844.55 |
ATR |
1,021.76 |
1,090.61 |
68.85 |
6.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,255.22 |
27,621.35 |
24,231.13 |
|
R3 |
26,354.29 |
25,720.42 |
23,708.38 |
|
R2 |
24,453.36 |
24,453.36 |
23,534.12 |
|
R1 |
23,819.49 |
23,819.49 |
23,359.87 |
24,136.43 |
PP |
22,552.43 |
22,552.43 |
22,552.43 |
22,710.90 |
S1 |
21,918.56 |
21,918.56 |
23,011.37 |
22,235.50 |
S2 |
20,651.50 |
20,651.50 |
22,837.12 |
|
S3 |
18,750.57 |
20,017.63 |
22,662.86 |
|
S4 |
16,849.64 |
18,116.70 |
22,140.11 |
|
|
Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,661.33 |
32,768.03 |
25,300.12 |
|
R3 |
30,816.78 |
28,923.48 |
24,242.87 |
|
R2 |
26,972.23 |
26,972.23 |
23,890.45 |
|
R1 |
25,078.93 |
25,078.93 |
23,538.04 |
24,103.31 |
PP |
23,127.68 |
23,127.68 |
23,127.68 |
22,639.87 |
S1 |
21,234.38 |
21,234.38 |
22,833.20 |
20,258.76 |
S2 |
19,283.13 |
19,283.13 |
22,480.79 |
|
S3 |
15,438.58 |
17,389.83 |
22,128.37 |
|
S4 |
11,594.03 |
13,545.28 |
21,071.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
25,020.99 |
21,176.44 |
3,844.55 |
16.6% |
1,489.19 |
6.4% |
52% |
False |
False |
|
10 |
27,095.50 |
21,176.44 |
5,919.06 |
25.5% |
1,242.91 |
5.4% |
34% |
False |
False |
|
20 |
29,463.04 |
21,176.44 |
8,286.60 |
35.7% |
886.75 |
3.8% |
24% |
False |
False |
|
40 |
29,568.57 |
21,176.44 |
8,392.13 |
36.2% |
569.31 |
2.5% |
24% |
False |
False |
|
60 |
29,568.57 |
21,176.44 |
8,392.13 |
36.2% |
434.39 |
1.9% |
24% |
False |
False |
|
80 |
29,568.57 |
21,176.44 |
8,392.13 |
36.2% |
367.41 |
1.6% |
24% |
False |
False |
|
100 |
29,568.57 |
21,176.44 |
8,392.13 |
36.2% |
326.75 |
1.4% |
24% |
False |
False |
|
120 |
29,568.57 |
21,176.44 |
8,392.13 |
36.2% |
317.57 |
1.4% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
31,265.25 |
2.618 |
28,162.93 |
1.618 |
26,262.00 |
1.000 |
25,087.23 |
0.618 |
24,361.07 |
HIGH |
23,186.30 |
0.618 |
22,460.14 |
0.500 |
22,235.84 |
0.382 |
22,011.53 |
LOW |
21,285.37 |
0.618 |
20,110.60 |
1.000 |
19,384.44 |
1.618 |
18,209.67 |
2.618 |
16,308.74 |
4.250 |
13,206.42 |
|
|
Fisher Pivots for day following 13-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
22,869.03 |
23,087.26 |
PP |
22,552.43 |
22,988.90 |
S1 |
22,235.84 |
22,890.54 |
|