| Trading Metrics calculated at close of trading on 30-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2020 |
30-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
2,555.87 |
2,558.98 |
3.11 |
0.1% |
2,290.71 |
| High |
2,615.91 |
2,631.80 |
15.89 |
0.6% |
2,637.01 |
| Low |
2,520.02 |
2,545.28 |
25.26 |
1.0% |
2,191.86 |
| Close |
2,541.47 |
2,626.65 |
85.18 |
3.4% |
2,541.47 |
| Range |
95.89 |
86.52 |
-9.37 |
-9.8% |
445.15 |
| ATR |
149.59 |
145.36 |
-4.23 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,860.80 |
2,830.25 |
2,674.24 |
|
| R3 |
2,774.28 |
2,743.73 |
2,650.44 |
|
| R2 |
2,687.76 |
2,687.76 |
2,642.51 |
|
| R1 |
2,657.21 |
2,657.21 |
2,634.58 |
2,672.49 |
| PP |
2,601.24 |
2,601.24 |
2,601.24 |
2,608.88 |
| S1 |
2,570.69 |
2,570.69 |
2,618.72 |
2,585.97 |
| S2 |
2,514.72 |
2,514.72 |
2,610.79 |
|
| S3 |
2,428.20 |
2,484.17 |
2,602.86 |
|
| S4 |
2,341.68 |
2,397.65 |
2,579.06 |
|
|
| Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,792.23 |
3,612.00 |
2,786.30 |
|
| R3 |
3,347.08 |
3,166.85 |
2,663.89 |
|
| R2 |
2,901.93 |
2,901.93 |
2,623.08 |
|
| R1 |
2,721.70 |
2,721.70 |
2,582.28 |
2,811.82 |
| PP |
2,456.78 |
2,456.78 |
2,456.78 |
2,501.84 |
| S1 |
2,276.55 |
2,276.55 |
2,500.66 |
2,366.67 |
| S2 |
2,011.63 |
2,011.63 |
2,459.86 |
|
| S3 |
1,566.48 |
1,831.40 |
2,419.05 |
|
| S4 |
1,121.33 |
1,386.25 |
2,296.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,637.01 |
2,344.44 |
292.57 |
11.1% |
117.57 |
4.5% |
96% |
False |
False |
|
| 10 |
2,637.01 |
2,191.86 |
445.15 |
16.9% |
136.13 |
5.2% |
98% |
False |
False |
|
| 20 |
3,136.39 |
2,191.86 |
944.53 |
36.0% |
138.04 |
5.3% |
46% |
False |
False |
|
| 40 |
3,393.52 |
2,191.86 |
1,201.66 |
45.7% |
92.84 |
3.5% |
36% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
45.7% |
70.39 |
2.7% |
36% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
45.7% |
56.64 |
2.2% |
36% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
45.7% |
48.64 |
1.9% |
36% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
45.7% |
43.79 |
1.7% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,999.51 |
|
2.618 |
2,858.31 |
|
1.618 |
2,771.79 |
|
1.000 |
2,718.32 |
|
0.618 |
2,685.27 |
|
HIGH |
2,631.80 |
|
0.618 |
2,598.75 |
|
0.500 |
2,588.54 |
|
0.382 |
2,578.33 |
|
LOW |
2,545.28 |
|
0.618 |
2,491.81 |
|
1.000 |
2,458.76 |
|
1.618 |
2,405.29 |
|
2.618 |
2,318.77 |
|
4.250 |
2,177.57 |
|
|
| Fisher Pivots for day following 30-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,613.95 |
2,607.39 |
| PP |
2,601.24 |
2,588.13 |
| S1 |
2,588.54 |
2,568.87 |
|