Trading Metrics calculated at close of trading on 16-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2020 |
16-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
21,973.82 |
20,917.53 |
-1,056.29 |
-4.8% |
24,992.36 |
High |
23,186.30 |
21,768.28 |
-1,418.02 |
-6.1% |
25,020.99 |
Low |
21,285.37 |
20,118.16 |
-1,167.21 |
-5.5% |
21,176.44 |
Close |
23,185.62 |
20,188.52 |
-2,997.10 |
-12.9% |
23,185.62 |
Range |
1,900.93 |
1,650.12 |
-250.81 |
-13.2% |
3,844.55 |
ATR |
1,090.61 |
1,231.82 |
141.20 |
12.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,642.01 |
24,565.39 |
21,096.09 |
|
R3 |
23,991.89 |
22,915.27 |
20,642.30 |
|
R2 |
22,341.77 |
22,341.77 |
20,491.04 |
|
R1 |
21,265.15 |
21,265.15 |
20,339.78 |
20,978.40 |
PP |
20,691.65 |
20,691.65 |
20,691.65 |
20,548.28 |
S1 |
19,615.03 |
19,615.03 |
20,037.26 |
19,328.28 |
S2 |
19,041.53 |
19,041.53 |
19,886.00 |
|
S3 |
17,391.41 |
17,964.91 |
19,734.74 |
|
S4 |
15,741.29 |
16,314.79 |
19,280.95 |
|
|
Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,661.33 |
32,768.03 |
25,300.12 |
|
R3 |
30,816.78 |
28,923.48 |
24,242.87 |
|
R2 |
26,972.23 |
26,972.23 |
23,890.45 |
|
R1 |
25,078.93 |
25,078.93 |
23,538.04 |
24,103.31 |
PP |
23,127.68 |
23,127.68 |
23,127.68 |
22,639.87 |
S1 |
21,234.38 |
21,234.38 |
22,833.20 |
20,258.76 |
S2 |
19,283.13 |
19,283.13 |
22,480.79 |
|
S3 |
15,438.58 |
17,389.83 |
22,128.37 |
|
S4 |
11,594.03 |
13,545.28 |
21,071.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
25,020.99 |
20,118.16 |
4,902.83 |
24.3% |
1,561.96 |
7.7% |
1% |
False |
True |
|
10 |
27,095.50 |
20,118.16 |
6,977.34 |
34.6% |
1,277.00 |
6.3% |
1% |
False |
True |
|
20 |
29,409.09 |
20,118.16 |
9,290.93 |
46.0% |
960.26 |
4.8% |
1% |
False |
True |
|
40 |
29,568.57 |
20,118.16 |
9,450.41 |
46.8% |
606.35 |
3.0% |
1% |
False |
True |
|
60 |
29,568.57 |
20,118.16 |
9,450.41 |
46.8% |
460.09 |
2.3% |
1% |
False |
True |
|
80 |
29,568.57 |
20,118.16 |
9,450.41 |
46.8% |
387.14 |
1.9% |
1% |
False |
True |
|
100 |
29,568.57 |
20,118.16 |
9,450.41 |
46.8% |
342.20 |
1.7% |
1% |
False |
True |
|
120 |
29,568.57 |
20,118.16 |
9,450.41 |
46.8% |
329.83 |
1.6% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,781.29 |
2.618 |
26,088.29 |
1.618 |
24,438.17 |
1.000 |
23,418.40 |
0.618 |
22,788.05 |
HIGH |
21,768.28 |
0.618 |
21,137.93 |
0.500 |
20,943.22 |
0.382 |
20,748.51 |
LOW |
20,118.16 |
0.618 |
19,098.39 |
1.000 |
18,468.04 |
1.618 |
17,448.27 |
2.618 |
15,798.15 |
4.250 |
13,105.15 |
|
|
Fisher Pivots for day following 16-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
20,943.22 |
21,652.23 |
PP |
20,691.65 |
21,164.33 |
S1 |
20,440.09 |
20,676.42 |
|