Trading Metrics calculated at close of trading on 17-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2020 |
17-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
20,917.53 |
20,487.05 |
-430.48 |
-2.1% |
24,992.36 |
High |
21,768.28 |
21,379.35 |
-388.93 |
-1.8% |
25,020.99 |
Low |
20,118.16 |
19,882.26 |
-235.90 |
-1.2% |
21,176.44 |
Close |
20,188.52 |
21,237.38 |
1,048.86 |
5.2% |
23,185.62 |
Range |
1,650.12 |
1,497.09 |
-153.03 |
-9.3% |
3,844.55 |
ATR |
1,231.82 |
1,250.76 |
18.95 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,324.27 |
24,777.91 |
22,060.78 |
|
R3 |
23,827.18 |
23,280.82 |
21,649.08 |
|
R2 |
22,330.09 |
22,330.09 |
21,511.85 |
|
R1 |
21,783.73 |
21,783.73 |
21,374.61 |
22,056.91 |
PP |
20,833.00 |
20,833.00 |
20,833.00 |
20,969.59 |
S1 |
20,286.64 |
20,286.64 |
21,100.15 |
20,559.82 |
S2 |
19,335.91 |
19,335.91 |
20,962.91 |
|
S3 |
17,838.82 |
18,789.55 |
20,825.68 |
|
S4 |
16,341.73 |
17,292.46 |
20,413.98 |
|
|
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 |
24,604.63 |
19,882.26 |
4,722.37 |
22.2% |
1,595.25 |
7.5% |
29% |
False |
True |
|
10 |
27,095.50 |
19,882.26 |
7,213.24 |
34.0% |
1,289.62 |
6.1% |
19% |
False |
True |
|
20 |
29,409.09 |
19,882.26 |
9,526.83 |
44.9% |
1,024.45 |
4.8% |
14% |
False |
True |
|
40 |
29,568.57 |
19,882.26 |
9,686.31 |
45.6% |
641.68 |
3.0% |
14% |
False |
True |
|
60 |
29,568.57 |
19,882.26 |
9,686.31 |
45.6% |
483.65 |
2.3% |
14% |
False |
True |
|
80 |
29,568.57 |
19,882.26 |
9,686.31 |
45.6% |
403.41 |
1.9% |
14% |
False |
True |
|
100 |
29,568.57 |
19,882.26 |
9,686.31 |
45.6% |
355.58 |
1.7% |
14% |
False |
True |
|
120 |
29,568.57 |
19,882.26 |
9,686.31 |
45.6% |
339.18 |
1.6% |
14% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,741.98 |
2.618 |
25,298.73 |
1.618 |
23,801.64 |
1.000 |
22,876.44 |
0.618 |
22,304.55 |
HIGH |
21,379.35 |
0.618 |
20,807.46 |
0.500 |
20,630.81 |
0.382 |
20,454.15 |
LOW |
19,882.26 |
0.618 |
18,957.06 |
1.000 |
18,385.17 |
1.618 |
17,459.97 |
2.618 |
15,962.88 |
4.250 |
13,519.63 |
|
|
Fisher Pivots for day following 17-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
21,035.19 |
21,534.28 |
PP |
20,833.00 |
21,435.31 |
S1 |
20,630.81 |
21,336.35 |
|