| Trading Metrics calculated at close of trading on 14-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2020 |
14-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
10,381.52 |
10,184.26 |
-197.26 |
-1.9% |
9,742.78 |
| High |
10,499.36 |
10,386.71 |
-112.65 |
-1.1% |
10,499.36 |
| Low |
10,086.25 |
10,103.74 |
17.49 |
0.2% |
9,663.01 |
| Close |
10,182.03 |
10,339.18 |
157.15 |
1.5% |
10,339.18 |
| Range |
413.11 |
282.97 |
-130.14 |
-31.5% |
836.35 |
| ATR |
393.35 |
385.46 |
-7.88 |
-2.0% |
0.00 |
| Volume |
60,700 |
26,254 |
-34,446 |
-56.7% |
234,444 |
|
| Daily Pivots for day following 14-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,125.45 |
11,015.29 |
10,494.81 |
|
| R3 |
10,842.48 |
10,732.32 |
10,417.00 |
|
| R2 |
10,559.51 |
10,559.51 |
10,391.06 |
|
| R1 |
10,449.35 |
10,449.35 |
10,365.12 |
10,504.43 |
| PP |
10,276.54 |
10,276.54 |
10,276.54 |
10,304.09 |
| S1 |
10,166.38 |
10,166.38 |
10,313.24 |
10,221.46 |
| S2 |
9,993.57 |
9,993.57 |
10,287.30 |
|
| S3 |
9,710.60 |
9,883.41 |
10,261.36 |
|
| S4 |
9,427.63 |
9,600.44 |
10,183.55 |
|
|
| Weekly Pivots for week ending 14-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,676.23 |
12,344.06 |
10,799.17 |
|
| R3 |
11,839.88 |
11,507.71 |
10,569.18 |
|
| R2 |
11,003.53 |
11,003.53 |
10,492.51 |
|
| R1 |
10,671.36 |
10,671.36 |
10,415.85 |
10,837.45 |
| PP |
10,167.18 |
10,167.18 |
10,167.18 |
10,250.23 |
| S1 |
9,835.01 |
9,835.01 |
10,262.51 |
10,001.10 |
| S2 |
9,330.83 |
9,330.83 |
10,185.85 |
|
| S3 |
8,494.48 |
8,998.66 |
10,109.18 |
|
| S4 |
7,658.13 |
8,162.31 |
9,879.19 |
|
|
| 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 |
9,663.01 |
836.35 |
8.1% |
422.12 |
4.1% |
81% |
False |
False |
46,888 |
| 10 |
10,499.36 |
9,091.73 |
1,407.63 |
13.6% |
388.65 |
3.8% |
89% |
False |
False |
42,937 |
| 20 |
10,499.36 |
8,226.83 |
2,272.53 |
22.0% |
391.93 |
3.8% |
93% |
False |
False |
37,423 |
| 40 |
10,499.36 |
6,873.41 |
3,625.95 |
35.1% |
373.86 |
3.6% |
96% |
False |
False |
37,594 |
| 60 |
10,499.36 |
6,453.65 |
4,045.71 |
39.1% |
378.11 |
3.7% |
96% |
False |
False |
37,396 |
| 80 |
10,499.36 |
6,453.65 |
4,045.71 |
39.1% |
397.81 |
3.8% |
96% |
False |
False |
36,273 |
| 100 |
10,499.36 |
6,453.65 |
4,045.71 |
39.1% |
396.76 |
3.8% |
96% |
False |
False |
36,619 |
| 120 |
10,935.14 |
6,453.65 |
4,481.49 |
43.3% |
412.04 |
4.0% |
87% |
False |
False |
39,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,589.33 |
|
2.618 |
11,127.53 |
|
1.618 |
10,844.56 |
|
1.000 |
10,669.68 |
|
0.618 |
10,561.59 |
|
HIGH |
10,386.71 |
|
0.618 |
10,278.62 |
|
0.500 |
10,245.23 |
|
0.382 |
10,211.83 |
|
LOW |
10,103.74 |
|
0.618 |
9,928.86 |
|
1.000 |
9,820.77 |
|
1.618 |
9,645.89 |
|
2.618 |
9,362.92 |
|
4.250 |
8,901.12 |
|
|
| Fisher Pivots for day following 14-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
10,307.86 |
10,323.72 |
| PP |
10,276.54 |
10,308.26 |
| S1 |
10,245.23 |
10,292.81 |
|