| Trading Metrics calculated at close of trading on 31-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2020 |
31-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
21,678.22 |
22,208.42 |
530.20 |
2.4% |
19,028.36 |
| High |
22,378.09 |
22,480.37 |
102.28 |
0.5% |
22,595.06 |
| Low |
21,522.08 |
21,858.69 |
336.61 |
1.6% |
18,213.65 |
| Close |
22,327.48 |
21,917.16 |
-410.32 |
-1.8% |
21,636.78 |
| Range |
856.01 |
621.68 |
-234.33 |
-27.4% |
4,381.41 |
| ATR |
1,317.21 |
1,267.53 |
-49.68 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,950.45 |
23,555.48 |
22,259.08 |
|
| R3 |
23,328.77 |
22,933.80 |
22,088.12 |
|
| R2 |
22,707.09 |
22,707.09 |
22,031.13 |
|
| R1 |
22,312.12 |
22,312.12 |
21,974.15 |
22,198.77 |
| PP |
22,085.41 |
22,085.41 |
22,085.41 |
22,028.73 |
| S1 |
21,690.44 |
21,690.44 |
21,860.17 |
21,577.09 |
| S2 |
21,463.73 |
21,463.73 |
21,803.19 |
|
| S3 |
20,842.05 |
21,068.76 |
21,746.20 |
|
| S4 |
20,220.37 |
20,447.08 |
21,575.24 |
|
|
| Weekly Pivots for week ending 27-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
33,959.39 |
32,179.50 |
24,046.56 |
|
| R3 |
29,577.98 |
27,798.09 |
22,841.67 |
|
| R2 |
25,196.57 |
25,196.57 |
22,440.04 |
|
| R1 |
23,416.68 |
23,416.68 |
22,038.41 |
24,306.63 |
| PP |
20,815.16 |
20,815.16 |
20,815.16 |
21,260.14 |
| S1 |
19,035.27 |
19,035.27 |
21,235.15 |
19,925.22 |
| S2 |
16,433.75 |
16,433.75 |
20,833.52 |
|
| S3 |
12,052.34 |
14,653.86 |
20,431.89 |
|
| S4 |
7,670.93 |
10,272.45 |
19,227.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,595.06 |
20,538.34 |
2,056.72 |
9.4% |
997.11 |
4.5% |
67% |
False |
False |
|
| 10 |
22,595.06 |
18,213.65 |
4,381.41 |
20.0% |
1,123.77 |
5.1% |
85% |
False |
False |
|
| 20 |
27,095.50 |
18,213.65 |
8,881.85 |
40.5% |
1,206.69 |
5.5% |
42% |
False |
False |
|
| 40 |
29,568.57 |
18,213.65 |
11,354.92 |
51.8% |
846.58 |
3.9% |
33% |
False |
False |
|
| 60 |
29,568.57 |
18,213.65 |
11,354.92 |
51.8% |
646.28 |
2.9% |
33% |
False |
False |
|
| 80 |
29,568.57 |
18,213.65 |
11,354.92 |
51.8% |
524.62 |
2.4% |
33% |
False |
False |
|
| 100 |
29,568.57 |
18,213.65 |
11,354.92 |
51.8% |
450.32 |
2.1% |
33% |
False |
False |
|
| 120 |
29,568.57 |
18,213.65 |
11,354.92 |
51.8% |
406.52 |
1.9% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,122.51 |
|
2.618 |
24,107.93 |
|
1.618 |
23,486.25 |
|
1.000 |
23,102.05 |
|
0.618 |
22,864.57 |
|
HIGH |
22,480.37 |
|
0.618 |
22,242.89 |
|
0.500 |
22,169.53 |
|
0.382 |
22,096.17 |
|
LOW |
21,858.69 |
|
0.618 |
21,474.49 |
|
1.000 |
21,237.01 |
|
1.618 |
20,852.81 |
|
2.618 |
20,231.13 |
|
4.250 |
19,216.55 |
|
|
| Fisher Pivots for day following 31-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
22,169.53 |
21,974.82 |
| PP |
22,085.41 |
21,955.60 |
| S1 |
22,001.28 |
21,936.38 |
|