Trading Metrics calculated at close of trading on 19-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2020 |
19-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
20,188.69 |
19,830.01 |
-358.68 |
-1.8% |
24,992.36 |
High |
20,489.33 |
20,442.63 |
-46.70 |
-0.2% |
25,020.99 |
Low |
18,917.46 |
19,186.82 |
269.36 |
1.4% |
21,176.44 |
Close |
19,898.92 |
20,087.19 |
188.27 |
0.9% |
23,185.62 |
Range |
1,571.87 |
1,255.81 |
-316.06 |
-20.1% |
3,844.55 |
ATR |
1,327.13 |
1,322.04 |
-5.09 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,672.98 |
23,135.89 |
20,777.89 |
|
R3 |
22,417.17 |
21,880.08 |
20,432.54 |
|
R2 |
21,161.36 |
21,161.36 |
20,317.42 |
|
R1 |
20,624.27 |
20,624.27 |
20,202.31 |
20,892.82 |
PP |
19,905.55 |
19,905.55 |
19,905.55 |
20,039.82 |
S1 |
19,368.46 |
19,368.46 |
19,972.07 |
19,637.01 |
S2 |
18,649.74 |
18,649.74 |
19,856.96 |
|
S3 |
17,393.93 |
18,112.65 |
19,741.84 |
|
S4 |
16,138.12 |
16,856.84 |
19,396.49 |
|
|
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 |
21.3% |
1,575.16 |
7.8% |
27% |
False |
False |
|
10 |
25,994.38 |
18,917.46 |
7,076.92 |
35.2% |
1,418.61 |
7.1% |
17% |
False |
False |
|
20 |
29,146.53 |
18,917.46 |
10,229.07 |
50.9% |
1,138.65 |
5.7% |
11% |
False |
False |
|
40 |
29,568.57 |
18,917.46 |
10,651.11 |
53.0% |
703.81 |
3.5% |
11% |
False |
False |
|
60 |
29,568.57 |
18,917.46 |
10,651.11 |
53.0% |
526.34 |
2.6% |
11% |
False |
False |
|
80 |
29,568.57 |
18,917.46 |
10,651.11 |
53.0% |
434.48 |
2.2% |
11% |
False |
False |
|
100 |
29,568.57 |
18,917.46 |
10,651.11 |
53.0% |
380.17 |
1.9% |
11% |
False |
False |
|
120 |
29,568.57 |
18,917.46 |
10,651.11 |
53.0% |
358.81 |
1.8% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,779.82 |
2.618 |
23,730.34 |
1.618 |
22,474.53 |
1.000 |
21,698.44 |
0.618 |
21,218.72 |
HIGH |
20,442.63 |
0.618 |
19,962.91 |
0.500 |
19,814.73 |
0.382 |
19,666.54 |
LOW |
19,186.82 |
0.618 |
18,410.73 |
1.000 |
17,931.01 |
1.618 |
17,154.92 |
2.618 |
15,899.11 |
4.250 |
13,849.63 |
|
|
Fisher Pivots for day following 19-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
19,996.37 |
20,148.41 |
PP |
19,905.55 |
20,128.00 |
S1 |
19,814.73 |
20,107.60 |
|