Trading Metrics calculated at close of trading on 23-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2020 |
23-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
20,253.15 |
19,028.36 |
-1,224.79 |
-6.0% |
20,917.53 |
High |
20,531.26 |
19,121.01 |
-1,410.25 |
-6.9% |
21,768.28 |
Low |
19,094.27 |
18,213.65 |
-880.62 |
-4.6% |
18,917.46 |
Close |
19,173.98 |
18,591.93 |
-582.05 |
-3.0% |
19,173.98 |
Range |
1,436.99 |
907.36 |
-529.63 |
-36.9% |
2,850.82 |
ATR |
1,330.25 |
1,303.83 |
-26.42 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,364.28 |
20,885.46 |
19,090.98 |
|
R3 |
20,456.92 |
19,978.10 |
18,841.45 |
|
R2 |
19,549.56 |
19,549.56 |
18,758.28 |
|
R1 |
19,070.74 |
19,070.74 |
18,675.10 |
18,856.47 |
PP |
18,642.20 |
18,642.20 |
18,642.20 |
18,535.06 |
S1 |
18,163.38 |
18,163.38 |
18,508.76 |
17,949.11 |
S2 |
17,734.84 |
17,734.84 |
18,425.58 |
|
S3 |
16,827.48 |
17,256.02 |
18,342.41 |
|
S4 |
15,920.12 |
16,348.66 |
18,092.88 |
|
|
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 |
21,379.35 |
18,213.65 |
3,165.70 |
17.0% |
1,333.82 |
7.2% |
12% |
False |
True |
|
10 |
25,020.99 |
18,213.65 |
6,807.34 |
36.6% |
1,447.89 |
7.8% |
6% |
False |
True |
|
20 |
28,134.82 |
18,213.65 |
9,921.17 |
53.4% |
1,218.66 |
6.6% |
4% |
False |
True |
|
40 |
29,568.57 |
18,213.65 |
11,354.92 |
61.1% |
745.69 |
4.0% |
3% |
False |
True |
|
60 |
29,568.57 |
18,213.65 |
11,354.92 |
61.1% |
562.67 |
3.0% |
3% |
False |
True |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
61.1% |
460.34 |
2.5% |
3% |
False |
True |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
61.1% |
399.72 |
2.1% |
3% |
False |
True |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
61.1% |
374.65 |
2.0% |
3% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,977.29 |
2.618 |
21,496.48 |
1.618 |
20,589.12 |
1.000 |
20,028.37 |
0.618 |
19,681.76 |
HIGH |
19,121.01 |
0.618 |
18,774.40 |
0.500 |
18,667.33 |
0.382 |
18,560.26 |
LOW |
18,213.65 |
0.618 |
17,652.90 |
1.000 |
17,306.29 |
1.618 |
16,745.54 |
2.618 |
15,838.18 |
4.250 |
14,357.37 |
|
|
Fisher Pivots for day following 23-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
18,667.33 |
19,372.46 |
PP |
18,642.20 |
19,112.28 |
S1 |
18,617.06 |
18,852.11 |
|