| Trading Metrics calculated at close of trading on 24-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2020 |
24-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
6,931.14 |
7,348.99 |
417.85 |
6.0% |
7,502.26 |
| High |
7,145.29 |
7,555.91 |
410.62 |
5.7% |
7,563.45 |
| Low |
6,771.91 |
7,304.39 |
532.48 |
7.9% |
6,837.53 |
| Close |
7,006.92 |
7,553.82 |
546.90 |
7.8% |
6,994.29 |
| Range |
373.38 |
251.52 |
-121.86 |
-32.6% |
725.92 |
| ATR |
441.24 |
448.94 |
7.70 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,225.93 |
8,141.40 |
7,692.16 |
|
| R3 |
7,974.41 |
7,889.88 |
7,622.99 |
|
| R2 |
7,722.89 |
7,722.89 |
7,599.93 |
|
| R1 |
7,638.36 |
7,638.36 |
7,576.88 |
7,680.63 |
| PP |
7,471.37 |
7,471.37 |
7,471.37 |
7,492.51 |
| S1 |
7,386.84 |
7,386.84 |
7,530.76 |
7,429.11 |
| S2 |
7,219.85 |
7,219.85 |
7,507.71 |
|
| S3 |
6,968.33 |
7,135.32 |
7,484.65 |
|
| S4 |
6,716.81 |
6,883.80 |
7,415.48 |
|
|
| 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 |
7,555.91 |
6,771.91 |
784.00 |
10.4% |
423.28 |
5.6% |
100% |
True |
False |
|
| 10 |
8,224.73 |
6,771.91 |
1,452.82 |
19.2% |
484.74 |
6.4% |
54% |
False |
False |
|
| 20 |
9,032.87 |
6,771.91 |
2,260.96 |
29.9% |
411.76 |
5.5% |
35% |
False |
False |
|
| 40 |
9,736.57 |
6,771.91 |
2,964.66 |
39.2% |
271.08 |
3.6% |
26% |
False |
False |
|
| 60 |
9,736.57 |
6,771.91 |
2,964.66 |
39.2% |
207.57 |
2.7% |
26% |
False |
False |
|
| 80 |
9,736.57 |
6,771.91 |
2,964.66 |
39.2% |
169.03 |
2.2% |
26% |
False |
False |
|
| 100 |
9,736.57 |
6,771.91 |
2,964.66 |
39.2% |
146.21 |
1.9% |
26% |
False |
False |
|
| 120 |
9,736.57 |
6,771.91 |
2,964.66 |
39.2% |
135.32 |
1.8% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,624.87 |
|
2.618 |
8,214.39 |
|
1.618 |
7,962.87 |
|
1.000 |
7,807.43 |
|
0.618 |
7,711.35 |
|
HIGH |
7,555.91 |
|
0.618 |
7,459.83 |
|
0.500 |
7,430.15 |
|
0.382 |
7,400.47 |
|
LOW |
7,304.39 |
|
0.618 |
7,148.95 |
|
1.000 |
7,052.87 |
|
1.618 |
6,897.43 |
|
2.618 |
6,645.91 |
|
4.250 |
6,235.43 |
|
|
| Fisher Pivots for day following 24-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
7,512.60 |
7,423.85 |
| PP |
7,471.37 |
7,293.88 |
| S1 |
7,430.15 |
7,163.91 |
|