Trading Metrics calculated at close of trading on 21-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2020 |
21-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
9,598.12 |
9,610.49 |
12.37 |
0.1% |
10,339.16 |
High |
9,706.10 |
9,766.40 |
60.30 |
0.6% |
10,391.33 |
Low |
9,457.10 |
9,580.55 |
123.45 |
1.3% |
9,340.23 |
Close |
9,610.49 |
9,672.82 |
62.33 |
0.6% |
9,672.82 |
Range |
249.00 |
185.85 |
-63.15 |
-25.4% |
1,051.10 |
ATR |
460.59 |
440.97 |
-19.62 |
-4.3% |
0.00 |
Volume |
31,363 |
16,305 |
-15,058 |
-48.0% |
150,429 |
|
Daily Pivots for day following 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,230.81 |
10,137.66 |
9,775.04 |
|
R3 |
10,044.96 |
9,951.81 |
9,723.93 |
|
R2 |
9,859.11 |
9,859.11 |
9,706.89 |
|
R1 |
9,765.96 |
9,765.96 |
9,689.86 |
9,812.54 |
PP |
9,673.26 |
9,673.26 |
9,673.26 |
9,696.54 |
S1 |
9,580.11 |
9,580.11 |
9,655.78 |
9,626.69 |
S2 |
9,487.41 |
9,487.41 |
9,638.75 |
|
S3 |
9,301.56 |
9,394.26 |
9,621.71 |
|
S4 |
9,115.71 |
9,208.41 |
9,570.60 |
|
|
Weekly Pivots for week ending 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,954.76 |
12,364.89 |
10,250.93 |
|
R3 |
11,903.66 |
11,313.79 |
9,961.87 |
|
R2 |
10,852.56 |
10,852.56 |
9,865.52 |
|
R1 |
10,262.69 |
10,262.69 |
9,769.17 |
10,032.08 |
PP |
9,801.46 |
9,801.46 |
9,801.46 |
9,686.15 |
S1 |
9,211.59 |
9,211.59 |
9,576.47 |
8,980.98 |
S2 |
8,750.36 |
8,750.36 |
9,480.12 |
|
S3 |
7,699.26 |
8,160.49 |
9,383.77 |
|
S4 |
6,648.16 |
7,109.39 |
9,094.72 |
|
|
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% |
592.51 |
6.1% |
32% |
False |
False |
30,085 |
10 |
10,499.36 |
9,340.23 |
1,159.13 |
12.0% |
507.31 |
5.2% |
29% |
False |
False |
38,487 |
20 |
10,499.36 |
8,262.33 |
2,237.03 |
23.1% |
449.34 |
4.6% |
63% |
False |
False |
38,511 |
40 |
10,499.36 |
6,873.41 |
3,625.95 |
37.5% |
413.11 |
4.3% |
77% |
False |
False |
38,090 |
60 |
10,499.36 |
6,453.65 |
4,045.71 |
41.8% |
383.34 |
4.0% |
80% |
False |
False |
35,650 |
80 |
10,499.36 |
6,453.65 |
4,045.71 |
41.8% |
393.34 |
4.1% |
80% |
False |
False |
35,727 |
100 |
10,499.36 |
6,453.65 |
4,045.71 |
41.8% |
409.61 |
4.2% |
80% |
False |
False |
36,085 |
120 |
10,600.25 |
6,453.65 |
4,146.60 |
42.9% |
413.80 |
4.3% |
78% |
False |
False |
38,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,556.26 |
2.618 |
10,252.96 |
1.618 |
10,067.11 |
1.000 |
9,952.25 |
0.618 |
9,881.26 |
HIGH |
9,766.40 |
0.618 |
9,695.41 |
0.500 |
9,673.48 |
0.382 |
9,651.54 |
LOW |
9,580.55 |
0.618 |
9,465.69 |
1.000 |
9,394.70 |
1.618 |
9,279.84 |
2.618 |
9,093.99 |
4.250 |
8,790.69 |
|
|
Fisher Pivots for day following 21-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
9,673.48 |
9,820.82 |
PP |
9,673.26 |
9,771.48 |
S1 |
9,673.04 |
9,722.15 |
|