| Trading Metrics calculated at close of trading on 20-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2020 |
20-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
10,148.46 |
9,598.12 |
-550.34 |
-5.4% |
9,742.78 |
| High |
10,301.40 |
9,706.10 |
-595.30 |
-5.8% |
10,499.36 |
| Low |
9,340.23 |
9,457.10 |
116.87 |
1.3% |
9,663.01 |
| Close |
9,600.59 |
9,610.49 |
9.90 |
0.1% |
10,339.18 |
| Range |
961.17 |
249.00 |
-712.17 |
-74.1% |
836.35 |
| ATR |
476.87 |
460.59 |
-16.28 |
-3.4% |
0.00 |
| Volume |
39,242 |
31,363 |
-7,879 |
-20.1% |
234,444 |
|
| Daily Pivots for day following 20-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,338.23 |
10,223.36 |
9,747.44 |
|
| R3 |
10,089.23 |
9,974.36 |
9,678.97 |
|
| R2 |
9,840.23 |
9,840.23 |
9,656.14 |
|
| R1 |
9,725.36 |
9,725.36 |
9,633.32 |
9,782.80 |
| PP |
9,591.23 |
9,591.23 |
9,591.23 |
9,619.95 |
| S1 |
9,476.36 |
9,476.36 |
9,587.67 |
9,533.80 |
| S2 |
9,342.23 |
9,342.23 |
9,564.84 |
|
| S3 |
9,093.23 |
9,227.36 |
9,542.02 |
|
| S4 |
8,844.23 |
8,978.36 |
9,473.54 |
|
|
| 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 |
10,391.33 |
9,340.23 |
1,051.10 |
10.9% |
611.93 |
6.4% |
26% |
False |
False |
32,075 |
| 10 |
10,499.36 |
9,340.23 |
1,159.13 |
12.1% |
509.30 |
5.3% |
23% |
False |
False |
39,441 |
| 20 |
10,499.36 |
8,226.83 |
2,272.53 |
23.6% |
454.29 |
4.7% |
61% |
False |
False |
39,071 |
| 40 |
10,499.36 |
6,873.41 |
3,625.95 |
37.7% |
412.90 |
4.3% |
75% |
False |
False |
38,326 |
| 60 |
10,499.36 |
6,453.65 |
4,045.71 |
42.1% |
388.35 |
4.0% |
78% |
False |
False |
36,025 |
| 80 |
10,499.36 |
6,453.65 |
4,045.71 |
42.1% |
393.98 |
4.1% |
78% |
False |
False |
35,883 |
| 100 |
10,499.36 |
6,453.65 |
4,045.71 |
42.1% |
410.29 |
4.3% |
78% |
False |
False |
36,196 |
| 120 |
10,935.14 |
6,453.65 |
4,481.49 |
46.6% |
418.09 |
4.4% |
70% |
False |
False |
38,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,764.35 |
|
2.618 |
10,357.98 |
|
1.618 |
10,108.98 |
|
1.000 |
9,955.10 |
|
0.618 |
9,859.98 |
|
HIGH |
9,706.10 |
|
0.618 |
9,610.98 |
|
0.500 |
9,581.60 |
|
0.382 |
9,552.22 |
|
LOW |
9,457.10 |
|
0.618 |
9,303.22 |
|
1.000 |
9,208.10 |
|
1.618 |
9,054.22 |
|
2.618 |
8,805.22 |
|
4.250 |
8,398.85 |
|
|
| Fisher Pivots for day following 20-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,600.86 |
9,820.82 |
| PP |
9,591.23 |
9,750.71 |
| S1 |
9,581.60 |
9,680.60 |
|