| Trading Metrics calculated at close of trading on 14-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2020 |
14-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,799.25 |
2,757.25 |
-42.00 |
-1.5% |
2,483.75 |
| High |
2,811.50 |
2,837.25 |
25.75 |
0.9% |
2,802.00 |
| Low |
2,704.00 |
2,745.00 |
41.00 |
1.5% |
2,482.50 |
| Close |
2,751.50 |
2,835.25 |
83.75 |
3.0% |
2,772.50 |
| Range |
107.50 |
92.25 |
-15.25 |
-14.2% |
319.50 |
| ATR |
147.13 |
143.21 |
-3.92 |
-2.7% |
0.00 |
| Volume |
2,837 |
1,640 |
-1,197 |
-42.2% |
27,344 |
|
| Daily Pivots for day following 14-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,082.50 |
3,051.25 |
2,886.00 |
|
| R3 |
2,990.25 |
2,959.00 |
2,860.50 |
|
| R2 |
2,898.00 |
2,898.00 |
2,852.25 |
|
| R1 |
2,866.75 |
2,866.75 |
2,843.75 |
2,882.50 |
| PP |
2,805.75 |
2,805.75 |
2,805.75 |
2,813.75 |
| S1 |
2,774.50 |
2,774.50 |
2,826.75 |
2,790.00 |
| S2 |
2,713.50 |
2,713.50 |
2,818.25 |
|
| S3 |
2,621.25 |
2,682.25 |
2,810.00 |
|
| S4 |
2,529.00 |
2,590.00 |
2,784.50 |
|
|
| Weekly Pivots for week ending 10-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,644.25 |
3,527.75 |
2,948.25 |
|
| R3 |
3,324.75 |
3,208.25 |
2,860.25 |
|
| R2 |
3,005.25 |
3,005.25 |
2,831.00 |
|
| R1 |
2,888.75 |
2,888.75 |
2,801.75 |
2,947.00 |
| PP |
2,685.75 |
2,685.75 |
2,685.75 |
2,714.75 |
| S1 |
2,569.25 |
2,569.25 |
2,743.25 |
2,627.50 |
| S2 |
2,366.25 |
2,366.25 |
2,714.00 |
|
| S3 |
2,046.75 |
2,249.75 |
2,684.75 |
|
| S4 |
1,727.25 |
1,930.25 |
2,596.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,837.25 |
2,616.25 |
221.00 |
7.8% |
112.00 |
4.0% |
99% |
True |
False |
4,312 |
| 10 |
2,837.25 |
2,422.25 |
415.00 |
14.6% |
112.25 |
4.0% |
100% |
True |
False |
7,534 |
| 20 |
2,837.25 |
2,165.50 |
671.75 |
23.7% |
153.75 |
5.4% |
100% |
True |
False |
7,980 |
| 40 |
3,396.50 |
2,165.50 |
1,231.00 |
43.4% |
154.00 |
5.4% |
54% |
False |
False |
4,666 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
43.4% |
114.75 |
4.0% |
54% |
False |
False |
3,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,229.25 |
|
2.618 |
3,078.75 |
|
1.618 |
2,986.50 |
|
1.000 |
2,929.50 |
|
0.618 |
2,894.25 |
|
HIGH |
2,837.25 |
|
0.618 |
2,802.00 |
|
0.500 |
2,791.00 |
|
0.382 |
2,780.25 |
|
LOW |
2,745.00 |
|
0.618 |
2,688.00 |
|
1.000 |
2,652.75 |
|
1.618 |
2,595.75 |
|
2.618 |
2,503.50 |
|
4.250 |
2,353.00 |
|
|
| Fisher Pivots for day following 14-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,820.50 |
2,812.25 |
| PP |
2,805.75 |
2,789.50 |
| S1 |
2,791.00 |
2,766.50 |
|