| Trading Metrics calculated at close of trading on 19-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2020 |
19-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
7,023.86 |
7,190.21 |
166.35 |
2.4% |
7,912.14 |
| High |
7,336.88 |
7,514.13 |
177.25 |
2.4% |
8,376.44 |
| Low |
6,837.53 |
7,040.06 |
202.53 |
3.0% |
7,255.61 |
| Close |
7,175.18 |
7,288.52 |
113.34 |
1.6% |
7,995.26 |
| Range |
499.35 |
474.07 |
-25.28 |
-5.1% |
1,120.83 |
| ATR |
438.40 |
440.95 |
2.55 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,703.11 |
8,469.89 |
7,549.26 |
|
| R3 |
8,229.04 |
7,995.82 |
7,418.89 |
|
| R2 |
7,754.97 |
7,754.97 |
7,375.43 |
|
| R1 |
7,521.75 |
7,521.75 |
7,331.98 |
7,638.36 |
| PP |
7,280.90 |
7,280.90 |
7,280.90 |
7,339.21 |
| S1 |
7,047.68 |
7,047.68 |
7,245.06 |
7,164.29 |
| S2 |
6,806.83 |
6,806.83 |
7,201.61 |
|
| S3 |
6,332.76 |
6,573.61 |
7,158.15 |
|
| S4 |
5,858.69 |
6,099.54 |
7,027.78 |
|
|
| Weekly Pivots for week ending 13-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,238.26 |
10,737.59 |
8,611.72 |
|
| R3 |
10,117.43 |
9,616.76 |
8,303.49 |
|
| R2 |
8,996.60 |
8,996.60 |
8,200.75 |
|
| R1 |
8,495.93 |
8,495.93 |
8,098.00 |
8,746.27 |
| PP |
7,875.77 |
7,875.77 |
7,875.77 |
8,000.94 |
| S1 |
7,375.10 |
7,375.10 |
7,892.52 |
7,625.44 |
| S2 |
6,754.94 |
6,754.94 |
7,789.77 |
|
| S3 |
5,634.11 |
6,254.27 |
7,687.03 |
|
| S4 |
4,513.28 |
5,133.44 |
7,378.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,998.51 |
6,837.53 |
1,160.98 |
15.9% |
566.15 |
7.8% |
39% |
False |
False |
|
| 10 |
8,571.88 |
6,837.53 |
1,734.35 |
23.8% |
472.03 |
6.5% |
26% |
False |
False |
|
| 20 |
9,594.00 |
6,837.53 |
2,756.47 |
37.8% |
390.61 |
5.4% |
16% |
False |
False |
|
| 40 |
9,736.57 |
6,837.53 |
2,899.04 |
39.8% |
250.94 |
3.4% |
16% |
False |
False |
|
| 60 |
9,736.57 |
6,837.53 |
2,899.04 |
39.8% |
190.31 |
2.6% |
16% |
False |
False |
|
| 80 |
9,736.57 |
6,837.53 |
2,899.04 |
39.8% |
156.74 |
2.2% |
16% |
False |
False |
|
| 100 |
9,736.57 |
6,837.53 |
2,899.04 |
39.8% |
136.96 |
1.9% |
16% |
False |
False |
|
| 120 |
9,736.57 |
6,837.53 |
2,899.04 |
39.8% |
128.95 |
1.8% |
16% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,528.93 |
|
2.618 |
8,755.25 |
|
1.618 |
8,281.18 |
|
1.000 |
7,988.20 |
|
0.618 |
7,807.11 |
|
HIGH |
7,514.13 |
|
0.618 |
7,333.04 |
|
0.500 |
7,277.10 |
|
0.382 |
7,221.15 |
|
LOW |
7,040.06 |
|
0.618 |
6,747.08 |
|
1.000 |
6,565.99 |
|
1.618 |
6,273.01 |
|
2.618 |
5,798.94 |
|
4.250 |
5,025.26 |
|
|
| Fisher Pivots for day following 19-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
7,284.71 |
7,256.96 |
| PP |
7,280.90 |
7,225.39 |
| S1 |
7,277.10 |
7,193.83 |
|