Trading Metrics calculated at close of trading on 31-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2020 |
31-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
2,558.98 |
2,614.69 |
55.71 |
2.2% |
2,290.71 |
High |
2,631.80 |
2,641.39 |
9.59 |
0.4% |
2,637.01 |
Low |
2,545.28 |
2,571.15 |
25.87 |
1.0% |
2,191.86 |
Close |
2,626.65 |
2,584.59 |
-42.06 |
-1.6% |
2,541.47 |
Range |
86.52 |
70.24 |
-16.28 |
-18.8% |
445.15 |
ATR |
145.36 |
139.99 |
-5.37 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,809.76 |
2,767.42 |
2,623.22 |
|
R3 |
2,739.52 |
2,697.18 |
2,603.91 |
|
R2 |
2,669.28 |
2,669.28 |
2,597.47 |
|
R1 |
2,626.94 |
2,626.94 |
2,591.03 |
2,612.99 |
PP |
2,599.04 |
2,599.04 |
2,599.04 |
2,592.07 |
S1 |
2,556.70 |
2,556.70 |
2,578.15 |
2,542.75 |
S2 |
2,528.80 |
2,528.80 |
2,571.71 |
|
S3 |
2,458.56 |
2,486.46 |
2,565.27 |
|
S4 |
2,388.32 |
2,416.22 |
2,545.96 |
|
|
Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,792.23 |
3,612.00 |
2,786.30 |
|
R3 |
3,347.08 |
3,166.85 |
2,663.89 |
|
R2 |
2,901.93 |
2,901.93 |
2,623.08 |
|
R1 |
2,721.70 |
2,721.70 |
2,582.28 |
2,811.82 |
PP |
2,456.78 |
2,456.78 |
2,456.78 |
2,501.84 |
S1 |
2,276.55 |
2,276.55 |
2,500.66 |
2,366.67 |
S2 |
2,011.63 |
2,011.63 |
2,459.86 |
|
S3 |
1,566.48 |
1,831.40 |
2,419.05 |
|
S4 |
1,121.33 |
1,386.25 |
2,296.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,641.39 |
2,407.53 |
233.86 |
9.0% |
110.57 |
4.3% |
76% |
True |
False |
|
10 |
2,641.39 |
2,191.86 |
449.53 |
17.4% |
124.47 |
4.8% |
87% |
True |
False |
|
20 |
3,130.20 |
2,191.86 |
938.34 |
36.3% |
133.59 |
5.2% |
42% |
False |
False |
|
40 |
3,393.52 |
2,191.86 |
1,201.66 |
46.5% |
93.77 |
3.6% |
33% |
False |
False |
|
60 |
3,393.52 |
2,191.86 |
1,201.66 |
46.5% |
71.16 |
2.8% |
33% |
False |
False |
|
80 |
3,393.52 |
2,191.86 |
1,201.66 |
46.5% |
57.31 |
2.2% |
33% |
False |
False |
|
100 |
3,393.52 |
2,191.86 |
1,201.66 |
46.5% |
49.22 |
1.9% |
33% |
False |
False |
|
120 |
3,393.52 |
2,191.86 |
1,201.66 |
46.5% |
44.10 |
1.7% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,939.91 |
2.618 |
2,825.28 |
1.618 |
2,755.04 |
1.000 |
2,711.63 |
0.618 |
2,684.80 |
HIGH |
2,641.39 |
0.618 |
2,614.56 |
0.500 |
2,606.27 |
0.382 |
2,597.98 |
LOW |
2,571.15 |
0.618 |
2,527.74 |
1.000 |
2,500.91 |
1.618 |
2,457.50 |
2.618 |
2,387.26 |
4.250 |
2,272.63 |
|
|
Fisher Pivots for day following 31-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
2,606.27 |
2,583.30 |
PP |
2,599.04 |
2,582.00 |
S1 |
2,591.82 |
2,580.71 |
|