Trading Metrics calculated at close of trading on 20-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2020 |
20-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
19,830.01 |
20,253.15 |
423.14 |
2.1% |
20,917.53 |
High |
20,442.63 |
20,531.26 |
88.63 |
0.4% |
21,768.28 |
Low |
19,186.82 |
19,094.27 |
-92.55 |
-0.5% |
18,917.46 |
Close |
20,087.19 |
19,173.98 |
-913.21 |
-4.5% |
19,173.98 |
Range |
1,255.81 |
1,436.99 |
181.18 |
14.4% |
2,850.82 |
ATR |
1,322.04 |
1,330.25 |
8.21 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,910.81 |
22,979.38 |
19,964.32 |
|
R3 |
22,473.82 |
21,542.39 |
19,569.15 |
|
R2 |
21,036.83 |
21,036.83 |
19,437.43 |
|
R1 |
20,105.40 |
20,105.40 |
19,305.70 |
19,852.62 |
PP |
19,599.84 |
19,599.84 |
19,599.84 |
19,473.45 |
S1 |
18,668.41 |
18,668.41 |
19,042.26 |
18,415.63 |
S2 |
18,162.85 |
18,162.85 |
18,910.53 |
|
S3 |
16,725.86 |
17,231.42 |
18,778.81 |
|
S4 |
15,288.87 |
15,794.43 |
18,383.64 |
|
|
Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,505.70 |
26,690.66 |
20,741.93 |
|
R3 |
25,654.88 |
23,839.84 |
19,957.96 |
|
R2 |
22,804.06 |
22,804.06 |
19,696.63 |
|
R1 |
20,989.02 |
20,989.02 |
19,435.31 |
20,471.13 |
PP |
19,953.24 |
19,953.24 |
19,953.24 |
19,694.30 |
S1 |
18,138.20 |
18,138.20 |
18,912.65 |
17,620.31 |
S2 |
17,102.42 |
17,102.42 |
18,651.33 |
|
S3 |
14,251.60 |
15,287.38 |
18,390.00 |
|
S4 |
11,400.78 |
12,436.56 |
17,606.03 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,768.28 |
18,917.46 |
2,850.82 |
14.9% |
1,482.38 |
7.7% |
9% |
False |
False |
|
10 |
25,020.99 |
18,917.46 |
6,103.53 |
31.8% |
1,485.79 |
7.7% |
4% |
False |
False |
|
20 |
28,402.93 |
18,917.46 |
9,485.47 |
49.5% |
1,197.81 |
6.2% |
3% |
False |
False |
|
40 |
29,568.57 |
18,917.46 |
10,651.11 |
55.5% |
734.15 |
3.8% |
2% |
False |
False |
|
60 |
29,568.57 |
18,917.46 |
10,651.11 |
55.5% |
548.77 |
2.9% |
2% |
False |
False |
|
80 |
29,568.57 |
18,917.46 |
10,651.11 |
55.5% |
450.88 |
2.4% |
2% |
False |
False |
|
100 |
29,568.57 |
18,917.46 |
10,651.11 |
55.5% |
392.04 |
2.0% |
2% |
False |
False |
|
120 |
29,568.57 |
18,917.46 |
10,651.11 |
55.5% |
368.31 |
1.9% |
2% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,638.47 |
2.618 |
24,293.30 |
1.618 |
22,856.31 |
1.000 |
21,968.25 |
0.618 |
21,419.32 |
HIGH |
20,531.26 |
0.618 |
19,982.33 |
0.500 |
19,812.77 |
0.382 |
19,643.20 |
LOW |
19,094.27 |
0.618 |
18,206.21 |
1.000 |
17,657.28 |
1.618 |
16,769.22 |
2.618 |
15,332.23 |
4.250 |
12,987.06 |
|
|
Fisher Pivots for day following 20-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
19,812.77 |
19,724.36 |
PP |
19,599.84 |
19,540.90 |
S1 |
19,386.91 |
19,357.44 |
|