| Trading Metrics calculated at close of trading on 12-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2020 |
12-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
24,604.63 |
22,184.71 |
-2,419.92 |
-9.8% |
25,590.51 |
| High |
24,604.63 |
22,828.23 |
-1,776.40 |
-7.2% |
27,095.50 |
| Low |
23,328.32 |
21,176.44 |
-2,151.88 |
-9.2% |
25,229.19 |
| Close |
23,553.22 |
21,200.62 |
-2,352.60 |
-10.0% |
25,864.78 |
| Range |
1,276.31 |
1,651.79 |
375.48 |
29.4% |
1,866.31 |
| ATR |
917.53 |
1,021.76 |
104.23 |
11.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26,690.47 |
25,597.33 |
22,109.10 |
|
| R3 |
25,038.68 |
23,945.54 |
21,654.86 |
|
| R2 |
23,386.89 |
23,386.89 |
21,503.45 |
|
| R1 |
22,293.75 |
22,293.75 |
21,352.03 |
22,014.43 |
| PP |
21,735.10 |
21,735.10 |
21,735.10 |
21,595.43 |
| S1 |
20,641.96 |
20,641.96 |
21,049.21 |
20,362.64 |
| S2 |
20,083.31 |
20,083.31 |
20,897.79 |
|
| S3 |
18,431.52 |
18,990.17 |
20,746.38 |
|
| S4 |
16,779.73 |
17,338.38 |
20,292.14 |
|
|
| Weekly Pivots for week ending 06-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
31,662.09 |
30,629.74 |
26,891.25 |
|
| R3 |
29,795.78 |
28,763.43 |
26,378.02 |
|
| R2 |
27,929.47 |
27,929.47 |
26,206.94 |
|
| R1 |
26,897.12 |
26,897.12 |
26,035.86 |
27,413.30 |
| PP |
26,063.16 |
26,063.16 |
26,063.16 |
26,321.24 |
| S1 |
25,030.81 |
25,030.81 |
25,693.70 |
25,546.99 |
| S2 |
24,196.85 |
24,196.85 |
25,522.62 |
|
| S3 |
22,330.54 |
23,164.50 |
25,351.54 |
|
| S4 |
20,464.23 |
21,298.19 |
24,838.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
25,994.38 |
21,176.44 |
4,817.94 |
22.7% |
1,262.05 |
6.0% |
1% |
False |
True |
|
| 10 |
27,095.50 |
21,176.44 |
5,919.06 |
27.9% |
1,134.14 |
5.3% |
0% |
False |
True |
|
| 20 |
29,535.40 |
21,176.44 |
8,358.96 |
39.4% |
801.04 |
3.8% |
0% |
False |
True |
|
| 40 |
29,568.57 |
21,176.44 |
8,392.13 |
39.6% |
527.54 |
2.5% |
0% |
False |
True |
|
| 60 |
29,568.57 |
21,176.44 |
8,392.13 |
39.6% |
405.14 |
1.9% |
0% |
False |
True |
|
| 80 |
29,568.57 |
21,176.44 |
8,392.13 |
39.6% |
345.66 |
1.6% |
0% |
False |
True |
|
| 100 |
29,568.57 |
21,176.44 |
8,392.13 |
39.6% |
310.22 |
1.5% |
0% |
False |
True |
|
| 120 |
29,568.57 |
21,176.44 |
8,392.13 |
39.6% |
303.96 |
1.4% |
0% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
29,848.34 |
|
2.618 |
27,152.62 |
|
1.618 |
25,500.83 |
|
1.000 |
24,480.02 |
|
0.618 |
23,849.04 |
|
HIGH |
22,828.23 |
|
0.618 |
22,197.25 |
|
0.500 |
22,002.34 |
|
0.382 |
21,807.42 |
|
LOW |
21,176.44 |
|
0.618 |
20,155.63 |
|
1.000 |
19,524.65 |
|
1.618 |
18,503.84 |
|
2.618 |
16,852.05 |
|
4.250 |
14,156.33 |
|
|
| Fisher Pivots for day following 12-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
22,002.34 |
23,098.72 |
| PP |
21,735.10 |
22,466.02 |
| S1 |
21,467.86 |
21,833.32 |
|