| Trading Metrics calculated at close of trading on 20-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2020 |
20-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
7,190.21 |
7,391.22 |
201.01 |
2.8% |
7,502.26 |
| High |
7,514.13 |
7,487.83 |
-26.30 |
-0.4% |
7,563.45 |
| Low |
7,040.06 |
6,969.77 |
-70.29 |
-1.0% |
6,837.53 |
| Close |
7,288.52 |
6,994.29 |
-294.23 |
-4.0% |
6,994.29 |
| Range |
474.07 |
518.06 |
43.99 |
9.3% |
725.92 |
| ATR |
440.95 |
446.46 |
5.51 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,704.81 |
8,367.61 |
7,279.22 |
|
| R3 |
8,186.75 |
7,849.55 |
7,136.76 |
|
| R2 |
7,668.69 |
7,668.69 |
7,089.27 |
|
| R1 |
7,331.49 |
7,331.49 |
7,041.78 |
7,241.06 |
| PP |
7,150.63 |
7,150.63 |
7,150.63 |
7,105.42 |
| S1 |
6,813.43 |
6,813.43 |
6,946.80 |
6,723.00 |
| S2 |
6,632.57 |
6,632.57 |
6,899.31 |
|
| S3 |
6,114.51 |
6,295.37 |
6,851.82 |
|
| S4 |
5,596.45 |
5,777.31 |
6,709.36 |
|
|
| Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,309.52 |
8,877.82 |
7,393.55 |
|
| R3 |
8,583.60 |
8,151.90 |
7,193.92 |
|
| R2 |
7,857.68 |
7,857.68 |
7,127.38 |
|
| R1 |
7,425.98 |
7,425.98 |
7,060.83 |
7,278.87 |
| PP |
7,131.76 |
7,131.76 |
7,131.76 |
7,058.20 |
| S1 |
6,700.06 |
6,700.06 |
6,927.75 |
6,552.95 |
| S2 |
6,405.84 |
6,405.84 |
6,861.20 |
|
| S3 |
5,679.92 |
5,974.14 |
6,794.66 |
|
| S4 |
4,954.00 |
5,248.22 |
6,595.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,563.45 |
6,837.53 |
725.92 |
10.4% |
530.44 |
7.6% |
22% |
False |
False |
|
| 10 |
8,376.44 |
6,837.53 |
1,538.91 |
22.0% |
498.64 |
7.1% |
10% |
False |
False |
|
| 20 |
9,194.91 |
6,837.53 |
2,357.38 |
33.7% |
407.13 |
5.8% |
7% |
False |
False |
|
| 40 |
9,736.57 |
6,837.53 |
2,899.04 |
41.4% |
262.00 |
3.7% |
5% |
False |
False |
|
| 60 |
9,736.57 |
6,837.53 |
2,899.04 |
41.4% |
198.60 |
2.8% |
5% |
False |
False |
|
| 80 |
9,736.57 |
6,837.53 |
2,899.04 |
41.4% |
162.43 |
2.3% |
5% |
False |
False |
|
| 100 |
9,736.57 |
6,837.53 |
2,899.04 |
41.4% |
141.08 |
2.0% |
5% |
False |
False |
|
| 120 |
9,736.57 |
6,837.53 |
2,899.04 |
41.4% |
131.90 |
1.9% |
5% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,689.59 |
|
2.618 |
8,844.11 |
|
1.618 |
8,326.05 |
|
1.000 |
8,005.89 |
|
0.618 |
7,807.99 |
|
HIGH |
7,487.83 |
|
0.618 |
7,289.93 |
|
0.500 |
7,228.80 |
|
0.382 |
7,167.67 |
|
LOW |
6,969.77 |
|
0.618 |
6,649.61 |
|
1.000 |
6,451.71 |
|
1.618 |
6,131.55 |
|
2.618 |
5,613.49 |
|
4.250 |
4,768.02 |
|
|
| Fisher Pivots for day following 20-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
7,228.80 |
7,175.83 |
| PP |
7,150.63 |
7,115.32 |
| S1 |
7,072.46 |
7,054.80 |
|