| Trading Metrics calculated at close of trading on 17-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2020 |
17-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,763.50 |
2,852.25 |
88.75 |
3.2% |
2,799.25 |
| High |
2,822.75 |
2,877.00 |
54.25 |
1.9% |
2,877.00 |
| Low |
2,739.00 |
2,814.50 |
75.50 |
2.8% |
2,704.00 |
| Close |
2,780.00 |
2,862.50 |
82.50 |
3.0% |
2,862.50 |
| Range |
83.75 |
62.50 |
-21.25 |
-25.4% |
173.00 |
| ATR |
135.58 |
132.83 |
-2.76 |
-2.0% |
0.00 |
| Volume |
3,386 |
4,483 |
1,097 |
32.4% |
17,092 |
|
| Daily Pivots for day following 17-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,038.75 |
3,013.25 |
2,897.00 |
|
| R3 |
2,976.25 |
2,950.75 |
2,879.75 |
|
| R2 |
2,913.75 |
2,913.75 |
2,874.00 |
|
| R1 |
2,888.25 |
2,888.25 |
2,868.25 |
2,901.00 |
| PP |
2,851.25 |
2,851.25 |
2,851.25 |
2,857.75 |
| S1 |
2,825.75 |
2,825.75 |
2,856.75 |
2,838.50 |
| S2 |
2,788.75 |
2,788.75 |
2,851.00 |
|
| S3 |
2,726.25 |
2,763.25 |
2,845.25 |
|
| S4 |
2,663.75 |
2,700.75 |
2,828.00 |
|
|
| Weekly Pivots for week ending 17-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,333.50 |
3,271.00 |
2,957.75 |
|
| R3 |
3,160.50 |
3,098.00 |
2,910.00 |
|
| R2 |
2,987.50 |
2,987.50 |
2,894.25 |
|
| R1 |
2,925.00 |
2,925.00 |
2,878.25 |
2,956.25 |
| PP |
2,814.50 |
2,814.50 |
2,814.50 |
2,830.00 |
| S1 |
2,752.00 |
2,752.00 |
2,846.75 |
2,783.25 |
| S2 |
2,641.50 |
2,641.50 |
2,830.75 |
|
| S3 |
2,468.50 |
2,579.00 |
2,815.00 |
|
| S4 |
2,295.50 |
2,406.00 |
2,767.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,877.00 |
2,704.00 |
173.00 |
6.0% |
87.75 |
3.1% |
92% |
True |
False |
3,418 |
| 10 |
2,877.00 |
2,446.50 |
430.50 |
15.0% |
106.00 |
3.7% |
97% |
True |
False |
5,188 |
| 20 |
2,877.00 |
2,165.50 |
711.50 |
24.9% |
136.25 |
4.8% |
98% |
True |
False |
7,808 |
| 40 |
3,368.00 |
2,165.50 |
1,202.50 |
42.0% |
157.00 |
5.5% |
58% |
False |
False |
4,971 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
43.0% |
117.75 |
4.1% |
57% |
False |
False |
3,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,142.50 |
|
2.618 |
3,040.50 |
|
1.618 |
2,978.00 |
|
1.000 |
2,939.50 |
|
0.618 |
2,915.50 |
|
HIGH |
2,877.00 |
|
0.618 |
2,853.00 |
|
0.500 |
2,845.75 |
|
0.382 |
2,838.50 |
|
LOW |
2,814.50 |
|
0.618 |
2,776.00 |
|
1.000 |
2,752.00 |
|
1.618 |
2,713.50 |
|
2.618 |
2,651.00 |
|
4.250 |
2,549.00 |
|
|
| Fisher Pivots for day following 17-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,857.00 |
2,844.25 |
| PP |
2,851.25 |
2,826.25 |
| S1 |
2,845.75 |
2,808.00 |
|