| Trading Metrics calculated at close of trading on 10-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2020 |
10-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
9,737.64 |
9,742.78 |
5.14 |
0.1% |
9,354.95 |
| High |
9,862.46 |
10,186.32 |
323.86 |
3.3% |
9,862.46 |
| Low |
9,656.72 |
9,663.01 |
6.29 |
0.1% |
9,091.73 |
| Close |
9,742.78 |
9,865.20 |
122.42 |
1.3% |
9,742.78 |
| Range |
205.74 |
523.31 |
317.57 |
154.4% |
770.73 |
| ATR |
373.64 |
384.33 |
10.69 |
2.9% |
0.00 |
| Volume |
25,844 |
40,326 |
14,482 |
56.0% |
194,926 |
|
| Daily Pivots for day following 10-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,474.77 |
11,193.30 |
10,153.02 |
|
| R3 |
10,951.46 |
10,669.99 |
10,009.11 |
|
| R2 |
10,428.15 |
10,428.15 |
9,961.14 |
|
| R1 |
10,146.68 |
10,146.68 |
9,913.17 |
10,287.42 |
| PP |
9,904.84 |
9,904.84 |
9,904.84 |
9,975.21 |
| S1 |
9,623.37 |
9,623.37 |
9,817.23 |
9,764.11 |
| S2 |
9,381.53 |
9,381.53 |
9,769.26 |
|
| S3 |
8,858.22 |
9,100.06 |
9,721.29 |
|
| S4 |
8,334.91 |
8,576.75 |
9,577.38 |
|
|
| Weekly Pivots for week ending 07-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,877.85 |
11,581.04 |
10,166.68 |
|
| R3 |
11,107.12 |
10,810.31 |
9,954.73 |
|
| R2 |
10,336.39 |
10,336.39 |
9,884.08 |
|
| R1 |
10,039.58 |
10,039.58 |
9,813.43 |
10,187.99 |
| PP |
9,565.66 |
9,565.66 |
9,565.66 |
9,639.86 |
| S1 |
9,268.85 |
9,268.85 |
9,672.13 |
9,417.26 |
| S2 |
8,794.93 |
8,794.93 |
9,601.48 |
|
| S3 |
8,024.20 |
8,498.12 |
9,530.83 |
|
| S4 |
7,253.47 |
7,727.39 |
9,318.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,186.32 |
9,091.73 |
1,094.59 |
11.1% |
380.61 |
3.9% |
71% |
True |
False |
37,465 |
| 10 |
10,186.32 |
8,879.15 |
1,307.17 |
13.3% |
371.12 |
3.8% |
75% |
True |
False |
39,091 |
| 20 |
10,186.32 |
8,120.39 |
2,065.93 |
20.9% |
394.97 |
4.0% |
84% |
True |
False |
40,177 |
| 40 |
10,186.32 |
6,453.65 |
3,732.67 |
37.8% |
375.04 |
3.8% |
91% |
True |
False |
36,979 |
| 60 |
10,186.32 |
6,453.65 |
3,732.67 |
37.8% |
384.58 |
3.9% |
91% |
True |
False |
37,269 |
| 80 |
10,289.41 |
6,453.65 |
3,835.76 |
38.9% |
408.71 |
4.1% |
89% |
False |
False |
36,693 |
| 100 |
10,289.41 |
6,453.65 |
3,835.76 |
38.9% |
413.45 |
4.2% |
89% |
False |
False |
39,113 |
| 120 |
10,935.14 |
6,453.65 |
4,481.49 |
45.4% |
413.74 |
4.2% |
76% |
False |
False |
39,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,410.39 |
|
2.618 |
11,556.35 |
|
1.618 |
11,033.04 |
|
1.000 |
10,709.63 |
|
0.618 |
10,509.73 |
|
HIGH |
10,186.32 |
|
0.618 |
9,986.42 |
|
0.500 |
9,924.67 |
|
0.382 |
9,862.91 |
|
LOW |
9,663.01 |
|
0.618 |
9,339.60 |
|
1.000 |
9,139.70 |
|
1.618 |
8,816.29 |
|
2.618 |
8,292.98 |
|
4.250 |
7,438.94 |
|
|
| Fisher Pivots for day following 10-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,924.67 |
9,864.17 |
| PP |
9,904.84 |
9,863.14 |
| S1 |
9,885.02 |
9,862.11 |
|