Trading Metrics calculated at close of trading on 16-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2020 |
16-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
2,795.64 |
2,799.34 |
3.70 |
0.1% |
2,578.28 |
High |
2,801.88 |
2,806.51 |
4.63 |
0.2% |
2,818.57 |
Low |
2,761.54 |
2,764.32 |
2.78 |
0.1% |
2,574.57 |
Close |
2,783.36 |
2,799.55 |
16.19 |
0.6% |
2,789.82 |
Range |
40.34 |
42.19 |
1.85 |
4.6% |
244.00 |
ATR |
117.18 |
111.83 |
-5.36 |
-4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,916.70 |
2,900.31 |
2,822.75 |
|
R3 |
2,874.51 |
2,858.12 |
2,811.15 |
|
R2 |
2,832.32 |
2,832.32 |
2,807.28 |
|
R1 |
2,815.93 |
2,815.93 |
2,803.42 |
2,824.13 |
PP |
2,790.13 |
2,790.13 |
2,790.13 |
2,794.22 |
S1 |
2,773.74 |
2,773.74 |
2,795.68 |
2,781.94 |
S2 |
2,747.94 |
2,747.94 |
2,791.82 |
|
S3 |
2,705.75 |
2,731.55 |
2,787.95 |
|
S4 |
2,663.56 |
2,689.36 |
2,776.35 |
|
|
Weekly Pivots for week ending 10-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,459.65 |
3,368.74 |
2,924.02 |
|
R3 |
3,215.65 |
3,124.74 |
2,856.92 |
|
R2 |
2,971.65 |
2,971.65 |
2,834.55 |
|
R1 |
2,880.74 |
2,880.74 |
2,812.19 |
2,926.20 |
PP |
2,727.65 |
2,727.65 |
2,727.65 |
2,750.38 |
S1 |
2,636.74 |
2,636.74 |
2,767.45 |
2,682.20 |
S2 |
2,483.65 |
2,483.65 |
2,745.09 |
|
S3 |
2,239.65 |
2,392.74 |
2,722.72 |
|
S4 |
1,995.65 |
2,148.74 |
2,655.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,851.85 |
2,721.17 |
130.68 |
4.7% |
49.36 |
1.8% |
60% |
False |
False |
|
10 |
2,851.85 |
2,455.79 |
396.06 |
14.1% |
70.11 |
2.5% |
87% |
False |
False |
|
20 |
2,851.85 |
2,191.86 |
659.99 |
23.6% |
92.40 |
3.3% |
92% |
False |
False |
|
40 |
3,389.15 |
2,191.86 |
1,197.29 |
42.8% |
107.55 |
3.8% |
51% |
False |
False |
|
60 |
3,393.52 |
2,191.86 |
1,201.66 |
42.9% |
80.73 |
2.9% |
51% |
False |
False |
|
80 |
3,393.52 |
2,191.86 |
1,201.66 |
42.9% |
64.80 |
2.3% |
51% |
False |
False |
|
100 |
3,393.52 |
2,191.86 |
1,201.66 |
42.9% |
55.15 |
2.0% |
51% |
False |
False |
|
120 |
3,393.52 |
2,191.86 |
1,201.66 |
42.9% |
48.74 |
1.7% |
51% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,985.82 |
2.618 |
2,916.96 |
1.618 |
2,874.77 |
1.000 |
2,848.70 |
0.618 |
2,832.58 |
HIGH |
2,806.51 |
0.618 |
2,790.39 |
0.500 |
2,785.42 |
0.382 |
2,780.44 |
LOW |
2,764.32 |
0.618 |
2,738.25 |
1.000 |
2,722.13 |
1.618 |
2,696.06 |
2.618 |
2,653.87 |
4.250 |
2,585.01 |
|
|
Fisher Pivots for day following 16-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
2,794.84 |
2,806.70 |
PP |
2,790.13 |
2,804.31 |
S1 |
2,785.42 |
2,801.93 |
|