Trading Metrics calculated at close of trading on 01-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2020 |
01-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
134.1270 |
134.7920 |
0.6650 |
0.5% |
125.3380 |
High |
135.2260 |
135.2030 |
-0.0230 |
0.0% |
143.4850 |
Low |
130.5380 |
129.0890 |
-1.4490 |
-1.1% |
120.5500 |
Close |
134.7960 |
132.2610 |
-2.5350 |
-1.9% |
137.5750 |
Range |
4.6880 |
6.1140 |
1.4260 |
30.4% |
22.9350 |
ATR |
19.1660 |
18.2337 |
-0.9323 |
-4.9% |
0.0000 |
Volume |
253,605 |
239,640 |
-13,965 |
-5.5% |
4,783,043 |
|
Daily Pivots for day following 01-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.5263 |
147.5077 |
135.6237 |
|
R3 |
144.4123 |
141.3937 |
133.9424 |
|
R2 |
138.2983 |
138.2983 |
133.3819 |
|
R1 |
135.2797 |
135.2797 |
132.8215 |
133.7320 |
PP |
132.1843 |
132.1843 |
132.1843 |
131.4105 |
S1 |
129.1657 |
129.1657 |
131.7006 |
127.6180 |
S2 |
126.0703 |
126.0703 |
131.1401 |
|
S3 |
119.9563 |
123.0517 |
130.5797 |
|
S4 |
113.8423 |
116.9377 |
128.8983 |
|
|
Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
202.6750 |
193.0600 |
150.1893 |
|
R3 |
179.7400 |
170.1250 |
143.8821 |
|
R2 |
156.8050 |
156.8050 |
141.7798 |
|
R1 |
147.1900 |
147.1900 |
139.6774 |
151.9975 |
PP |
133.8700 |
133.8700 |
133.8700 |
136.2738 |
S1 |
124.2550 |
124.2550 |
135.4726 |
129.0625 |
S2 |
110.9350 |
110.9350 |
133.3703 |
|
S3 |
88.0000 |
101.3200 |
131.2679 |
|
S4 |
65.0650 |
78.3850 |
124.9608 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.8590 |
123.9440 |
17.9150 |
13.5% |
7.3642 |
5.6% |
46% |
False |
False |
324,634 |
10 |
152.1860 |
115.1000 |
37.0860 |
28.0% |
13.6015 |
10.3% |
46% |
False |
False |
1,027,574 |
20 |
252.0520 |
89.5050 |
162.5470 |
122.9% |
21.9214 |
16.6% |
26% |
False |
False |
1,791,087 |
40 |
288.2310 |
89.5050 |
198.7260 |
150.3% |
22.4103 |
16.9% |
22% |
False |
False |
1,697,932 |
60 |
288.2310 |
89.5050 |
198.7260 |
150.3% |
18.5277 |
14.0% |
22% |
False |
False |
1,463,052 |
80 |
288.2310 |
89.5050 |
198.7260 |
150.3% |
15.7786 |
11.9% |
22% |
False |
False |
1,321,587 |
100 |
288.2310 |
89.5050 |
198.7260 |
150.3% |
14.3014 |
10.8% |
22% |
False |
False |
1,231,887 |
120 |
288.2310 |
89.5050 |
198.7260 |
150.3% |
13.4708 |
10.2% |
22% |
False |
False |
1,169,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.1875 |
2.618 |
151.2095 |
1.618 |
145.0955 |
1.000 |
141.3170 |
0.618 |
138.9815 |
HIGH |
135.2030 |
0.618 |
132.8675 |
0.500 |
132.1460 |
0.382 |
131.4245 |
LOW |
129.0890 |
0.618 |
125.3105 |
1.000 |
122.9750 |
1.618 |
119.1965 |
2.618 |
113.0825 |
4.250 |
103.1045 |
|
|
Fisher Pivots for day following 01-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
132.2227 |
131.7978 |
PP |
132.1843 |
131.3347 |
S1 |
132.1460 |
130.8715 |
|