| Trading Metrics calculated at close of trading on 26-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2020 |
26-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
21,050.34 |
21,468.38 |
418.04 |
2.0% |
20,917.53 |
| High |
22,019.93 |
22,595.06 |
575.13 |
2.6% |
21,768.28 |
| Low |
20,538.34 |
21,427.10 |
888.76 |
4.3% |
18,917.46 |
| Close |
21,200.55 |
22,552.17 |
1,351.62 |
6.4% |
19,173.98 |
| Range |
1,481.59 |
1,167.96 |
-313.63 |
-21.2% |
2,850.82 |
| ATR |
1,371.82 |
1,373.44 |
1.62 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,695.32 |
25,291.71 |
23,194.55 |
|
| R3 |
24,527.36 |
24,123.75 |
22,873.36 |
|
| R2 |
23,359.40 |
23,359.40 |
22,766.30 |
|
| R1 |
22,955.79 |
22,955.79 |
22,659.23 |
23,157.60 |
| PP |
22,191.44 |
22,191.44 |
22,191.44 |
22,292.35 |
| S1 |
21,787.83 |
21,787.83 |
22,445.11 |
21,989.64 |
| S2 |
21,023.48 |
21,023.48 |
22,338.04 |
|
| S3 |
19,855.52 |
20,619.87 |
22,230.98 |
|
| S4 |
18,687.56 |
19,451.91 |
21,909.79 |
|
|
| 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 |
22,595.06 |
18,213.65 |
4,381.41 |
19.4% |
1,214.81 |
5.4% |
99% |
True |
False |
|
| 10 |
23,186.30 |
18,213.65 |
4,972.65 |
22.0% |
1,394.99 |
6.2% |
87% |
False |
False |
|
| 20 |
27,095.50 |
18,213.65 |
8,881.85 |
39.4% |
1,264.57 |
5.6% |
49% |
False |
False |
|
| 40 |
29,568.57 |
18,213.65 |
11,354.92 |
50.3% |
821.78 |
3.6% |
38% |
False |
False |
|
| 60 |
29,568.57 |
18,213.65 |
11,354.92 |
50.3% |
617.88 |
2.7% |
38% |
False |
False |
|
| 80 |
29,568.57 |
18,213.65 |
11,354.92 |
50.3% |
503.45 |
2.2% |
38% |
False |
False |
|
| 100 |
29,568.57 |
18,213.65 |
11,354.92 |
50.3% |
431.21 |
1.9% |
38% |
False |
False |
|
| 120 |
29,568.57 |
18,213.65 |
11,354.92 |
50.3% |
393.99 |
1.7% |
38% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,558.89 |
|
2.618 |
25,652.78 |
|
1.618 |
24,484.82 |
|
1.000 |
23,763.02 |
|
0.618 |
23,316.86 |
|
HIGH |
22,595.06 |
|
0.618 |
22,148.90 |
|
0.500 |
22,011.08 |
|
0.382 |
21,873.26 |
|
LOW |
21,427.10 |
|
0.618 |
20,705.30 |
|
1.000 |
20,259.14 |
|
1.618 |
19,537.34 |
|
2.618 |
18,369.38 |
|
4.250 |
16,463.27 |
|
|
| Fisher Pivots for day following 26-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
22,371.81 |
22,075.50 |
| PP |
22,191.44 |
21,598.83 |
| S1 |
22,011.08 |
21,122.16 |
|