| Trading Metrics calculated at close of trading on 01-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2020 |
01-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,614.69 |
2,498.08 |
-116.61 |
-4.5% |
2,290.71 |
| High |
2,641.39 |
2,522.75 |
-118.64 |
-4.5% |
2,637.01 |
| Low |
2,571.15 |
2,447.49 |
-123.66 |
-4.8% |
2,191.86 |
| Close |
2,584.59 |
2,470.50 |
-114.09 |
-4.4% |
2,541.47 |
| Range |
70.24 |
75.26 |
5.02 |
7.1% |
445.15 |
| ATR |
139.99 |
139.79 |
-0.21 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,706.03 |
2,663.52 |
2,511.89 |
|
| R3 |
2,630.77 |
2,588.26 |
2,491.20 |
|
| R2 |
2,555.51 |
2,555.51 |
2,484.30 |
|
| R1 |
2,513.00 |
2,513.00 |
2,477.40 |
2,496.63 |
| PP |
2,480.25 |
2,480.25 |
2,480.25 |
2,472.06 |
| S1 |
2,437.74 |
2,437.74 |
2,463.60 |
2,421.37 |
| S2 |
2,404.99 |
2,404.99 |
2,456.70 |
|
| S3 |
2,329.73 |
2,362.48 |
2,449.80 |
|
| S4 |
2,254.47 |
2,287.22 |
2,429.11 |
|
|
| 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 |
2,641.39 |
2,447.49 |
193.90 |
7.8% |
92.84 |
3.8% |
12% |
False |
True |
|
| 10 |
2,641.39 |
2,191.86 |
449.53 |
18.2% |
114.69 |
4.6% |
62% |
False |
False |
|
| 20 |
3,083.04 |
2,191.86 |
891.18 |
36.1% |
132.56 |
5.4% |
31% |
False |
False |
|
| 40 |
3,393.52 |
2,191.86 |
1,201.66 |
48.6% |
95.00 |
3.8% |
23% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
48.6% |
71.88 |
2.9% |
23% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
48.6% |
58.06 |
2.3% |
23% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
48.6% |
49.85 |
2.0% |
23% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
48.6% |
44.55 |
1.8% |
23% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.61 |
|
2.618 |
2,719.78 |
|
1.618 |
2,644.52 |
|
1.000 |
2,598.01 |
|
0.618 |
2,569.26 |
|
HIGH |
2,522.75 |
|
0.618 |
2,494.00 |
|
0.500 |
2,485.12 |
|
0.382 |
2,476.24 |
|
LOW |
2,447.49 |
|
0.618 |
2,400.98 |
|
1.000 |
2,372.23 |
|
1.618 |
2,325.72 |
|
2.618 |
2,250.46 |
|
4.250 |
2,127.64 |
|
|
| Fisher Pivots for day following 01-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,485.12 |
2,544.44 |
| PP |
2,480.25 |
2,519.79 |
| S1 |
2,475.37 |
2,495.15 |
|