| Trading Metrics calculated at close of trading on 27-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2020 |
27-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
135.3340 |
136.7110 |
1.3770 |
1.0% |
125.3380 |
| High |
138.7190 |
141.8590 |
3.1400 |
2.3% |
143.4850 |
| Low |
133.6850 |
134.7290 |
1.0440 |
0.8% |
120.5500 |
| Close |
136.7150 |
137.5750 |
0.8600 |
0.6% |
137.5750 |
| Range |
5.0340 |
7.1300 |
2.0960 |
41.6% |
22.9350 |
| ATR |
21.8234 |
20.7739 |
-1.0495 |
-4.8% |
0.0000 |
| Volume |
360,400 |
391,161 |
30,761 |
8.5% |
4,783,043 |
|
| Daily Pivots for day following 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159.4443 |
155.6397 |
141.4965 |
|
| R3 |
152.3143 |
148.5097 |
139.5358 |
|
| R2 |
145.1843 |
145.1843 |
138.8822 |
|
| R1 |
141.3797 |
141.3797 |
138.2286 |
143.2820 |
| PP |
138.0543 |
138.0543 |
138.0543 |
139.0055 |
| S1 |
134.2497 |
134.2497 |
136.9214 |
136.1520 |
| S2 |
130.9243 |
130.9243 |
136.2678 |
|
| S3 |
123.7943 |
127.1197 |
135.6143 |
|
| S4 |
116.6643 |
119.9897 |
133.6535 |
|
|
| Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
202.6750 |
193.0600 |
150.1893 |
|
| R3 |
179.7400 |
170.1250 |
143.8821 |
|
| R2 |
156.8050 |
156.8050 |
141.7798 |
|
| R1 |
147.1900 |
147.1900 |
139.6774 |
151.9975 |
| PP |
133.8700 |
133.8700 |
133.8700 |
136.2738 |
| S1 |
124.2550 |
124.2550 |
135.4726 |
129.0625 |
| S2 |
110.9350 |
110.9350 |
133.3703 |
|
| S3 |
88.0000 |
101.3200 |
131.2679 |
|
| S4 |
65.0650 |
78.3850 |
124.9608 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143.4850 |
120.5500 |
22.9350 |
16.7% |
10.1564 |
7.4% |
74% |
False |
False |
956,608 |
| 10 |
152.1860 |
101.4010 |
50.7850 |
36.9% |
17.0570 |
12.4% |
71% |
False |
False |
1,712,019 |
| 20 |
252.0520 |
89.5050 |
162.5470 |
118.2% |
22.7874 |
16.6% |
30% |
False |
False |
1,899,521 |
| 40 |
288.2310 |
89.5050 |
198.7260 |
144.4% |
22.8412 |
16.6% |
24% |
False |
False |
1,756,095 |
| 60 |
288.2310 |
89.5050 |
198.7260 |
144.4% |
18.5637 |
13.5% |
24% |
False |
False |
1,499,742 |
| 80 |
288.2310 |
89.5050 |
198.7260 |
144.4% |
15.6309 |
11.4% |
24% |
False |
False |
1,328,692 |
| 100 |
288.2310 |
89.5050 |
198.7260 |
144.4% |
14.2198 |
10.3% |
24% |
False |
False |
1,239,368 |
| 120 |
288.2310 |
89.5050 |
198.7260 |
144.4% |
13.4827 |
9.8% |
24% |
False |
False |
1,182,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
172.1615 |
|
2.618 |
160.5253 |
|
1.618 |
153.3953 |
|
1.000 |
148.9890 |
|
0.618 |
146.2653 |
|
HIGH |
141.8590 |
|
0.618 |
139.1353 |
|
0.500 |
138.2940 |
|
0.382 |
137.4527 |
|
LOW |
134.7290 |
|
0.618 |
130.3227 |
|
1.000 |
127.5990 |
|
1.618 |
123.1927 |
|
2.618 |
116.0627 |
|
4.250 |
104.4265 |
|
|
| Fisher Pivots for day following 27-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
138.2940 |
137.6925 |
| PP |
138.0543 |
137.6533 |
| S1 |
137.8147 |
137.6142 |
|