Trading Metrics calculated at close of trading on 03-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2020 |
03-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
20,819.46 |
21,285.93 |
466.47 |
2.2% |
21,678.22 |
High |
21,477.77 |
21,447.81 |
-29.96 |
-0.1% |
22,480.37 |
Low |
20,735.02 |
20,863.09 |
128.07 |
0.6% |
20,735.02 |
Close |
21,413.44 |
21,052.53 |
-360.91 |
-1.7% |
21,052.53 |
Range |
742.75 |
584.72 |
-158.03 |
-21.3% |
1,745.35 |
ATR |
1,221.10 |
1,175.65 |
-45.46 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,875.30 |
22,548.64 |
21,374.13 |
|
R3 |
22,290.58 |
21,963.92 |
21,213.33 |
|
R2 |
21,705.86 |
21,705.86 |
21,159.73 |
|
R1 |
21,379.20 |
21,379.20 |
21,106.13 |
21,250.17 |
PP |
21,121.14 |
21,121.14 |
21,121.14 |
21,056.63 |
S1 |
20,794.48 |
20,794.48 |
20,998.93 |
20,665.45 |
S2 |
20,536.42 |
20,536.42 |
20,945.33 |
|
S3 |
19,951.70 |
20,209.76 |
20,891.73 |
|
S4 |
19,366.98 |
19,625.04 |
20,730.93 |
|
|
Weekly Pivots for week ending 03-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,658.69 |
25,600.96 |
22,012.47 |
|
R3 |
24,913.34 |
23,855.61 |
21,532.50 |
|
R2 |
23,167.99 |
23,167.99 |
21,372.51 |
|
R1 |
22,110.26 |
22,110.26 |
21,212.52 |
21,766.45 |
PP |
21,422.64 |
21,422.64 |
21,422.64 |
21,250.74 |
S1 |
20,364.91 |
20,364.91 |
20,892.54 |
20,021.10 |
S2 |
19,677.29 |
19,677.29 |
20,732.55 |
|
S3 |
17,931.94 |
18,619.56 |
20,572.56 |
|
S4 |
16,186.59 |
16,874.21 |
20,092.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,480.37 |
20,735.02 |
1,745.35 |
8.3% |
701.59 |
3.3% |
18% |
False |
False |
|
10 |
22,595.06 |
18,213.65 |
4,381.41 |
20.8% |
900.33 |
4.3% |
65% |
False |
False |
|
20 |
25,020.99 |
18,213.65 |
6,807.34 |
32.3% |
1,193.06 |
5.7% |
42% |
False |
False |
|
40 |
29,568.57 |
18,213.65 |
11,354.92 |
53.9% |
880.40 |
4.2% |
25% |
False |
False |
|
60 |
29,568.57 |
18,213.65 |
11,354.92 |
53.9% |
667.56 |
3.2% |
25% |
False |
False |
|
80 |
29,568.57 |
18,213.65 |
11,354.92 |
53.9% |
543.97 |
2.6% |
25% |
False |
False |
|
100 |
29,568.57 |
18,213.65 |
11,354.92 |
53.9% |
466.44 |
2.2% |
25% |
False |
False |
|
120 |
29,568.57 |
18,213.65 |
11,354.92 |
53.9% |
416.91 |
2.0% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,932.87 |
2.618 |
22,978.61 |
1.618 |
22,393.89 |
1.000 |
22,032.53 |
0.618 |
21,809.17 |
HIGH |
21,447.81 |
0.618 |
21,224.45 |
0.500 |
21,155.45 |
0.382 |
21,086.45 |
LOW |
20,863.09 |
0.618 |
20,501.73 |
1.000 |
20,278.37 |
1.618 |
19,917.01 |
2.618 |
19,332.29 |
4.250 |
18,378.03 |
|
|
Fisher Pivots for day following 03-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
21,155.45 |
21,111.13 |
PP |
21,121.14 |
21,091.60 |
S1 |
21,086.84 |
21,072.06 |
|