Trading Metrics calculated at close of trading on 30-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2020 |
30-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
21,898.47 |
21,678.22 |
-220.25 |
-1.0% |
19,028.36 |
High |
22,327.57 |
22,378.09 |
50.52 |
0.2% |
22,595.06 |
Low |
21,469.27 |
21,522.08 |
52.81 |
0.2% |
18,213.65 |
Close |
21,636.78 |
22,327.48 |
690.70 |
3.2% |
21,636.78 |
Range |
858.30 |
856.01 |
-2.29 |
-0.3% |
4,381.41 |
ATR |
1,352.68 |
1,317.21 |
-35.48 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,643.91 |
24,341.71 |
22,798.29 |
|
R3 |
23,787.90 |
23,485.70 |
22,562.88 |
|
R2 |
22,931.89 |
22,931.89 |
22,484.42 |
|
R1 |
22,629.69 |
22,629.69 |
22,405.95 |
22,780.79 |
PP |
22,075.88 |
22,075.88 |
22,075.88 |
22,151.44 |
S1 |
21,773.68 |
21,773.68 |
22,249.01 |
21,924.78 |
S2 |
21,219.87 |
21,219.87 |
22,170.54 |
|
S3 |
20,363.86 |
20,917.67 |
22,092.08 |
|
S4 |
19,507.85 |
20,061.66 |
21,856.67 |
|
|
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 |
19,649.25 |
2,945.81 |
13.2% |
1,088.80 |
4.9% |
91% |
False |
False |
|
10 |
22,595.06 |
18,213.65 |
4,381.41 |
19.6% |
1,211.31 |
5.4% |
94% |
False |
False |
|
20 |
27,095.50 |
18,213.65 |
8,881.85 |
39.8% |
1,244.16 |
5.6% |
46% |
False |
False |
|
40 |
29,568.57 |
18,213.65 |
11,354.92 |
50.9% |
838.80 |
3.8% |
36% |
False |
False |
|
60 |
29,568.57 |
18,213.65 |
11,354.92 |
50.9% |
639.52 |
2.9% |
36% |
False |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
50.9% |
518.29 |
2.3% |
36% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
50.9% |
445.15 |
2.0% |
36% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
50.9% |
403.69 |
1.8% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,016.13 |
2.618 |
24,619.12 |
1.618 |
23,763.11 |
1.000 |
23,234.10 |
0.618 |
22,907.10 |
HIGH |
22,378.09 |
0.618 |
22,051.09 |
0.500 |
21,950.09 |
0.382 |
21,849.08 |
LOW |
21,522.08 |
0.618 |
20,993.07 |
1.000 |
20,666.07 |
1.618 |
20,137.06 |
2.618 |
19,281.05 |
4.250 |
17,884.04 |
|
|
Fisher Pivots for day following 30-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
22,201.68 |
22,222.01 |
PP |
22,075.88 |
22,116.55 |
S1 |
21,950.09 |
22,011.08 |
|