| Trading Metrics calculated at close of trading on 24-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2020 |
24-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
9,610.49 |
9,672.82 |
62.33 |
0.6% |
10,339.16 |
| High |
9,766.40 |
10,024.30 |
257.90 |
2.6% |
10,391.33 |
| Low |
9,580.55 |
9,491.61 |
-88.94 |
-0.9% |
9,340.23 |
| Close |
9,672.82 |
9,608.81 |
-64.01 |
-0.7% |
9,672.82 |
| Range |
185.85 |
532.69 |
346.84 |
186.6% |
1,051.10 |
| ATR |
440.97 |
447.52 |
6.55 |
1.5% |
0.00 |
| Volume |
16,305 |
26,111 |
9,806 |
60.1% |
150,429 |
|
| Daily Pivots for day following 24-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,306.31 |
10,990.25 |
9,901.79 |
|
| R3 |
10,773.62 |
10,457.56 |
9,755.30 |
|
| R2 |
10,240.93 |
10,240.93 |
9,706.47 |
|
| R1 |
9,924.87 |
9,924.87 |
9,657.64 |
9,816.56 |
| PP |
9,708.24 |
9,708.24 |
9,708.24 |
9,654.08 |
| S1 |
9,392.18 |
9,392.18 |
9,559.98 |
9,283.87 |
| S2 |
9,175.55 |
9,175.55 |
9,511.15 |
|
| S3 |
8,642.86 |
8,859.49 |
9,462.32 |
|
| S4 |
8,110.17 |
8,326.80 |
9,315.83 |
|
|
| 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 |
10,301.40 |
9,340.23 |
961.17 |
10.0% |
517.00 |
5.4% |
28% |
False |
False |
28,227 |
| 10 |
10,499.36 |
9,340.23 |
1,159.13 |
12.1% |
508.25 |
5.3% |
23% |
False |
False |
37,065 |
| 20 |
10,499.36 |
8,879.15 |
1,620.21 |
16.9% |
439.68 |
4.6% |
45% |
False |
False |
38,078 |
| 40 |
10,499.36 |
6,873.41 |
3,625.95 |
37.7% |
418.42 |
4.4% |
75% |
False |
False |
38,207 |
| 60 |
10,499.36 |
6,453.65 |
4,045.71 |
42.1% |
381.65 |
4.0% |
78% |
False |
False |
35,668 |
| 80 |
10,499.36 |
6,453.65 |
4,045.71 |
42.1% |
393.87 |
4.1% |
78% |
False |
False |
35,695 |
| 100 |
10,499.36 |
6,453.65 |
4,045.71 |
42.1% |
409.63 |
4.3% |
78% |
False |
False |
35,944 |
| 120 |
10,499.36 |
6,453.65 |
4,045.71 |
42.1% |
414.04 |
4.3% |
78% |
False |
False |
38,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,288.23 |
|
2.618 |
11,418.88 |
|
1.618 |
10,886.19 |
|
1.000 |
10,556.99 |
|
0.618 |
10,353.50 |
|
HIGH |
10,024.30 |
|
0.618 |
9,820.81 |
|
0.500 |
9,757.96 |
|
0.382 |
9,695.10 |
|
LOW |
9,491.61 |
|
0.618 |
9,162.41 |
|
1.000 |
8,958.92 |
|
1.618 |
8,629.72 |
|
2.618 |
8,097.03 |
|
4.250 |
7,227.68 |
|
|
| Fisher Pivots for day following 24-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,757.96 |
9,740.70 |
| PP |
9,708.24 |
9,696.74 |
| S1 |
9,658.53 |
9,652.77 |
|