Trading Metrics calculated at close of trading on 27-Apr-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2020 |
27-Apr-2020 |
Change |
Change % |
Previous Week |
Open |
7,541.93 |
7,535.40 |
-6.53 |
-0.1% |
7,061.85 |
High |
7,615.89 |
7,786.64 |
170.75 |
2.2% |
7,724.16 |
Low |
7,405.22 |
7,451.23 |
46.01 |
0.6% |
6,765.37 |
Close |
7,535.40 |
7,708.22 |
172.82 |
2.3% |
7,535.40 |
Range |
210.67 |
335.41 |
124.74 |
59.2% |
958.79 |
ATR |
477.62 |
467.46 |
-10.16 |
-2.1% |
0.00 |
Volume |
44,154 |
39,007 |
-5,147 |
-11.7% |
235,501 |
|
Daily Pivots for day following 27-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,654.93 |
8,516.98 |
7,892.70 |
|
R3 |
8,319.52 |
8,181.57 |
7,800.46 |
|
R2 |
7,984.11 |
7,984.11 |
7,769.71 |
|
R1 |
7,846.16 |
7,846.16 |
7,738.97 |
7,915.14 |
PP |
7,648.70 |
7,648.70 |
7,648.70 |
7,683.18 |
S1 |
7,510.75 |
7,510.75 |
7,677.47 |
7,579.73 |
S2 |
7,313.29 |
7,313.29 |
7,646.73 |
|
S3 |
6,977.88 |
7,175.34 |
7,615.98 |
|
S4 |
6,642.47 |
6,839.93 |
7,523.74 |
|
|
Weekly Pivots for week ending 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,218.01 |
9,835.50 |
8,062.73 |
|
R3 |
9,259.22 |
8,876.71 |
7,799.07 |
|
R2 |
8,300.43 |
8,300.43 |
7,711.18 |
|
R1 |
7,917.92 |
7,917.92 |
7,623.29 |
8,109.18 |
PP |
7,341.64 |
7,341.64 |
7,341.64 |
7,437.27 |
S1 |
6,959.13 |
6,959.13 |
7,447.51 |
7,150.39 |
S2 |
6,382.85 |
6,382.85 |
7,359.62 |
|
S3 |
5,424.06 |
6,000.34 |
7,271.73 |
|
S4 |
4,465.27 |
5,041.55 |
7,008.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,786.64 |
6,778.33 |
1,008.31 |
13.1% |
344.86 |
4.5% |
92% |
True |
False |
44,257 |
10 |
7,786.64 |
6,485.16 |
1,301.48 |
16.9% |
355.70 |
4.6% |
94% |
True |
False |
47,091 |
20 |
7,786.64 |
6,166.48 |
1,620.16 |
21.0% |
411.70 |
5.3% |
95% |
True |
False |
53,297 |
40 |
9,214.81 |
3,925.27 |
5,289.54 |
68.6% |
609.81 |
7.9% |
72% |
False |
False |
84,342 |
60 |
10,499.36 |
3,925.27 |
6,574.09 |
85.3% |
566.62 |
7.4% |
58% |
False |
False |
68,257 |
80 |
10,499.36 |
3,925.27 |
6,574.09 |
85.3% |
528.88 |
6.9% |
58% |
False |
False |
61,747 |
100 |
10,499.36 |
3,925.27 |
6,574.09 |
85.3% |
481.56 |
6.2% |
58% |
False |
False |
55,175 |
120 |
10,499.36 |
3,925.27 |
6,574.09 |
85.3% |
472.73 |
6.1% |
58% |
False |
False |
52,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,212.13 |
2.618 |
8,664.74 |
1.618 |
8,329.33 |
1.000 |
8,122.05 |
0.618 |
7,993.92 |
HIGH |
7,786.64 |
0.618 |
7,658.51 |
0.500 |
7,618.94 |
0.382 |
7,579.36 |
LOW |
7,451.23 |
0.618 |
7,243.95 |
1.000 |
7,115.82 |
1.618 |
6,908.54 |
2.618 |
6,573.13 |
4.250 |
6,025.74 |
|
|
Fisher Pivots for day following 27-Apr-2020 |
Pivot |
1 day |
3 day |
R1 |
7,678.46 |
7,610.16 |
PP |
7,648.70 |
7,512.10 |
S1 |
7,618.94 |
7,414.04 |
|