| Trading Metrics calculated at close of trading on 13-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2020 |
13-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
10,234.35 |
10,381.52 |
147.17 |
1.4% |
9,354.95 |
| High |
10,474.59 |
10,499.36 |
24.77 |
0.2% |
9,862.46 |
| Low |
10,213.92 |
10,086.25 |
-127.67 |
-1.2% |
9,091.73 |
| Close |
10,381.52 |
10,182.03 |
-199.49 |
-1.9% |
9,742.78 |
| Range |
260.67 |
413.11 |
152.44 |
58.5% |
770.73 |
| ATR |
391.83 |
393.35 |
1.52 |
0.4% |
0.00 |
| Volume |
60,309 |
60,700 |
391 |
0.6% |
194,926 |
|
| Daily Pivots for day following 13-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,495.21 |
11,251.73 |
10,409.24 |
|
| R3 |
11,082.10 |
10,838.62 |
10,295.64 |
|
| R2 |
10,668.99 |
10,668.99 |
10,257.77 |
|
| R1 |
10,425.51 |
10,425.51 |
10,219.90 |
10,340.70 |
| PP |
10,255.88 |
10,255.88 |
10,255.88 |
10,213.47 |
| S1 |
10,012.40 |
10,012.40 |
10,144.16 |
9,927.59 |
| S2 |
9,842.77 |
9,842.77 |
10,106.29 |
|
| S3 |
9,429.66 |
9,599.29 |
10,068.42 |
|
| S4 |
9,016.55 |
9,186.18 |
9,954.82 |
|
|
| 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 |
10,499.36 |
9,656.72 |
842.64 |
8.3% |
406.67 |
4.0% |
62% |
True |
False |
46,806 |
| 10 |
10,499.36 |
9,091.73 |
1,407.63 |
13.8% |
395.74 |
3.9% |
77% |
True |
False |
43,187 |
| 20 |
10,499.36 |
8,226.83 |
2,272.53 |
22.3% |
394.34 |
3.9% |
86% |
True |
False |
38,460 |
| 40 |
10,499.36 |
6,873.41 |
3,625.95 |
35.6% |
370.13 |
3.6% |
91% |
True |
False |
37,503 |
| 60 |
10,499.36 |
6,453.65 |
4,045.71 |
39.7% |
388.67 |
3.8% |
92% |
True |
False |
38,541 |
| 80 |
10,499.36 |
6,453.65 |
4,045.71 |
39.7% |
410.90 |
4.0% |
92% |
True |
False |
36,960 |
| 100 |
10,499.36 |
6,453.65 |
4,045.71 |
39.7% |
396.42 |
3.9% |
92% |
True |
False |
36,872 |
| 120 |
10,935.14 |
6,453.65 |
4,481.49 |
44.0% |
412.39 |
4.1% |
83% |
False |
False |
39,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,255.08 |
|
2.618 |
11,580.88 |
|
1.618 |
11,167.77 |
|
1.000 |
10,912.47 |
|
0.618 |
10,754.66 |
|
HIGH |
10,499.36 |
|
0.618 |
10,341.55 |
|
0.500 |
10,292.81 |
|
0.382 |
10,244.06 |
|
LOW |
10,086.25 |
|
0.618 |
9,830.95 |
|
1.000 |
9,673.14 |
|
1.618 |
9,417.84 |
|
2.618 |
9,004.73 |
|
4.250 |
8,330.53 |
|
|
| Fisher Pivots for day following 13-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,292.81 |
10,157.04 |
| PP |
10,255.88 |
10,132.04 |
| S1 |
10,218.96 |
10,107.05 |
|