| Trading Metrics calculated at close of trading on 06-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2020 |
06-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
21,285.93 |
21,693.63 |
407.70 |
1.9% |
21,678.22 |
| High |
21,447.81 |
22,783.45 |
1,335.64 |
6.2% |
22,480.37 |
| Low |
20,863.09 |
21,693.63 |
830.54 |
4.0% |
20,735.02 |
| Close |
21,052.53 |
22,679.99 |
1,627.46 |
7.7% |
21,052.53 |
| Range |
584.72 |
1,089.82 |
505.10 |
86.4% |
1,745.35 |
| ATR |
1,175.65 |
1,215.31 |
39.66 |
3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,655.15 |
25,257.39 |
23,279.39 |
|
| R3 |
24,565.33 |
24,167.57 |
22,979.69 |
|
| R2 |
23,475.51 |
23,475.51 |
22,879.79 |
|
| R1 |
23,077.75 |
23,077.75 |
22,779.89 |
23,276.63 |
| PP |
22,385.69 |
22,385.69 |
22,385.69 |
22,485.13 |
| S1 |
21,987.93 |
21,987.93 |
22,580.09 |
22,186.81 |
| S2 |
21,295.87 |
21,295.87 |
22,480.19 |
|
| S3 |
20,206.05 |
20,898.11 |
22,380.29 |
|
| S4 |
19,116.23 |
19,808.29 |
22,080.59 |
|
|
| 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 |
22,783.45 |
20,735.02 |
2,048.43 |
9.0% |
748.36 |
3.3% |
95% |
True |
False |
|
| 10 |
22,783.45 |
19,649.25 |
3,134.20 |
13.8% |
918.58 |
4.1% |
97% |
True |
False |
|
| 20 |
25,020.99 |
18,213.65 |
6,807.34 |
30.0% |
1,183.24 |
5.2% |
66% |
False |
False |
|
| 40 |
29,568.57 |
18,213.65 |
11,354.92 |
50.1% |
901.90 |
4.0% |
39% |
False |
False |
|
| 60 |
29,568.57 |
18,213.65 |
11,354.92 |
50.1% |
683.33 |
3.0% |
39% |
False |
False |
|
| 80 |
29,568.57 |
18,213.65 |
11,354.92 |
50.1% |
555.78 |
2.5% |
39% |
False |
False |
|
| 100 |
29,568.57 |
18,213.65 |
11,354.92 |
50.1% |
475.38 |
2.1% |
39% |
False |
False |
|
| 120 |
29,568.57 |
18,213.65 |
11,354.92 |
50.1% |
424.95 |
1.9% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
27,415.19 |
|
2.618 |
25,636.60 |
|
1.618 |
24,546.78 |
|
1.000 |
23,873.27 |
|
0.618 |
23,456.96 |
|
HIGH |
22,783.45 |
|
0.618 |
22,367.14 |
|
0.500 |
22,238.54 |
|
0.382 |
22,109.94 |
|
LOW |
21,693.63 |
|
0.618 |
21,020.12 |
|
1.000 |
20,603.81 |
|
1.618 |
19,930.30 |
|
2.618 |
18,840.48 |
|
4.250 |
17,061.90 |
|
|
| Fisher Pivots for day following 06-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
22,532.84 |
22,373.07 |
| PP |
22,385.69 |
22,066.15 |
| S1 |
22,238.54 |
21,759.24 |
|