| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2020 |
11-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
2,813.48 |
2,825.60 |
12.12 |
0.4% |
2,974.28 |
| High |
2,882.59 |
2,825.60 |
-56.99 |
-2.0% |
3,136.39 |
| Low |
2,734.00 |
2,707.22 |
-26.78 |
-1.0% |
2,901.54 |
| Close |
2,882.23 |
2,741.38 |
-140.85 |
-4.9% |
2,972.37 |
| Range |
148.59 |
118.38 |
-30.21 |
-20.3% |
234.85 |
| ATR |
96.93 |
102.51 |
5.58 |
5.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,113.21 |
3,045.67 |
2,806.49 |
|
| R3 |
2,994.83 |
2,927.29 |
2,773.93 |
|
| R2 |
2,876.45 |
2,876.45 |
2,763.08 |
|
| R1 |
2,808.91 |
2,808.91 |
2,752.23 |
2,783.49 |
| PP |
2,758.07 |
2,758.07 |
2,758.07 |
2,745.36 |
| S1 |
2,690.53 |
2,690.53 |
2,730.53 |
2,665.11 |
| S2 |
2,639.69 |
2,639.69 |
2,719.68 |
|
| S3 |
2,521.31 |
2,572.15 |
2,708.83 |
|
| S4 |
2,402.93 |
2,453.77 |
2,676.27 |
|
|
| Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,707.98 |
3,575.03 |
3,101.54 |
|
| R3 |
3,473.13 |
3,340.18 |
3,036.95 |
|
| R2 |
3,238.28 |
3,238.28 |
3,015.43 |
|
| R1 |
3,105.33 |
3,105.33 |
2,993.90 |
3,054.38 |
| PP |
3,003.43 |
3,003.43 |
3,003.43 |
2,977.96 |
| S1 |
2,870.48 |
2,870.48 |
2,950.84 |
2,819.53 |
| S2 |
2,768.58 |
2,768.58 |
2,929.31 |
|
| S3 |
2,533.73 |
2,635.63 |
2,907.79 |
|
| S4 |
2,298.88 |
2,400.78 |
2,843.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,083.04 |
2,707.22 |
375.82 |
13.7% |
112.81 |
4.1% |
9% |
False |
True |
|
| 10 |
3,136.39 |
2,707.22 |
429.17 |
15.7% |
118.77 |
4.3% |
8% |
False |
True |
|
| 20 |
3,393.52 |
2,707.22 |
686.30 |
25.0% |
79.93 |
2.9% |
5% |
False |
True |
|
| 40 |
3,393.52 |
2,707.22 |
686.30 |
25.0% |
53.22 |
1.9% |
5% |
False |
True |
|
| 60 |
3,393.52 |
2,707.22 |
686.30 |
25.0% |
41.05 |
1.5% |
5% |
False |
True |
|
| 80 |
3,393.52 |
2,707.22 |
686.30 |
25.0% |
35.14 |
1.3% |
5% |
False |
True |
|
| 100 |
3,393.52 |
2,707.22 |
686.30 |
25.0% |
31.45 |
1.1% |
5% |
False |
True |
|
| 120 |
3,393.52 |
2,707.22 |
686.30 |
25.0% |
31.40 |
1.1% |
5% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,328.72 |
|
2.618 |
3,135.52 |
|
1.618 |
3,017.14 |
|
1.000 |
2,943.98 |
|
0.618 |
2,898.76 |
|
HIGH |
2,825.60 |
|
0.618 |
2,780.38 |
|
0.500 |
2,766.41 |
|
0.382 |
2,752.44 |
|
LOW |
2,707.22 |
|
0.618 |
2,634.06 |
|
1.000 |
2,588.84 |
|
1.618 |
2,515.68 |
|
2.618 |
2,397.30 |
|
4.250 |
2,204.11 |
|
|