Trading Metrics calculated at close of trading on 27-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2020 |
27-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
21,468.38 |
21,898.47 |
430.09 |
2.0% |
19,028.36 |
High |
22,595.06 |
22,327.57 |
-267.49 |
-1.2% |
22,595.06 |
Low |
21,427.10 |
21,469.27 |
42.17 |
0.2% |
18,213.65 |
Close |
22,552.17 |
21,636.78 |
-915.39 |
-4.1% |
21,636.78 |
Range |
1,167.96 |
858.30 |
-309.66 |
-26.5% |
4,381.41 |
ATR |
1,373.44 |
1,352.68 |
-20.75 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,386.11 |
23,869.74 |
22,108.85 |
|
R3 |
23,527.81 |
23,011.44 |
21,872.81 |
|
R2 |
22,669.51 |
22,669.51 |
21,794.14 |
|
R1 |
22,153.14 |
22,153.14 |
21,715.46 |
21,982.18 |
PP |
21,811.21 |
21,811.21 |
21,811.21 |
21,725.72 |
S1 |
21,294.84 |
21,294.84 |
21,558.10 |
21,123.88 |
S2 |
20,952.91 |
20,952.91 |
21,479.43 |
|
S3 |
20,094.61 |
20,436.54 |
21,400.75 |
|
S4 |
19,236.31 |
19,578.24 |
21,164.72 |
|
|
Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
33,959.39 |
32,179.50 |
24,046.56 |
|
R3 |
29,577.98 |
27,798.09 |
22,841.67 |
|
R2 |
25,196.57 |
25,196.57 |
22,440.04 |
|
R1 |
23,416.68 |
23,416.68 |
22,038.41 |
24,306.63 |
PP |
20,815.16 |
20,815.16 |
20,815.16 |
21,260.14 |
S1 |
19,035.27 |
19,035.27 |
21,235.15 |
19,925.22 |
S2 |
16,433.75 |
16,433.75 |
20,833.52 |
|
S3 |
12,052.34 |
14,653.86 |
20,431.89 |
|
S4 |
7,670.93 |
10,272.45 |
19,227.00 |
|
|
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 |
20.2% |
1,099.07 |
5.1% |
78% |
False |
False |
|
10 |
22,595.06 |
18,213.65 |
4,381.41 |
20.2% |
1,290.72 |
6.0% |
78% |
False |
False |
|
20 |
27,095.50 |
18,213.65 |
8,881.85 |
41.0% |
1,266.82 |
5.9% |
39% |
False |
False |
|
40 |
29,568.57 |
18,213.65 |
11,354.92 |
52.5% |
833.49 |
3.9% |
30% |
False |
False |
|
60 |
29,568.57 |
18,213.65 |
11,354.92 |
52.5% |
629.33 |
2.9% |
30% |
False |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
52.5% |
510.09 |
2.4% |
30% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
52.5% |
437.75 |
2.0% |
30% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
52.5% |
398.48 |
1.8% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,975.35 |
2.618 |
24,574.60 |
1.618 |
23,716.30 |
1.000 |
23,185.87 |
0.618 |
22,858.00 |
HIGH |
22,327.57 |
0.618 |
21,999.70 |
0.500 |
21,898.42 |
0.382 |
21,797.14 |
LOW |
21,469.27 |
0.618 |
20,938.84 |
1.000 |
20,610.97 |
1.618 |
20,080.54 |
2.618 |
19,222.24 |
4.250 |
17,821.50 |
|
|
Fisher Pivots for day following 27-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
21,898.42 |
21,613.42 |
PP |
21,811.21 |
21,590.06 |
S1 |
21,723.99 |
21,566.70 |
|