| Trading Metrics calculated at close of trading on 12-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2020 |
12-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
9,865.20 |
10,234.35 |
369.15 |
3.7% |
9,354.95 |
| High |
10,345.26 |
10,474.59 |
129.33 |
1.3% |
9,862.46 |
| Low |
9,714.74 |
10,213.92 |
499.18 |
5.1% |
9,091.73 |
| Close |
10,234.34 |
10,381.52 |
147.18 |
1.4% |
9,742.78 |
| Range |
630.52 |
260.67 |
-369.85 |
-58.7% |
770.73 |
| ATR |
401.92 |
391.83 |
-10.09 |
-2.5% |
0.00 |
| Volume |
46,855 |
60,309 |
13,454 |
28.7% |
194,926 |
|
| Daily Pivots for day following 12-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,138.69 |
11,020.77 |
10,524.89 |
|
| R3 |
10,878.02 |
10,760.10 |
10,453.20 |
|
| R2 |
10,617.35 |
10,617.35 |
10,429.31 |
|
| R1 |
10,499.43 |
10,499.43 |
10,405.41 |
10,558.39 |
| PP |
10,356.68 |
10,356.68 |
10,356.68 |
10,386.16 |
| S1 |
10,238.76 |
10,238.76 |
10,357.63 |
10,297.72 |
| S2 |
10,096.01 |
10,096.01 |
10,333.73 |
|
| S3 |
9,835.34 |
9,978.09 |
10,309.84 |
|
| S4 |
9,574.67 |
9,717.42 |
10,238.15 |
|
|
| 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 |
10,474.59 |
9,537.90 |
936.69 |
9.0% |
387.35 |
3.7% |
90% |
True |
False |
42,718 |
| 10 |
10,474.59 |
9,091.73 |
1,382.86 |
13.3% |
391.16 |
3.8% |
93% |
True |
False |
41,410 |
| 20 |
10,474.59 |
8,226.83 |
2,247.76 |
21.7% |
387.18 |
3.7% |
96% |
True |
False |
36,985 |
| 40 |
10,474.59 |
6,873.41 |
3,601.18 |
34.7% |
369.47 |
3.6% |
97% |
True |
False |
36,988 |
| 60 |
10,474.59 |
6,453.65 |
4,020.94 |
38.7% |
392.89 |
3.8% |
98% |
True |
False |
38,351 |
| 80 |
10,474.59 |
6,453.65 |
4,020.94 |
38.7% |
407.37 |
3.9% |
98% |
True |
False |
36,603 |
| 100 |
10,474.59 |
6,453.65 |
4,020.94 |
38.7% |
401.00 |
3.9% |
98% |
True |
False |
37,679 |
| 120 |
10,935.14 |
6,453.65 |
4,481.49 |
43.2% |
412.57 |
4.0% |
88% |
False |
False |
39,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,582.44 |
|
2.618 |
11,157.02 |
|
1.618 |
10,896.35 |
|
1.000 |
10,735.26 |
|
0.618 |
10,635.68 |
|
HIGH |
10,474.59 |
|
0.618 |
10,375.01 |
|
0.500 |
10,344.26 |
|
0.382 |
10,313.50 |
|
LOW |
10,213.92 |
|
0.618 |
10,052.83 |
|
1.000 |
9,953.25 |
|
1.618 |
9,792.16 |
|
2.618 |
9,531.49 |
|
4.250 |
9,106.07 |
|
|
| Fisher Pivots for day following 12-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,369.10 |
10,277.28 |
| PP |
10,356.68 |
10,173.04 |
| S1 |
10,344.26 |
10,068.80 |
|