| Trading Metrics calculated at close of trading on 28-Apr-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2020 |
28-Apr-2020 |
Change |
Change % |
Previous Week |
| Open |
8,865.58 |
8,913.28 |
47.70 |
0.5% |
8,742.54 |
| High |
8,887.62 |
8,918.38 |
30.76 |
0.3% |
8,855.18 |
| Low |
8,803.88 |
8,668.67 |
-135.21 |
-1.5% |
8,359.84 |
| Close |
8,837.66 |
8,677.60 |
-160.06 |
-1.8% |
8,786.60 |
| Range |
83.74 |
249.71 |
165.97 |
198.2% |
495.34 |
| ATR |
278.00 |
275.98 |
-2.02 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,504.01 |
9,340.52 |
8,814.94 |
|
| R3 |
9,254.30 |
9,090.81 |
8,746.27 |
|
| R2 |
9,004.59 |
9,004.59 |
8,723.38 |
|
| R1 |
8,841.10 |
8,841.10 |
8,700.49 |
8,797.99 |
| PP |
8,754.88 |
8,754.88 |
8,754.88 |
8,733.33 |
| S1 |
8,591.39 |
8,591.39 |
8,654.71 |
8,548.28 |
| S2 |
8,505.17 |
8,505.17 |
8,631.82 |
|
| S3 |
8,255.46 |
8,341.68 |
8,608.93 |
|
| S4 |
8,005.75 |
8,091.97 |
8,540.26 |
|
|
| Weekly Pivots for week ending 24-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,153.23 |
9,965.25 |
9,059.04 |
|
| R3 |
9,657.89 |
9,469.91 |
8,922.82 |
|
| R2 |
9,162.55 |
9,162.55 |
8,877.41 |
|
| R1 |
8,974.57 |
8,974.57 |
8,832.01 |
9,068.56 |
| PP |
8,667.21 |
8,667.21 |
8,667.21 |
8,714.20 |
| S1 |
8,479.23 |
8,479.23 |
8,741.19 |
8,573.22 |
| S2 |
8,171.87 |
8,171.87 |
8,695.79 |
|
| S3 |
7,676.53 |
7,983.89 |
8,650.38 |
|
| S4 |
7,181.19 |
7,488.55 |
8,514.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,918.38 |
8,550.61 |
367.77 |
4.2% |
170.91 |
2.0% |
35% |
True |
False |
|
| 10 |
8,918.38 |
8,359.84 |
558.54 |
6.4% |
181.60 |
2.1% |
57% |
True |
False |
|
| 20 |
8,918.38 |
7,423.97 |
1,494.41 |
17.2% |
208.65 |
2.4% |
84% |
True |
False |
|
| 40 |
8,998.44 |
6,771.91 |
2,226.53 |
25.7% |
307.10 |
3.5% |
86% |
False |
False |
|
| 60 |
9,736.57 |
6,771.91 |
2,964.66 |
34.2% |
262.04 |
3.0% |
64% |
False |
False |
|
| 80 |
9,736.57 |
6,771.91 |
2,964.66 |
34.2% |
219.51 |
2.5% |
64% |
False |
False |
|
| 100 |
9,736.57 |
6,771.91 |
2,964.66 |
34.2% |
186.29 |
2.1% |
64% |
False |
False |
|
| 120 |
9,736.57 |
6,771.91 |
2,964.66 |
34.2% |
165.10 |
1.9% |
64% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,979.65 |
|
2.618 |
9,572.12 |
|
1.618 |
9,322.41 |
|
1.000 |
9,168.09 |
|
0.618 |
9,072.70 |
|
HIGH |
8,918.38 |
|
0.618 |
8,822.99 |
|
0.500 |
8,793.53 |
|
0.382 |
8,764.06 |
|
LOW |
8,668.67 |
|
0.618 |
8,514.35 |
|
1.000 |
8,418.96 |
|
1.618 |
8,264.64 |
|
2.618 |
8,014.93 |
|
4.250 |
7,607.40 |
|
|
| Fisher Pivots for day following 28-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
8,793.53 |
8,759.19 |
| PP |
8,754.88 |
8,731.99 |
| S1 |
8,716.24 |
8,704.80 |
|