Trading Metrics calculated at close of trading on 01-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2020 |
01-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
22,208.42 |
21,227.38 |
-981.04 |
-4.4% |
19,028.36 |
High |
22,480.37 |
21,487.24 |
-993.13 |
-4.4% |
22,595.06 |
Low |
21,858.69 |
20,784.43 |
-1,074.26 |
-4.9% |
18,213.65 |
Close |
21,917.16 |
20,943.51 |
-973.65 |
-4.4% |
21,636.78 |
Range |
621.68 |
702.81 |
81.13 |
13.1% |
4,381.41 |
ATR |
1,267.53 |
1,257.90 |
-9.63 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,180.16 |
22,764.64 |
21,330.06 |
|
R3 |
22,477.35 |
22,061.83 |
21,136.78 |
|
R2 |
21,774.54 |
21,774.54 |
21,072.36 |
|
R1 |
21,359.02 |
21,359.02 |
21,007.93 |
21,215.38 |
PP |
21,071.73 |
21,071.73 |
21,071.73 |
20,999.90 |
S1 |
20,656.21 |
20,656.21 |
20,879.09 |
20,512.57 |
S2 |
20,368.92 |
20,368.92 |
20,814.66 |
|
S3 |
19,666.11 |
19,953.40 |
20,750.24 |
|
S4 |
18,963.30 |
19,250.59 |
20,556.96 |
|
|
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 |
20,784.43 |
1,810.63 |
8.6% |
841.35 |
4.0% |
9% |
False |
True |
|
10 |
22,595.06 |
18,213.65 |
4,381.41 |
20.9% |
1,036.87 |
5.0% |
62% |
False |
False |
|
20 |
26,671.92 |
18,213.65 |
8,458.27 |
40.4% |
1,201.37 |
5.7% |
32% |
False |
False |
|
40 |
29,568.57 |
18,213.65 |
11,354.92 |
54.2% |
858.94 |
4.1% |
24% |
False |
False |
|
60 |
29,568.57 |
18,213.65 |
11,354.92 |
54.2% |
653.17 |
3.1% |
24% |
False |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
54.2% |
531.13 |
2.5% |
24% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
54.2% |
456.17 |
2.2% |
24% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
54.2% |
410.92 |
2.0% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,474.18 |
2.618 |
23,327.20 |
1.618 |
22,624.39 |
1.000 |
22,190.05 |
0.618 |
21,921.58 |
HIGH |
21,487.24 |
0.618 |
21,218.77 |
0.500 |
21,135.84 |
0.382 |
21,052.90 |
LOW |
20,784.43 |
0.618 |
20,350.09 |
1.000 |
20,081.62 |
1.618 |
19,647.28 |
2.618 |
18,944.47 |
4.250 |
17,797.49 |
|
|
Fisher Pivots for day following 01-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
21,135.84 |
21,632.40 |
PP |
21,071.73 |
21,402.77 |
S1 |
21,007.62 |
21,173.14 |
|