| Trading Metrics calculated at close of trading on 03-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2020 |
03-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,458.54 |
2,514.92 |
56.38 |
2.3% |
2,558.98 |
| High |
2,532.95 |
2,538.18 |
5.23 |
0.2% |
2,641.39 |
| Low |
2,455.79 |
2,459.96 |
4.17 |
0.2% |
2,447.49 |
| Close |
2,526.90 |
2,488.65 |
-38.25 |
-1.5% |
2,488.65 |
| Range |
77.16 |
78.22 |
1.06 |
1.4% |
193.90 |
| ATR |
135.31 |
131.24 |
-4.08 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,730.26 |
2,687.67 |
2,531.67 |
|
| R3 |
2,652.04 |
2,609.45 |
2,510.16 |
|
| R2 |
2,573.82 |
2,573.82 |
2,502.99 |
|
| R1 |
2,531.23 |
2,531.23 |
2,495.82 |
2,513.42 |
| PP |
2,495.60 |
2,495.60 |
2,495.60 |
2,486.69 |
| S1 |
2,453.01 |
2,453.01 |
2,481.48 |
2,435.20 |
| S2 |
2,417.38 |
2,417.38 |
2,474.31 |
|
| S3 |
2,339.16 |
2,374.79 |
2,467.14 |
|
| S4 |
2,260.94 |
2,296.57 |
2,445.63 |
|
|
| Weekly Pivots for week ending 03-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,107.54 |
2,992.00 |
2,595.30 |
|
| R3 |
2,913.64 |
2,798.10 |
2,541.97 |
|
| R2 |
2,719.74 |
2,719.74 |
2,524.20 |
|
| R1 |
2,604.20 |
2,604.20 |
2,506.42 |
2,565.02 |
| PP |
2,525.84 |
2,525.84 |
2,525.84 |
2,506.26 |
| S1 |
2,410.30 |
2,410.30 |
2,470.88 |
2,371.12 |
| S2 |
2,331.94 |
2,331.94 |
2,453.10 |
|
| S3 |
2,138.04 |
2,216.40 |
2,435.33 |
|
| S4 |
1,944.14 |
2,022.50 |
2,382.01 |
|
|
| 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% |
77.48 |
3.1% |
21% |
False |
False |
|
| 10 |
2,641.39 |
2,191.86 |
449.53 |
18.1% |
99.76 |
4.0% |
66% |
False |
False |
|
| 20 |
2,882.59 |
2,191.86 |
690.73 |
27.8% |
131.95 |
5.3% |
43% |
False |
False |
|
| 40 |
3,393.52 |
2,191.86 |
1,201.66 |
48.3% |
97.95 |
3.9% |
25% |
False |
False |
|
| 60 |
3,393.52 |
2,191.86 |
1,201.66 |
48.3% |
73.75 |
3.0% |
25% |
False |
False |
|
| 80 |
3,393.52 |
2,191.86 |
1,201.66 |
48.3% |
59.63 |
2.4% |
25% |
False |
False |
|
| 100 |
3,393.52 |
2,191.86 |
1,201.66 |
48.3% |
51.04 |
2.1% |
25% |
False |
False |
|
| 120 |
3,393.52 |
2,191.86 |
1,201.66 |
48.3% |
45.33 |
1.8% |
25% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,870.62 |
|
2.618 |
2,742.96 |
|
1.618 |
2,664.74 |
|
1.000 |
2,616.40 |
|
0.618 |
2,586.52 |
|
HIGH |
2,538.18 |
|
0.618 |
2,508.30 |
|
0.500 |
2,499.07 |
|
0.382 |
2,489.84 |
|
LOW |
2,459.96 |
|
0.618 |
2,411.62 |
|
1.000 |
2,381.74 |
|
1.618 |
2,333.40 |
|
2.618 |
2,255.18 |
|
4.250 |
2,127.53 |
|
|
| Fisher Pivots for day following 03-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,499.07 |
2,492.84 |
| PP |
2,495.60 |
2,491.44 |
| S1 |
2,492.12 |
2,490.05 |
|