| Trading Metrics calculated at close of trading on 24-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2020 |
24-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
19,028.36 |
19,722.19 |
693.83 |
3.6% |
20,917.53 |
| High |
19,121.01 |
20,729.40 |
1,608.39 |
8.4% |
21,768.28 |
| Low |
18,213.65 |
19,649.25 |
1,435.60 |
7.9% |
18,917.46 |
| Close |
18,591.93 |
20,704.91 |
2,112.98 |
11.4% |
19,173.98 |
| Range |
907.36 |
1,080.15 |
172.79 |
19.0% |
2,850.82 |
| ATR |
1,303.83 |
1,363.37 |
59.55 |
4.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,601.64 |
23,233.42 |
21,298.99 |
|
| R3 |
22,521.49 |
22,153.27 |
21,001.95 |
|
| R2 |
21,441.34 |
21,441.34 |
20,902.94 |
|
| R1 |
21,073.12 |
21,073.12 |
20,803.92 |
21,257.23 |
| PP |
20,361.19 |
20,361.19 |
20,361.19 |
20,453.24 |
| S1 |
19,992.97 |
19,992.97 |
20,605.90 |
20,177.08 |
| S2 |
19,281.04 |
19,281.04 |
20,506.88 |
|
| S3 |
18,200.89 |
18,912.82 |
20,407.87 |
|
| S4 |
17,120.74 |
17,832.67 |
20,110.83 |
|
|
| Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,505.70 |
26,690.66 |
20,741.93 |
|
| R3 |
25,654.88 |
23,839.84 |
19,957.96 |
|
| R2 |
22,804.06 |
22,804.06 |
19,696.63 |
|
| R1 |
20,989.02 |
20,989.02 |
19,435.31 |
20,471.13 |
| PP |
19,953.24 |
19,953.24 |
19,953.24 |
19,694.30 |
| S1 |
18,138.20 |
18,138.20 |
18,912.65 |
17,620.31 |
| S2 |
17,102.42 |
17,102.42 |
18,651.33 |
|
| S3 |
14,251.60 |
15,287.38 |
18,390.00 |
|
| S4 |
11,400.78 |
12,436.56 |
17,606.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,729.40 |
18,213.65 |
2,515.75 |
12.2% |
1,250.44 |
6.0% |
99% |
True |
False |
|
| 10 |
24,604.63 |
18,213.65 |
6,390.98 |
30.9% |
1,422.84 |
6.9% |
39% |
False |
False |
|
| 20 |
27,542.78 |
18,213.65 |
9,329.13 |
45.1% |
1,215.80 |
5.9% |
27% |
False |
False |
|
| 40 |
29,568.57 |
18,213.65 |
11,354.92 |
54.8% |
767.13 |
3.7% |
22% |
False |
False |
|
| 60 |
29,568.57 |
18,213.65 |
11,354.92 |
54.8% |
579.19 |
2.8% |
22% |
False |
False |
|
| 80 |
29,568.57 |
18,213.65 |
11,354.92 |
54.8% |
472.54 |
2.3% |
22% |
False |
False |
|
| 100 |
29,568.57 |
18,213.65 |
11,354.92 |
54.8% |
409.26 |
2.0% |
22% |
False |
False |
|
| 120 |
29,568.57 |
18,213.65 |
11,354.92 |
54.8% |
379.62 |
1.8% |
22% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,320.04 |
|
2.618 |
23,557.23 |
|
1.618 |
22,477.08 |
|
1.000 |
21,809.55 |
|
0.618 |
21,396.93 |
|
HIGH |
20,729.40 |
|
0.618 |
20,316.78 |
|
0.500 |
20,189.33 |
|
0.382 |
20,061.87 |
|
LOW |
19,649.25 |
|
0.618 |
18,981.72 |
|
1.000 |
18,569.10 |
|
1.618 |
17,901.57 |
|
2.618 |
16,821.42 |
|
4.250 |
15,058.61 |
|
|
| Fisher Pivots for day following 24-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
20,533.05 |
20,293.78 |
| PP |
20,361.19 |
19,882.65 |
| S1 |
20,189.33 |
19,471.53 |
|