| Trading Metrics calculated at close of trading on 24-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2020 |
24-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
2,781.00 |
2,772.75 |
-8.25 |
-0.3% |
2,855.50 |
| High |
2,828.25 |
2,826.25 |
-2.00 |
-0.1% |
2,867.00 |
| Low |
2,766.00 |
2,748.75 |
-17.25 |
-0.6% |
2,711.00 |
| Close |
2,773.00 |
2,821.50 |
48.50 |
1.7% |
2,821.50 |
| Range |
62.25 |
77.50 |
15.25 |
24.5% |
156.00 |
| ATR |
120.00 |
116.97 |
-3.04 |
-2.5% |
0.00 |
| Volume |
2,638 |
3,888 |
1,250 |
47.4% |
12,646 |
|
| Daily Pivots for day following 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,031.25 |
3,004.00 |
2,864.00 |
|
| R3 |
2,953.75 |
2,926.50 |
2,842.75 |
|
| R2 |
2,876.25 |
2,876.25 |
2,835.75 |
|
| R1 |
2,849.00 |
2,849.00 |
2,828.50 |
2,862.50 |
| PP |
2,798.75 |
2,798.75 |
2,798.75 |
2,805.75 |
| S1 |
2,771.50 |
2,771.50 |
2,814.50 |
2,785.00 |
| S2 |
2,721.25 |
2,721.25 |
2,807.25 |
|
| S3 |
2,643.75 |
2,694.00 |
2,800.25 |
|
| S4 |
2,566.25 |
2,616.50 |
2,779.00 |
|
|
| Weekly Pivots for week ending 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,267.75 |
3,200.75 |
2,907.25 |
|
| R3 |
3,111.75 |
3,044.75 |
2,864.50 |
|
| R2 |
2,955.75 |
2,955.75 |
2,850.00 |
|
| R1 |
2,888.75 |
2,888.75 |
2,835.75 |
2,844.25 |
| PP |
2,799.75 |
2,799.75 |
2,799.75 |
2,777.50 |
| S1 |
2,732.75 |
2,732.75 |
2,807.25 |
2,688.25 |
| S2 |
2,643.75 |
2,643.75 |
2,793.00 |
|
| S3 |
2,487.75 |
2,576.75 |
2,778.50 |
|
| S4 |
2,331.75 |
2,420.75 |
2,735.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,867.00 |
2,711.00 |
156.00 |
5.5% |
82.25 |
2.9% |
71% |
False |
False |
2,529 |
| 10 |
2,877.00 |
2,704.00 |
173.00 |
6.1% |
85.00 |
3.0% |
68% |
False |
False |
2,973 |
| 20 |
2,877.00 |
2,422.25 |
454.75 |
16.1% |
103.75 |
3.7% |
88% |
False |
False |
6,200 |
| 40 |
3,122.75 |
2,165.50 |
957.25 |
33.9% |
154.00 |
5.5% |
69% |
False |
False |
5,213 |
| 60 |
3,396.50 |
2,165.50 |
1,231.00 |
43.6% |
121.75 |
4.3% |
53% |
False |
False |
3,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,155.50 |
|
2.618 |
3,029.25 |
|
1.618 |
2,951.75 |
|
1.000 |
2,903.75 |
|
0.618 |
2,874.25 |
|
HIGH |
2,826.25 |
|
0.618 |
2,796.75 |
|
0.500 |
2,787.50 |
|
0.382 |
2,778.25 |
|
LOW |
2,748.75 |
|
0.618 |
2,700.75 |
|
1.000 |
2,671.25 |
|
1.618 |
2,623.25 |
|
2.618 |
2,545.75 |
|
4.250 |
2,419.50 |
|
|
| Fisher Pivots for day following 24-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
2,810.25 |
2,804.25 |
| PP |
2,798.75 |
2,787.25 |
| S1 |
2,787.50 |
2,770.00 |
|