| Trading Metrics calculated at close of trading on 19-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2020 |
19-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
9,647.99 |
10,148.46 |
500.47 |
5.2% |
9,742.78 |
| High |
10,276.44 |
10,301.40 |
24.96 |
0.2% |
10,499.36 |
| Low |
9,620.17 |
9,340.23 |
-279.94 |
-2.9% |
9,663.01 |
| Close |
10,148.46 |
9,600.59 |
-547.87 |
-5.4% |
10,339.18 |
| Range |
656.27 |
961.17 |
304.90 |
46.5% |
836.35 |
| ATR |
439.62 |
476.87 |
37.25 |
8.5% |
0.00 |
| Volume |
28,117 |
39,242 |
11,125 |
39.6% |
234,444 |
|
| Daily Pivots for day following 19-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,630.92 |
12,076.92 |
10,129.23 |
|
| R3 |
11,669.75 |
11,115.75 |
9,864.91 |
|
| R2 |
10,708.58 |
10,708.58 |
9,776.80 |
|
| R1 |
10,154.58 |
10,154.58 |
9,688.70 |
9,951.00 |
| PP |
9,747.41 |
9,747.41 |
9,747.41 |
9,645.61 |
| S1 |
9,193.41 |
9,193.41 |
9,512.48 |
8,989.83 |
| S2 |
8,786.24 |
8,786.24 |
9,424.38 |
|
| S3 |
7,825.07 |
8,232.24 |
9,336.27 |
|
| S4 |
6,863.90 |
7,271.07 |
9,071.95 |
|
|
| 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 |
9,340.23 |
1,159.13 |
12.1% |
644.76 |
6.7% |
22% |
False |
True |
37,943 |
| 10 |
10,499.36 |
9,340.23 |
1,159.13 |
12.1% |
516.05 |
5.4% |
22% |
False |
True |
40,330 |
| 20 |
10,499.36 |
8,226.83 |
2,272.53 |
23.7% |
460.95 |
4.8% |
60% |
False |
False |
39,287 |
| 40 |
10,499.36 |
6,873.41 |
3,625.95 |
37.8% |
412.98 |
4.3% |
75% |
False |
False |
38,073 |
| 60 |
10,499.36 |
6,453.65 |
4,045.71 |
42.1% |
387.96 |
4.0% |
78% |
False |
False |
35,946 |
| 80 |
10,499.36 |
6,453.65 |
4,045.71 |
42.1% |
396.53 |
4.1% |
78% |
False |
False |
35,869 |
| 100 |
10,499.36 |
6,453.65 |
4,045.71 |
42.1% |
410.89 |
4.3% |
78% |
False |
False |
36,183 |
| 120 |
10,935.14 |
6,453.65 |
4,481.49 |
46.7% |
417.79 |
4.4% |
70% |
False |
False |
38,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,386.37 |
|
2.618 |
12,817.74 |
|
1.618 |
11,856.57 |
|
1.000 |
11,262.57 |
|
0.618 |
10,895.40 |
|
HIGH |
10,301.40 |
|
0.618 |
9,934.23 |
|
0.500 |
9,820.82 |
|
0.382 |
9,707.40 |
|
LOW |
9,340.23 |
|
0.618 |
8,746.23 |
|
1.000 |
8,379.06 |
|
1.618 |
7,785.06 |
|
2.618 |
6,823.89 |
|
4.250 |
5,255.26 |
|
|
| Fisher Pivots for day following 19-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,820.82 |
9,865.78 |
| PP |
9,747.41 |
9,777.38 |
| S1 |
9,674.00 |
9,688.99 |
|