| 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 |
21,227.38 |
20,819.46 |
-407.92 |
-1.9% |
19,028.36 |
| High |
21,487.24 |
21,477.77 |
-9.47 |
0.0% |
22,595.06 |
| Low |
20,784.43 |
20,735.02 |
-49.41 |
-0.2% |
18,213.65 |
| Close |
20,943.51 |
21,413.44 |
469.93 |
2.2% |
21,636.78 |
| Range |
702.81 |
742.75 |
39.94 |
5.7% |
4,381.41 |
| ATR |
1,257.90 |
1,221.10 |
-36.80 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Apr-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,436.99 |
23,167.97 |
21,821.95 |
|
| R3 |
22,694.24 |
22,425.22 |
21,617.70 |
|
| R2 |
21,951.49 |
21,951.49 |
21,549.61 |
|
| R1 |
21,682.47 |
21,682.47 |
21,481.53 |
21,816.98 |
| PP |
21,208.74 |
21,208.74 |
21,208.74 |
21,276.00 |
| S1 |
20,939.72 |
20,939.72 |
21,345.35 |
21,074.23 |
| S2 |
20,465.99 |
20,465.99 |
21,277.27 |
|
| S3 |
19,723.24 |
20,196.97 |
21,209.18 |
|
| S4 |
18,980.49 |
19,454.22 |
21,004.93 |
|
|
| 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 |
22,480.37 |
20,735.02 |
1,745.35 |
8.2% |
756.31 |
3.5% |
39% |
False |
True |
|
| 10 |
22,595.06 |
18,213.65 |
4,381.41 |
20.5% |
985.56 |
4.6% |
73% |
False |
False |
|
| 20 |
25,994.38 |
18,213.65 |
7,780.73 |
36.3% |
1,202.08 |
5.6% |
41% |
False |
False |
|
| 40 |
29,568.57 |
18,213.65 |
11,354.92 |
53.0% |
869.81 |
4.1% |
28% |
False |
False |
|
| 60 |
29,568.57 |
18,213.65 |
11,354.92 |
53.0% |
663.54 |
3.1% |
28% |
False |
False |
|
| 80 |
29,568.57 |
18,213.65 |
11,354.92 |
53.0% |
537.96 |
2.5% |
28% |
False |
False |
|
| 100 |
29,568.57 |
18,213.65 |
11,354.92 |
53.0% |
461.76 |
2.2% |
28% |
False |
False |
|
| 120 |
29,568.57 |
18,213.65 |
11,354.92 |
53.0% |
414.70 |
1.9% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24,634.46 |
|
2.618 |
23,422.29 |
|
1.618 |
22,679.54 |
|
1.000 |
22,220.52 |
|
0.618 |
21,936.79 |
|
HIGH |
21,477.77 |
|
0.618 |
21,194.04 |
|
0.500 |
21,106.40 |
|
0.382 |
21,018.75 |
|
LOW |
20,735.02 |
|
0.618 |
20,276.00 |
|
1.000 |
19,992.27 |
|
1.618 |
19,533.25 |
|
2.618 |
18,790.50 |
|
4.250 |
17,578.33 |
|
|
| Fisher Pivots for day following 02-Apr-2020 |
| Pivot |
1 day |
3 day |
| R1 |
21,311.09 |
21,607.70 |
| PP |
21,208.74 |
21,542.94 |
| S1 |
21,106.40 |
21,478.19 |
|