| Trading Metrics calculated at close of trading on 26-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2020 |
26-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
9,608.81 |
9,385.08 |
-223.73 |
-2.3% |
10,339.16 |
| High |
9,679.95 |
9,425.55 |
-254.40 |
-2.6% |
10,391.33 |
| Low |
9,253.02 |
8,651.50 |
-601.52 |
-6.5% |
9,340.23 |
| Close |
9,385.07 |
8,753.44 |
-631.63 |
-6.7% |
9,672.82 |
| Range |
426.93 |
774.05 |
347.12 |
81.3% |
1,051.10 |
| ATR |
446.05 |
469.48 |
23.43 |
5.3% |
0.00 |
| Volume |
24,730 |
49,520 |
24,790 |
100.2% |
150,429 |
|
| Daily Pivots for day following 26-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,265.65 |
10,783.59 |
9,179.17 |
|
| R3 |
10,491.60 |
10,009.54 |
8,966.30 |
|
| R2 |
9,717.55 |
9,717.55 |
8,895.35 |
|
| R1 |
9,235.49 |
9,235.49 |
8,824.39 |
9,089.50 |
| PP |
8,943.50 |
8,943.50 |
8,943.50 |
8,870.50 |
| S1 |
8,461.44 |
8,461.44 |
8,682.49 |
8,315.45 |
| S2 |
8,169.45 |
8,169.45 |
8,611.53 |
|
| S3 |
7,395.40 |
7,687.39 |
8,540.58 |
|
| S4 |
6,621.35 |
6,913.34 |
8,327.71 |
|
|
| 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 |
10,024.30 |
8,651.50 |
1,372.80 |
15.7% |
433.70 |
5.0% |
7% |
False |
True |
29,605 |
| 10 |
10,499.36 |
8,651.50 |
1,847.86 |
21.1% |
539.23 |
6.2% |
6% |
False |
True |
33,774 |
| 20 |
10,499.36 |
8,651.50 |
1,847.86 |
21.1% |
465.20 |
5.3% |
6% |
False |
True |
37,592 |
| 40 |
10,499.36 |
6,873.41 |
3,625.95 |
41.4% |
441.99 |
5.0% |
52% |
False |
False |
39,295 |
| 60 |
10,499.36 |
6,453.65 |
4,045.71 |
46.2% |
388.40 |
4.4% |
57% |
False |
False |
35,736 |
| 80 |
10,499.36 |
6,453.65 |
4,045.71 |
46.2% |
403.07 |
4.6% |
57% |
False |
False |
36,040 |
| 100 |
10,499.36 |
6,453.65 |
4,045.71 |
46.2% |
413.90 |
4.7% |
57% |
False |
False |
36,010 |
| 120 |
10,499.36 |
6,453.65 |
4,045.71 |
46.2% |
418.01 |
4.8% |
57% |
False |
False |
38,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,715.26 |
|
2.618 |
11,452.01 |
|
1.618 |
10,677.96 |
|
1.000 |
10,199.60 |
|
0.618 |
9,903.91 |
|
HIGH |
9,425.55 |
|
0.618 |
9,129.86 |
|
0.500 |
9,038.53 |
|
0.382 |
8,947.19 |
|
LOW |
8,651.50 |
|
0.618 |
8,173.14 |
|
1.000 |
7,877.45 |
|
1.618 |
7,399.09 |
|
2.618 |
6,625.04 |
|
4.250 |
5,361.79 |
|
|
| Fisher Pivots for day following 26-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,038.53 |
9,337.90 |
| PP |
8,943.50 |
9,143.08 |
| S1 |
8,848.47 |
8,948.26 |
|