| Trading Metrics calculated at close of trading on 10-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2020 |
10-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
7,912.14 |
8,235.62 |
323.48 |
4.1% |
8,560.59 |
| High |
8,241.77 |
8,376.44 |
134.67 |
1.6% |
8,998.44 |
| Low |
7,912.14 |
7,942.13 |
29.99 |
0.4% |
8,319.90 |
| Close |
7,948.03 |
8,372.27 |
424.24 |
5.3% |
8,530.34 |
| Range |
329.63 |
434.31 |
104.68 |
31.8% |
678.54 |
| ATR |
280.64 |
291.62 |
10.98 |
3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,533.21 |
9,387.05 |
8,611.14 |
|
| R3 |
9,098.90 |
8,952.74 |
8,491.71 |
|
| R2 |
8,664.59 |
8,664.59 |
8,451.89 |
|
| R1 |
8,518.43 |
8,518.43 |
8,412.08 |
8,591.51 |
| PP |
8,230.28 |
8,230.28 |
8,230.28 |
8,266.82 |
| S1 |
8,084.12 |
8,084.12 |
8,332.46 |
8,157.20 |
| S2 |
7,795.97 |
7,795.97 |
8,292.65 |
|
| S3 |
7,361.66 |
7,649.81 |
8,252.83 |
|
| S4 |
6,927.35 |
7,215.50 |
8,133.40 |
|
|
| 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 |
8,949.91 |
7,912.14 |
1,037.77 |
12.4% |
309.27 |
3.7% |
44% |
False |
False |
|
| 10 |
9,032.87 |
7,912.14 |
1,120.73 |
13.4% |
338.78 |
4.0% |
41% |
False |
False |
|
| 20 |
9,736.57 |
7,912.14 |
1,824.43 |
21.8% |
238.77 |
2.9% |
25% |
False |
False |
|
| 40 |
9,736.57 |
7,912.14 |
1,824.43 |
21.8% |
169.22 |
2.0% |
25% |
False |
False |
|
| 60 |
9,736.57 |
7,912.14 |
1,824.43 |
21.8% |
134.74 |
1.6% |
25% |
False |
False |
|
| 80 |
9,736.57 |
7,912.14 |
1,824.43 |
21.8% |
115.35 |
1.4% |
25% |
False |
False |
|
| 100 |
9,736.57 |
7,829.75 |
1,906.82 |
22.8% |
104.78 |
1.3% |
28% |
False |
False |
|
| 120 |
9,736.57 |
7,463.57 |
2,273.00 |
27.1% |
104.61 |
1.2% |
40% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,222.26 |
|
2.618 |
9,513.46 |
|
1.618 |
9,079.15 |
|
1.000 |
8,810.75 |
|
0.618 |
8,644.84 |
|
HIGH |
8,376.44 |
|
0.618 |
8,210.53 |
|
0.500 |
8,159.29 |
|
0.382 |
8,108.04 |
|
LOW |
7,942.13 |
|
0.618 |
7,673.73 |
|
1.000 |
7,507.82 |
|
1.618 |
7,239.42 |
|
2.618 |
6,805.11 |
|
4.250 |
6,096.31 |
|
|
| Fisher Pivots for day following 10-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
8,301.28 |
8,328.85 |
| PP |
8,230.28 |
8,285.43 |
| S1 |
8,159.29 |
8,242.01 |
|