| Trading Metrics calculated at close of trading on 06-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2020 |
06-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
8,713.19 |
8,402.95 |
-310.24 |
-3.6% |
8,560.59 |
| High |
8,864.19 |
8,571.88 |
-292.31 |
-3.3% |
8,998.44 |
| Low |
8,613.91 |
8,319.90 |
-294.01 |
-3.4% |
8,319.90 |
| Close |
8,671.66 |
8,530.34 |
-141.32 |
-1.6% |
8,530.34 |
| Range |
250.28 |
251.98 |
1.70 |
0.7% |
678.54 |
| ATR |
247.21 |
254.68 |
7.47 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,229.98 |
9,132.14 |
8,668.93 |
|
| R3 |
8,978.00 |
8,880.16 |
8,599.63 |
|
| R2 |
8,726.02 |
8,726.02 |
8,576.54 |
|
| R1 |
8,628.18 |
8,628.18 |
8,553.44 |
8,677.10 |
| PP |
8,474.04 |
8,474.04 |
8,474.04 |
8,498.50 |
| S1 |
8,376.20 |
8,376.20 |
8,507.24 |
8,425.12 |
| S2 |
8,222.06 |
8,222.06 |
8,484.14 |
|
| S3 |
7,970.08 |
8,124.22 |
8,461.05 |
|
| S4 |
7,718.10 |
7,872.24 |
8,391.75 |
|
|
| Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,651.85 |
10,269.63 |
8,903.54 |
|
| R3 |
9,973.31 |
9,591.09 |
8,716.94 |
|
| R2 |
9,294.77 |
9,294.77 |
8,654.74 |
|
| R1 |
8,912.55 |
8,912.55 |
8,592.54 |
8,764.39 |
| PP |
8,616.23 |
8,616.23 |
8,616.23 |
8,542.15 |
| S1 |
8,234.01 |
8,234.01 |
8,468.14 |
8,085.85 |
| S2 |
7,937.69 |
7,937.69 |
8,405.94 |
|
| S3 |
7,259.15 |
7,555.47 |
8,343.74 |
|
| S4 |
6,580.61 |
6,876.93 |
8,157.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,998.44 |
8,319.90 |
678.54 |
8.0% |
338.78 |
4.0% |
31% |
False |
True |
|
| 10 |
9,194.91 |
8,135.57 |
1,059.34 |
12.4% |
315.63 |
3.7% |
37% |
False |
False |
|
| 20 |
9,736.57 |
8,135.57 |
1,601.00 |
18.8% |
211.62 |
2.5% |
25% |
False |
False |
|
| 40 |
9,736.57 |
8,135.57 |
1,601.00 |
18.8% |
153.60 |
1.8% |
25% |
False |
False |
|
| 60 |
9,736.57 |
8,135.57 |
1,601.00 |
18.8% |
123.68 |
1.4% |
25% |
False |
False |
|
| 80 |
9,736.57 |
8,135.57 |
1,601.00 |
18.8% |
107.03 |
1.3% |
25% |
False |
False |
|
| 100 |
9,736.57 |
7,827.16 |
1,909.41 |
22.4% |
98.49 |
1.2% |
37% |
False |
False |
|
| 120 |
9,736.57 |
7,463.57 |
2,273.00 |
26.6% |
98.97 |
1.2% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,642.80 |
|
2.618 |
9,231.56 |
|
1.618 |
8,979.58 |
|
1.000 |
8,823.86 |
|
0.618 |
8,727.60 |
|
HIGH |
8,571.88 |
|
0.618 |
8,475.62 |
|
0.500 |
8,445.89 |
|
0.382 |
8,416.16 |
|
LOW |
8,319.90 |
|
0.618 |
8,164.18 |
|
1.000 |
8,067.92 |
|
1.618 |
7,912.20 |
|
2.618 |
7,660.22 |
|
4.250 |
7,248.99 |
|
|
| Fisher Pivots for day following 06-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
8,502.19 |
8,634.91 |
| PP |
8,474.04 |
8,600.05 |
| S1 |
8,445.89 |
8,565.20 |
|