| Trading Metrics calculated at close of trading on 11-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2020 |
11-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
9,742.78 |
9,865.20 |
122.42 |
1.3% |
9,354.95 |
| High |
10,186.32 |
10,345.26 |
158.94 |
1.6% |
9,862.46 |
| Low |
9,663.01 |
9,714.74 |
51.73 |
0.5% |
9,091.73 |
| Close |
9,865.20 |
10,234.34 |
369.14 |
3.7% |
9,742.78 |
| Range |
523.31 |
630.52 |
107.21 |
20.5% |
770.73 |
| ATR |
384.33 |
401.92 |
17.58 |
4.6% |
0.00 |
| Volume |
40,326 |
46,855 |
6,529 |
16.2% |
194,926 |
|
| Daily Pivots for day following 11-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,989.67 |
11,742.53 |
10,581.13 |
|
| R3 |
11,359.15 |
11,112.01 |
10,407.73 |
|
| R2 |
10,728.63 |
10,728.63 |
10,349.94 |
|
| R1 |
10,481.49 |
10,481.49 |
10,292.14 |
10,605.06 |
| PP |
10,098.11 |
10,098.11 |
10,098.11 |
10,159.90 |
| S1 |
9,850.97 |
9,850.97 |
10,176.54 |
9,974.54 |
| S2 |
9,467.59 |
9,467.59 |
10,118.74 |
|
| S3 |
8,837.07 |
9,220.45 |
10,060.95 |
|
| S4 |
8,206.55 |
8,589.93 |
9,887.55 |
|
|
| 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 |
10,345.26 |
9,136.29 |
1,208.97 |
11.8% |
455.93 |
4.5% |
91% |
True |
False |
41,798 |
| 10 |
10,345.26 |
9,040.20 |
1,305.06 |
12.8% |
403.76 |
3.9% |
92% |
True |
False |
39,622 |
| 20 |
10,345.26 |
8,226.83 |
2,118.43 |
20.7% |
390.28 |
3.8% |
95% |
True |
False |
36,416 |
| 40 |
10,345.26 |
6,453.65 |
3,891.61 |
38.0% |
382.21 |
3.7% |
97% |
True |
False |
37,096 |
| 60 |
10,345.26 |
6,453.65 |
3,891.61 |
38.0% |
391.54 |
3.8% |
97% |
True |
False |
37,647 |
| 80 |
10,345.26 |
6,453.65 |
3,891.61 |
38.0% |
413.85 |
4.0% |
97% |
True |
False |
37,009 |
| 100 |
10,345.26 |
6,453.65 |
3,891.61 |
38.0% |
403.67 |
3.9% |
97% |
True |
False |
37,976 |
| 120 |
10,935.14 |
6,453.65 |
4,481.49 |
43.8% |
415.91 |
4.1% |
84% |
False |
False |
39,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,024.97 |
|
2.618 |
11,995.96 |
|
1.618 |
11,365.44 |
|
1.000 |
10,975.78 |
|
0.618 |
10,734.92 |
|
HIGH |
10,345.26 |
|
0.618 |
10,104.40 |
|
0.500 |
10,030.00 |
|
0.382 |
9,955.60 |
|
LOW |
9,714.74 |
|
0.618 |
9,325.08 |
|
1.000 |
9,084.22 |
|
1.618 |
8,694.56 |
|
2.618 |
8,064.04 |
|
4.250 |
7,035.03 |
|
|
| Fisher Pivots for day following 11-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,166.23 |
10,156.56 |
| PP |
10,098.11 |
10,078.77 |
| S1 |
10,030.00 |
10,000.99 |
|