Trading Metrics calculated at close of trading on 25-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2020 |
25-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
19,722.19 |
21,050.34 |
1,328.15 |
6.7% |
20,917.53 |
High |
20,729.40 |
22,019.93 |
1,290.53 |
6.2% |
21,768.28 |
Low |
19,649.25 |
20,538.34 |
889.09 |
4.5% |
18,917.46 |
Close |
20,704.91 |
21,200.55 |
495.64 |
2.4% |
19,173.98 |
Range |
1,080.15 |
1,481.59 |
401.44 |
37.2% |
2,850.82 |
ATR |
1,363.37 |
1,371.82 |
8.44 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,697.71 |
24,930.72 |
22,015.42 |
|
R3 |
24,216.12 |
23,449.13 |
21,607.99 |
|
R2 |
22,734.53 |
22,734.53 |
21,472.17 |
|
R1 |
21,967.54 |
21,967.54 |
21,336.36 |
22,351.04 |
PP |
21,252.94 |
21,252.94 |
21,252.94 |
21,444.69 |
S1 |
20,485.95 |
20,485.95 |
21,064.74 |
20,869.45 |
S2 |
19,771.35 |
19,771.35 |
20,928.93 |
|
S3 |
18,289.76 |
19,004.36 |
20,793.11 |
|
S4 |
16,808.17 |
17,522.77 |
20,385.68 |
|
|
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 |
22,019.93 |
18,213.65 |
3,806.28 |
18.0% |
1,232.38 |
5.8% |
78% |
True |
False |
|
10 |
23,186.30 |
18,213.65 |
4,972.65 |
23.5% |
1,443.37 |
6.8% |
60% |
False |
False |
|
20 |
27,095.50 |
18,213.65 |
8,881.85 |
41.9% |
1,257.29 |
5.9% |
34% |
False |
False |
|
40 |
29,568.57 |
18,213.65 |
11,354.92 |
53.6% |
797.99 |
3.8% |
26% |
False |
False |
|
60 |
29,568.57 |
18,213.65 |
11,354.92 |
53.6% |
602.34 |
2.8% |
26% |
False |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
53.6% |
489.82 |
2.3% |
26% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
53.6% |
422.23 |
2.0% |
26% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
53.6% |
388.10 |
1.8% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,316.69 |
2.618 |
25,898.73 |
1.618 |
24,417.14 |
1.000 |
23,501.52 |
0.618 |
22,935.55 |
HIGH |
22,019.93 |
0.618 |
21,453.96 |
0.500 |
21,279.14 |
0.382 |
21,104.31 |
LOW |
20,538.34 |
0.618 |
19,622.72 |
1.000 |
19,056.75 |
1.618 |
18,141.13 |
2.618 |
16,659.54 |
4.250 |
14,241.58 |
|
|
Fisher Pivots for day following 25-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
21,279.14 |
20,839.30 |
PP |
21,252.94 |
20,478.04 |
S1 |
21,226.75 |
20,116.79 |
|