Trading Metrics calculated at close of trading on 25-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2020 |
25-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
2,344.44 |
2,457.77 |
113.33 |
4.8% |
2,508.59 |
High |
2,449.71 |
2,571.42 |
121.71 |
5.0% |
2,562.98 |
Low |
2,344.44 |
2,407.53 |
63.09 |
2.7% |
2,280.52 |
Close |
2,447.33 |
2,475.56 |
28.23 |
1.2% |
2,304.92 |
Range |
105.27 |
163.89 |
58.62 |
55.7% |
282.46 |
ATR |
151.04 |
151.96 |
0.92 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,976.51 |
2,889.92 |
2,565.70 |
|
R3 |
2,812.62 |
2,726.03 |
2,520.63 |
|
R2 |
2,648.73 |
2,648.73 |
2,505.61 |
|
R1 |
2,562.14 |
2,562.14 |
2,490.58 |
2,605.44 |
PP |
2,484.84 |
2,484.84 |
2,484.84 |
2,506.48 |
S1 |
2,398.25 |
2,398.25 |
2,460.54 |
2,441.55 |
S2 |
2,320.95 |
2,320.95 |
2,445.51 |
|
S3 |
2,157.06 |
2,234.36 |
2,430.49 |
|
S4 |
1,993.17 |
2,070.47 |
2,385.42 |
|
|
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 |
2,571.42 |
2,191.86 |
379.56 |
15.3% |
136.53 |
5.5% |
75% |
True |
False |
|
10 |
2,711.04 |
2,191.86 |
519.18 |
21.0% |
162.30 |
6.6% |
55% |
False |
False |
|
20 |
3,136.39 |
2,191.86 |
944.53 |
38.2% |
140.54 |
5.7% |
30% |
False |
False |
|
40 |
3,393.52 |
2,191.86 |
1,201.66 |
48.5% |
88.18 |
3.6% |
24% |
False |
False |
|
60 |
3,393.52 |
2,191.86 |
1,201.66 |
48.5% |
66.19 |
2.7% |
24% |
False |
False |
|
80 |
3,393.52 |
2,191.86 |
1,201.66 |
48.5% |
53.52 |
2.2% |
24% |
False |
False |
|
100 |
3,393.52 |
2,191.86 |
1,201.66 |
48.5% |
45.95 |
1.9% |
24% |
False |
False |
|
120 |
3,393.52 |
2,191.86 |
1,201.66 |
48.5% |
42.09 |
1.7% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,267.95 |
2.618 |
3,000.48 |
1.618 |
2,836.59 |
1.000 |
2,735.31 |
0.618 |
2,672.70 |
HIGH |
2,571.42 |
0.618 |
2,508.81 |
0.500 |
2,489.48 |
0.382 |
2,470.14 |
LOW |
2,407.53 |
0.618 |
2,306.25 |
1.000 |
2,243.64 |
1.618 |
2,142.36 |
2.618 |
1,978.47 |
4.250 |
1,711.00 |
|
|
Fisher Pivots for day following 25-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
2,489.48 |
2,444.25 |
PP |
2,484.84 |
2,412.95 |
S1 |
2,480.20 |
2,381.64 |
|