Trading Metrics calculated at close of trading on 18-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2020 |
18-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
20,487.05 |
20,188.69 |
-298.36 |
-1.5% |
24,992.36 |
High |
21,379.35 |
20,489.33 |
-890.02 |
-4.2% |
25,020.99 |
Low |
19,882.26 |
18,917.46 |
-964.80 |
-4.9% |
21,176.44 |
Close |
21,237.38 |
19,898.92 |
-1,338.46 |
-6.3% |
23,185.62 |
Range |
1,497.09 |
1,571.87 |
74.78 |
5.0% |
3,844.55 |
ATR |
1,250.76 |
1,327.13 |
76.37 |
6.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,484.18 |
23,763.42 |
20,763.45 |
|
R3 |
22,912.31 |
22,191.55 |
20,331.18 |
|
R2 |
21,340.44 |
21,340.44 |
20,187.10 |
|
R1 |
20,619.68 |
20,619.68 |
20,043.01 |
20,194.13 |
PP |
19,768.57 |
19,768.57 |
19,768.57 |
19,555.79 |
S1 |
19,047.81 |
19,047.81 |
19,754.83 |
18,622.26 |
S2 |
18,196.70 |
18,196.70 |
19,610.74 |
|
S3 |
16,624.83 |
17,475.94 |
19,466.66 |
|
S4 |
15,052.96 |
15,904.07 |
19,034.39 |
|
|
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 |
23,186.30 |
18,917.46 |
4,268.84 |
21.5% |
1,654.36 |
8.3% |
23% |
False |
True |
|
10 |
26,671.92 |
18,917.46 |
7,754.46 |
39.0% |
1,365.88 |
6.9% |
13% |
False |
True |
|
20 |
29,368.45 |
18,917.46 |
10,450.99 |
52.5% |
1,096.30 |
5.5% |
9% |
False |
True |
|
40 |
29,568.57 |
18,917.46 |
10,651.11 |
53.5% |
676.11 |
3.4% |
9% |
False |
True |
|
60 |
29,568.57 |
18,917.46 |
10,651.11 |
53.5% |
508.12 |
2.6% |
9% |
False |
True |
|
80 |
29,568.57 |
18,917.46 |
10,651.11 |
53.5% |
420.28 |
2.1% |
9% |
False |
True |
|
100 |
29,568.57 |
18,917.46 |
10,651.11 |
53.5% |
369.78 |
1.9% |
9% |
False |
True |
|
120 |
29,568.57 |
18,917.46 |
10,651.11 |
53.5% |
350.10 |
1.8% |
9% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
27,169.78 |
2.618 |
24,604.49 |
1.618 |
23,032.62 |
1.000 |
22,061.20 |
0.618 |
21,460.75 |
HIGH |
20,489.33 |
0.618 |
19,888.88 |
0.500 |
19,703.40 |
0.382 |
19,517.91 |
LOW |
18,917.46 |
0.618 |
17,946.04 |
1.000 |
17,345.59 |
1.618 |
16,374.17 |
2.618 |
14,802.30 |
4.250 |
12,237.01 |
|
|
Fisher Pivots for day following 18-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
19,833.75 |
20,342.87 |
PP |
19,768.57 |
20,194.89 |
S1 |
19,703.40 |
20,046.90 |
|