| Trading Metrics calculated at close of trading on 17-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2020 |
17-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
10,184.26 |
10,339.16 |
154.90 |
1.5% |
9,742.78 |
| High |
10,386.71 |
10,391.33 |
4.62 |
0.0% |
10,499.36 |
| Low |
10,103.74 |
9,481.07 |
-622.67 |
-6.2% |
9,663.01 |
| Close |
10,339.18 |
9,648.09 |
-691.09 |
-6.7% |
10,339.18 |
| Range |
282.97 |
910.26 |
627.29 |
221.7% |
836.35 |
| ATR |
385.46 |
422.95 |
37.49 |
9.7% |
0.00 |
| Volume |
26,254 |
35,402 |
9,148 |
34.8% |
234,444 |
|
| Daily Pivots for day following 17-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,570.94 |
12,019.78 |
10,148.73 |
|
| R3 |
11,660.68 |
11,109.52 |
9,898.41 |
|
| R2 |
10,750.42 |
10,750.42 |
9,814.97 |
|
| R1 |
10,199.26 |
10,199.26 |
9,731.53 |
10,019.71 |
| PP |
9,840.16 |
9,840.16 |
9,840.16 |
9,750.39 |
| S1 |
9,289.00 |
9,289.00 |
9,564.65 |
9,109.45 |
| S2 |
8,929.90 |
8,929.90 |
9,481.21 |
|
| S3 |
8,019.64 |
8,378.74 |
9,397.77 |
|
| S4 |
7,109.38 |
7,468.48 |
9,147.45 |
|
|
| 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 |
9,481.07 |
1,018.29 |
10.6% |
499.51 |
5.2% |
16% |
False |
True |
45,904 |
| 10 |
10,499.36 |
9,091.73 |
1,407.63 |
14.6% |
440.06 |
4.6% |
40% |
False |
False |
41,684 |
| 20 |
10,499.36 |
8,226.83 |
2,272.53 |
23.6% |
404.35 |
4.2% |
63% |
False |
False |
37,972 |
| 40 |
10,499.36 |
6,873.41 |
3,625.95 |
37.6% |
382.52 |
4.0% |
77% |
False |
False |
37,397 |
| 60 |
10,499.36 |
6,453.65 |
4,045.71 |
41.9% |
379.53 |
3.9% |
79% |
False |
False |
36,526 |
| 80 |
10,499.36 |
6,453.65 |
4,045.71 |
41.9% |
387.76 |
4.0% |
79% |
False |
False |
36,024 |
| 100 |
10,499.36 |
6,453.65 |
4,045.71 |
41.9% |
399.94 |
4.1% |
79% |
False |
False |
36,353 |
| 120 |
10,935.14 |
6,453.65 |
4,481.49 |
46.4% |
411.68 |
4.3% |
71% |
False |
False |
39,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,259.94 |
|
2.618 |
12,774.39 |
|
1.618 |
11,864.13 |
|
1.000 |
11,301.59 |
|
0.618 |
10,953.87 |
|
HIGH |
10,391.33 |
|
0.618 |
10,043.61 |
|
0.500 |
9,936.20 |
|
0.382 |
9,828.79 |
|
LOW |
9,481.07 |
|
0.618 |
8,918.53 |
|
1.000 |
8,570.81 |
|
1.618 |
8,008.27 |
|
2.618 |
7,098.01 |
|
4.250 |
5,612.47 |
|
|
| Fisher Pivots for day following 17-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,936.20 |
9,990.22 |
| PP |
9,840.16 |
9,876.17 |
| S1 |
9,744.13 |
9,762.13 |
|