| Trading Metrics calculated at close of trading on 02-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2020 |
02-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
7,582.78 |
7,445.88 |
-136.90 |
-1.8% |
6,931.14 |
| High |
7,701.68 |
7,641.86 |
-59.82 |
-0.8% |
7,913.11 |
| Low |
7,423.97 |
7,432.28 |
8.31 |
0.1% |
6,771.91 |
| Close |
7,486.29 |
7,635.66 |
149.37 |
2.0% |
7,588.37 |
| Range |
277.71 |
209.58 |
-68.13 |
-24.5% |
1,141.20 |
| ATR |
412.03 |
397.57 |
-14.46 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,198.67 |
8,126.75 |
7,750.93 |
|
| R3 |
7,989.09 |
7,917.17 |
7,693.29 |
|
| R2 |
7,779.51 |
7,779.51 |
7,674.08 |
|
| R1 |
7,707.59 |
7,707.59 |
7,654.87 |
7,743.55 |
| PP |
7,569.93 |
7,569.93 |
7,569.93 |
7,587.92 |
| S1 |
7,498.01 |
7,498.01 |
7,616.45 |
7,533.97 |
| S2 |
7,360.35 |
7,360.35 |
7,597.24 |
|
| S3 |
7,150.77 |
7,288.43 |
7,578.03 |
|
| S4 |
6,941.19 |
7,078.85 |
7,520.39 |
|
|
| Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,848.06 |
10,359.42 |
8,216.03 |
|
| R3 |
9,706.86 |
9,218.22 |
7,902.20 |
|
| R2 |
8,565.66 |
8,565.66 |
7,797.59 |
|
| R1 |
8,077.02 |
8,077.02 |
7,692.98 |
8,321.34 |
| PP |
7,424.46 |
7,424.46 |
7,424.46 |
7,546.63 |
| S1 |
6,935.82 |
6,935.82 |
7,483.76 |
7,180.14 |
| S2 |
6,283.26 |
6,283.26 |
7,379.15 |
|
| S3 |
5,142.06 |
5,794.62 |
7,274.54 |
|
| S4 |
4,000.86 |
4,653.42 |
6,960.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,011.60 |
7,423.97 |
587.63 |
7.7% |
244.32 |
3.2% |
36% |
False |
False |
|
| 10 |
8,011.60 |
6,771.91 |
1,239.69 |
16.2% |
311.51 |
4.1% |
70% |
False |
False |
|
| 20 |
8,571.88 |
6,771.91 |
1,799.97 |
23.6% |
391.77 |
5.1% |
48% |
False |
False |
|
| 40 |
9,736.57 |
6,771.91 |
2,964.66 |
38.8% |
297.67 |
3.9% |
29% |
False |
False |
|
| 60 |
9,736.57 |
6,771.91 |
2,964.66 |
38.8% |
230.76 |
3.0% |
29% |
False |
False |
|
| 80 |
9,736.57 |
6,771.91 |
2,964.66 |
38.8% |
188.37 |
2.5% |
29% |
False |
False |
|
| 100 |
9,736.57 |
6,771.91 |
2,964.66 |
38.8% |
162.15 |
2.1% |
29% |
False |
False |
|
| 120 |
9,736.57 |
6,771.91 |
2,964.66 |
38.8% |
145.84 |
1.9% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,532.58 |
|
2.618 |
8,190.54 |
|
1.618 |
7,980.96 |
|
1.000 |
7,851.44 |
|
0.618 |
7,771.38 |
|
HIGH |
7,641.86 |
|
0.618 |
7,561.80 |
|
0.500 |
7,537.07 |
|
0.382 |
7,512.34 |
|
LOW |
7,432.28 |
|
0.618 |
7,302.76 |
|
1.000 |
7,222.70 |
|
1.618 |
7,093.18 |
|
2.618 |
6,883.60 |
|
4.250 |
6,541.57 |
|
|
| Fisher Pivots for day following 02-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
7,602.80 |
7,717.79 |
| PP |
7,569.93 |
7,690.41 |
| S1 |
7,537.07 |
7,663.04 |
|