| Trading Metrics calculated at close of trading on 19-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2020 |
19-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
2,436.50 |
2,393.48 |
-43.02 |
-1.8% |
2,863.89 |
| High |
2,453.57 |
2,466.97 |
13.40 |
0.5% |
2,882.59 |
| Low |
2,280.52 |
2,319.78 |
39.26 |
1.7% |
2,479.90 |
| Close |
2,398.10 |
2,409.39 |
11.29 |
0.5% |
2,711.02 |
| Range |
173.05 |
147.19 |
-25.86 |
-14.9% |
402.69 |
| ATR |
148.31 |
148.23 |
-0.08 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,840.28 |
2,772.03 |
2,490.34 |
|
| R3 |
2,693.09 |
2,624.84 |
2,449.87 |
|
| R2 |
2,545.90 |
2,545.90 |
2,436.37 |
|
| R1 |
2,477.65 |
2,477.65 |
2,422.88 |
2,511.78 |
| PP |
2,398.71 |
2,398.71 |
2,398.71 |
2,415.78 |
| S1 |
2,330.46 |
2,330.46 |
2,395.90 |
2,364.59 |
| S2 |
2,251.52 |
2,251.52 |
2,382.41 |
|
| S3 |
2,104.33 |
2,183.27 |
2,368.91 |
|
| S4 |
1,957.14 |
2,036.08 |
2,328.44 |
|
|
| 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 |
17.9% |
181.53 |
7.5% |
30% |
False |
False |
|
| 10 |
2,985.93 |
2,280.52 |
705.41 |
29.3% |
156.84 |
6.5% |
18% |
False |
False |
|
| 20 |
3,360.76 |
2,280.52 |
1,080.24 |
44.8% |
127.65 |
5.3% |
12% |
False |
False |
|
| 40 |
3,393.52 |
2,280.52 |
1,113.00 |
46.2% |
78.13 |
3.2% |
12% |
False |
False |
|
| 60 |
3,393.52 |
2,280.52 |
1,113.00 |
46.2% |
57.89 |
2.4% |
12% |
False |
False |
|
| 80 |
3,393.52 |
2,280.52 |
1,113.00 |
46.2% |
47.49 |
2.0% |
12% |
False |
False |
|
| 100 |
3,393.52 |
2,280.52 |
1,113.00 |
46.2% |
41.32 |
1.7% |
12% |
False |
False |
|
| 120 |
3,393.52 |
2,280.52 |
1,113.00 |
46.2% |
38.98 |
1.6% |
12% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,092.53 |
|
2.618 |
2,852.31 |
|
1.618 |
2,705.12 |
|
1.000 |
2,614.16 |
|
0.618 |
2,557.93 |
|
HIGH |
2,466.97 |
|
0.618 |
2,410.74 |
|
0.500 |
2,393.38 |
|
0.382 |
2,376.01 |
|
LOW |
2,319.78 |
|
0.618 |
2,228.82 |
|
1.000 |
2,172.59 |
|
1.618 |
2,081.63 |
|
2.618 |
1,934.44 |
|
4.250 |
1,694.22 |
|
|
| Fisher Pivots for day following 19-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,404.05 |
2,417.23 |
| PP |
2,398.71 |
2,414.61 |
| S1 |
2,393.38 |
2,412.00 |
|