| 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 |
2,832.00 |
2,763.50 |
-68.50 |
-2.4% |
2,483.75 |
| High |
2,836.00 |
2,822.75 |
-13.25 |
-0.5% |
2,802.00 |
| Low |
2,743.75 |
2,739.00 |
-4.75 |
-0.2% |
2,482.50 |
| Close |
2,767.00 |
2,780.00 |
13.00 |
0.5% |
2,772.50 |
| Range |
92.25 |
83.75 |
-8.50 |
-9.2% |
319.50 |
| ATR |
139.57 |
135.58 |
-3.99 |
-2.9% |
0.00 |
| Volume |
4,746 |
3,386 |
-1,360 |
-28.7% |
27,344 |
|
| Daily Pivots for day following 16-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,031.75 |
2,989.75 |
2,826.00 |
|
| R3 |
2,948.00 |
2,906.00 |
2,803.00 |
|
| R2 |
2,864.25 |
2,864.25 |
2,795.25 |
|
| R1 |
2,822.25 |
2,822.25 |
2,787.75 |
2,843.25 |
| PP |
2,780.50 |
2,780.50 |
2,780.50 |
2,791.00 |
| S1 |
2,738.50 |
2,738.50 |
2,772.25 |
2,759.50 |
| S2 |
2,696.75 |
2,696.75 |
2,764.75 |
|
| S3 |
2,613.00 |
2,654.75 |
2,757.00 |
|
| S4 |
2,529.25 |
2,571.00 |
2,734.00 |
|
|
| 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 |
2,695.75 |
141.50 |
5.1% |
96.50 |
3.5% |
60% |
False |
False |
3,359 |
| 10 |
2,837.25 |
2,422.25 |
415.00 |
14.9% |
109.50 |
3.9% |
86% |
False |
False |
5,778 |
| 20 |
2,837.25 |
2,165.50 |
671.75 |
24.2% |
142.25 |
5.1% |
91% |
False |
False |
7,965 |
| 40 |
3,396.50 |
2,165.50 |
1,231.00 |
44.3% |
157.00 |
5.6% |
50% |
False |
False |
4,863 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
44.3% |
117.00 |
4.2% |
50% |
False |
False |
3,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,178.75 |
|
2.618 |
3,042.00 |
|
1.618 |
2,958.25 |
|
1.000 |
2,906.50 |
|
0.618 |
2,874.50 |
|
HIGH |
2,822.75 |
|
0.618 |
2,790.75 |
|
0.500 |
2,781.00 |
|
0.382 |
2,771.00 |
|
LOW |
2,739.00 |
|
0.618 |
2,687.25 |
|
1.000 |
2,655.25 |
|
1.618 |
2,603.50 |
|
2.618 |
2,519.75 |
|
4.250 |
2,383.00 |
|
|
| Fisher Pivots for day following 16-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,781.00 |
2,788.00 |
| PP |
2,780.50 |
2,785.50 |
| S1 |
2,780.25 |
2,782.75 |
|