| Trading Metrics calculated at close of trading on 20-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2020 |
20-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
2,393.48 |
2,431.94 |
38.46 |
1.6% |
2,508.59 |
| High |
2,466.97 |
2,453.01 |
-13.96 |
-0.6% |
2,562.98 |
| Low |
2,319.78 |
2,295.56 |
-24.22 |
-1.0% |
2,280.52 |
| Close |
2,409.39 |
2,304.92 |
-104.47 |
-4.3% |
2,304.92 |
| Range |
147.19 |
157.45 |
10.26 |
7.0% |
282.46 |
| ATR |
148.23 |
148.89 |
0.66 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,823.51 |
2,721.67 |
2,391.52 |
|
| R3 |
2,666.06 |
2,564.22 |
2,348.22 |
|
| R2 |
2,508.61 |
2,508.61 |
2,333.79 |
|
| R1 |
2,406.77 |
2,406.77 |
2,319.35 |
2,378.97 |
| PP |
2,351.16 |
2,351.16 |
2,351.16 |
2,337.26 |
| S1 |
2,249.32 |
2,249.32 |
2,290.49 |
2,221.52 |
| S2 |
2,193.71 |
2,193.71 |
2,276.05 |
|
| S3 |
2,036.26 |
2,091.87 |
2,261.62 |
|
| S4 |
1,878.81 |
1,934.42 |
2,218.32 |
|
|
| Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,230.19 |
3,050.01 |
2,460.27 |
|
| R3 |
2,947.73 |
2,767.55 |
2,382.60 |
|
| R2 |
2,665.27 |
2,665.27 |
2,356.70 |
|
| R1 |
2,485.09 |
2,485.09 |
2,330.81 |
2,433.95 |
| PP |
2,382.81 |
2,382.81 |
2,382.81 |
2,357.24 |
| S1 |
2,202.63 |
2,202.63 |
2,279.03 |
2,151.49 |
| S2 |
2,100.35 |
2,100.35 |
2,253.14 |
|
| S3 |
1,817.89 |
1,920.17 |
2,227.24 |
|
| S4 |
1,535.43 |
1,637.71 |
2,149.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,562.98 |
2,280.52 |
282.46 |
12.3% |
169.29 |
7.3% |
9% |
False |
False |
|
| 10 |
2,882.59 |
2,280.52 |
602.07 |
26.1% |
164.14 |
7.1% |
4% |
False |
False |
|
| 20 |
3,259.81 |
2,280.52 |
979.29 |
42.5% |
133.91 |
5.8% |
2% |
False |
False |
|
| 40 |
3,393.52 |
2,280.52 |
1,113.00 |
48.3% |
81.44 |
3.5% |
2% |
False |
False |
|
| 60 |
3,393.52 |
2,280.52 |
1,113.00 |
48.3% |
60.43 |
2.6% |
2% |
False |
False |
|
| 80 |
3,393.52 |
2,280.52 |
1,113.00 |
48.3% |
49.28 |
2.1% |
2% |
False |
False |
|
| 100 |
3,393.52 |
2,280.52 |
1,113.00 |
48.3% |
42.64 |
1.8% |
2% |
False |
False |
|
| 120 |
3,393.52 |
2,280.52 |
1,113.00 |
48.3% |
39.94 |
1.7% |
2% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,122.17 |
|
2.618 |
2,865.21 |
|
1.618 |
2,707.76 |
|
1.000 |
2,610.46 |
|
0.618 |
2,550.31 |
|
HIGH |
2,453.01 |
|
0.618 |
2,392.86 |
|
0.500 |
2,374.29 |
|
0.382 |
2,355.71 |
|
LOW |
2,295.56 |
|
0.618 |
2,198.26 |
|
1.000 |
2,138.11 |
|
1.618 |
2,040.81 |
|
2.618 |
1,883.36 |
|
4.250 |
1,626.40 |
|
|
| Fisher Pivots for day following 20-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,374.29 |
2,373.75 |
| PP |
2,351.16 |
2,350.80 |
| S1 |
2,328.04 |
2,327.86 |
|