Trading Metrics calculated at close of trading on 10-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2020 |
10-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
24,992.36 |
24,453.00 |
-539.36 |
-2.2% |
25,590.51 |
High |
24,992.36 |
25,020.99 |
28.63 |
0.1% |
27,095.50 |
Low |
23,706.07 |
23,690.34 |
-15.73 |
-0.1% |
25,229.19 |
Close |
23,851.02 |
25,018.16 |
1,167.14 |
4.9% |
25,864.78 |
Range |
1,286.29 |
1,330.65 |
44.36 |
3.4% |
1,866.31 |
ATR |
821.77 |
858.12 |
36.35 |
4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,568.45 |
28,123.95 |
25,750.02 |
|
R3 |
27,237.80 |
26,793.30 |
25,384.09 |
|
R2 |
25,907.15 |
25,907.15 |
25,262.11 |
|
R1 |
25,462.65 |
25,462.65 |
25,140.14 |
25,684.90 |
PP |
24,576.50 |
24,576.50 |
24,576.50 |
24,687.62 |
S1 |
24,132.00 |
24,132.00 |
24,896.18 |
24,354.25 |
S2 |
23,245.85 |
23,245.85 |
24,774.21 |
|
S3 |
21,915.20 |
22,801.35 |
24,652.23 |
|
S4 |
20,584.55 |
21,470.70 |
24,286.30 |
|
|
Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,662.09 |
30,629.74 |
26,891.25 |
|
R3 |
29,795.78 |
28,763.43 |
26,378.02 |
|
R2 |
27,929.47 |
27,929.47 |
26,206.94 |
|
R1 |
26,897.12 |
26,897.12 |
26,035.86 |
27,413.30 |
PP |
26,063.16 |
26,063.16 |
26,063.16 |
26,321.24 |
S1 |
25,030.81 |
25,030.81 |
25,693.70 |
25,546.99 |
S2 |
24,196.85 |
24,196.85 |
25,522.62 |
|
S3 |
22,330.54 |
23,164.50 |
25,351.54 |
|
S4 |
20,464.23 |
21,298.19 |
24,838.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,095.50 |
23,690.34 |
3,405.16 |
13.6% |
983.98 |
3.9% |
39% |
False |
True |
|
10 |
27,542.78 |
23,690.34 |
3,852.44 |
15.4% |
1,008.76 |
4.0% |
34% |
False |
True |
|
20 |
29,568.57 |
23,690.34 |
5,878.23 |
23.5% |
672.98 |
2.7% |
23% |
False |
True |
|
40 |
29,568.57 |
23,690.34 |
5,878.23 |
23.5% |
461.14 |
1.8% |
23% |
False |
True |
|
60 |
29,568.57 |
23,690.34 |
5,878.23 |
23.5% |
366.74 |
1.5% |
23% |
False |
True |
|
80 |
29,568.57 |
23,690.34 |
5,878.23 |
23.5% |
313.35 |
1.3% |
23% |
False |
True |
|
100 |
29,568.57 |
23,690.34 |
5,878.23 |
23.5% |
283.51 |
1.1% |
23% |
False |
True |
|
120 |
29,568.57 |
23,690.34 |
5,878.23 |
23.5% |
283.49 |
1.1% |
23% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,676.25 |
2.618 |
28,504.63 |
1.618 |
27,173.98 |
1.000 |
26,351.64 |
0.618 |
25,843.33 |
HIGH |
25,020.99 |
0.618 |
24,512.68 |
0.500 |
24,355.67 |
0.382 |
24,198.65 |
LOW |
23,690.34 |
0.618 |
22,868.00 |
1.000 |
22,359.69 |
1.618 |
21,537.35 |
2.618 |
20,206.70 |
4.250 |
18,035.08 |
|
|
Fisher Pivots for day following 10-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
24,797.33 |
24,959.56 |
PP |
24,576.50 |
24,900.96 |
S1 |
24,355.67 |
24,842.36 |
|