| Trading Metrics calculated at close of trading on 18-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2020 |
18-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
2,425.66 |
2,436.50 |
10.84 |
0.4% |
2,863.89 |
| High |
2,553.93 |
2,453.57 |
-100.36 |
-3.9% |
2,882.59 |
| Low |
2,367.04 |
2,280.52 |
-86.52 |
-3.7% |
2,479.90 |
| Close |
2,529.19 |
2,398.10 |
-131.09 |
-5.2% |
2,711.02 |
| Range |
186.89 |
173.05 |
-13.84 |
-7.4% |
402.69 |
| ATR |
140.59 |
148.31 |
7.72 |
5.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,896.55 |
2,820.37 |
2,493.28 |
|
| R3 |
2,723.50 |
2,647.32 |
2,445.69 |
|
| R2 |
2,550.45 |
2,550.45 |
2,429.83 |
|
| R1 |
2,474.27 |
2,474.27 |
2,413.96 |
2,425.84 |
| PP |
2,377.40 |
2,377.40 |
2,377.40 |
2,353.18 |
| S1 |
2,301.22 |
2,301.22 |
2,382.24 |
2,252.79 |
| S2 |
2,204.35 |
2,204.35 |
2,366.37 |
|
| S3 |
2,031.30 |
2,128.17 |
2,350.51 |
|
| S4 |
1,858.25 |
1,955.12 |
2,302.92 |
|
|
| Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,899.24 |
3,707.82 |
2,932.50 |
|
| R3 |
3,496.55 |
3,305.13 |
2,821.76 |
|
| R2 |
3,093.86 |
3,093.86 |
2,784.85 |
|
| R1 |
2,902.44 |
2,902.44 |
2,747.93 |
2,796.81 |
| PP |
2,691.17 |
2,691.17 |
2,691.17 |
2,638.35 |
| S1 |
2,499.75 |
2,499.75 |
2,674.11 |
2,394.12 |
| S2 |
2,288.48 |
2,288.48 |
2,637.19 |
|
| S3 |
1,885.79 |
2,097.06 |
2,600.28 |
|
| S4 |
1,483.10 |
1,694.37 |
2,489.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,711.04 |
2,280.52 |
430.52 |
18.0% |
188.07 |
7.8% |
27% |
False |
True |
|
| 10 |
3,083.04 |
2,280.52 |
802.52 |
33.5% |
150.44 |
6.3% |
15% |
False |
True |
|
| 20 |
3,389.15 |
2,280.52 |
1,108.63 |
46.2% |
122.70 |
5.1% |
11% |
False |
True |
|
| 40 |
3,393.52 |
2,280.52 |
1,113.00 |
46.4% |
74.89 |
3.1% |
11% |
False |
True |
|
| 60 |
3,393.52 |
2,280.52 |
1,113.00 |
46.4% |
55.60 |
2.3% |
11% |
False |
True |
|
| 80 |
3,393.52 |
2,280.52 |
1,113.00 |
46.4% |
45.84 |
1.9% |
11% |
False |
True |
|
| 100 |
3,393.52 |
2,280.52 |
1,113.00 |
46.4% |
40.00 |
1.7% |
11% |
False |
True |
|
| 120 |
3,393.52 |
2,280.52 |
1,113.00 |
46.4% |
37.95 |
1.6% |
11% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,189.03 |
|
2.618 |
2,906.61 |
|
1.618 |
2,733.56 |
|
1.000 |
2,626.62 |
|
0.618 |
2,560.51 |
|
HIGH |
2,453.57 |
|
0.618 |
2,387.46 |
|
0.500 |
2,367.05 |
|
0.382 |
2,346.63 |
|
LOW |
2,280.52 |
|
0.618 |
2,173.58 |
|
1.000 |
2,107.47 |
|
1.618 |
2,000.53 |
|
2.618 |
1,827.48 |
|
4.250 |
1,545.06 |
|
|
| Fisher Pivots for day following 18-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,387.75 |
2,421.75 |
| PP |
2,377.40 |
2,413.87 |
| S1 |
2,367.05 |
2,405.98 |
|