| Trading Metrics calculated at close of trading on 02-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2020 |
02-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,498.08 |
2,458.54 |
-39.54 |
-1.6% |
2,290.71 |
| High |
2,522.75 |
2,532.95 |
10.20 |
0.4% |
2,637.01 |
| Low |
2,447.49 |
2,455.79 |
8.30 |
0.3% |
2,191.86 |
| Close |
2,470.50 |
2,526.90 |
56.40 |
2.3% |
2,541.47 |
| Range |
75.26 |
77.16 |
1.90 |
2.5% |
445.15 |
| ATR |
139.79 |
135.31 |
-4.47 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,736.69 |
2,708.96 |
2,569.34 |
|
| R3 |
2,659.53 |
2,631.80 |
2,548.12 |
|
| R2 |
2,582.37 |
2,582.37 |
2,541.05 |
|
| R1 |
2,554.64 |
2,554.64 |
2,533.97 |
2,568.51 |
| PP |
2,505.21 |
2,505.21 |
2,505.21 |
2,512.15 |
| S1 |
2,477.48 |
2,477.48 |
2,519.83 |
2,491.35 |
| S2 |
2,428.05 |
2,428.05 |
2,512.75 |
|
| S3 |
2,350.89 |
2,400.32 |
2,505.68 |
|
| S4 |
2,273.73 |
2,323.16 |
2,484.46 |
|
|
| 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 |
7.7% |
81.01 |
3.2% |
41% |
False |
False |
|
| 10 |
2,641.39 |
2,191.86 |
449.53 |
17.8% |
107.68 |
4.3% |
75% |
False |
False |
|
| 20 |
2,985.93 |
2,191.86 |
794.07 |
31.4% |
132.26 |
5.2% |
42% |
False |
False |
|
| 40 |
3,393.52 |
2,191.86 |
1,201.66 |
47.6% |
96.33 |
3.8% |
28% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
47.6% |
72.96 |
2.9% |
28% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
47.6% |
58.82 |
2.3% |
28% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
47.6% |
50.45 |
2.0% |
28% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
47.6% |
44.93 |
1.8% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,860.88 |
|
2.618 |
2,734.95 |
|
1.618 |
2,657.79 |
|
1.000 |
2,610.11 |
|
0.618 |
2,580.63 |
|
HIGH |
2,532.95 |
|
0.618 |
2,503.47 |
|
0.500 |
2,494.37 |
|
0.382 |
2,485.27 |
|
LOW |
2,455.79 |
|
0.618 |
2,408.11 |
|
1.000 |
2,378.63 |
|
1.618 |
2,330.95 |
|
2.618 |
2,253.79 |
|
4.250 |
2,127.86 |
|
|
| Fisher Pivots for day following 02-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,516.06 |
2,544.44 |
| PP |
2,505.21 |
2,538.59 |
| S1 |
2,494.37 |
2,532.75 |
|