| Trading Metrics calculated at close of trading on 27-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2020 |
27-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
9,385.08 |
8,754.39 |
-630.69 |
-6.7% |
10,339.16 |
| High |
9,425.55 |
8,972.37 |
-453.18 |
-4.8% |
10,391.33 |
| Low |
8,651.50 |
8,531.84 |
-119.66 |
-1.4% |
9,340.23 |
| Close |
8,753.44 |
8,764.84 |
11.40 |
0.1% |
9,672.82 |
| Range |
774.05 |
440.53 |
-333.52 |
-43.1% |
1,051.10 |
| ATR |
469.48 |
467.41 |
-2.07 |
-0.4% |
0.00 |
| Volume |
49,520 |
31,704 |
-17,816 |
-36.0% |
150,429 |
|
| Daily Pivots for day following 27-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,077.94 |
9,861.92 |
9,007.13 |
|
| R3 |
9,637.41 |
9,421.39 |
8,885.99 |
|
| R2 |
9,196.88 |
9,196.88 |
8,845.60 |
|
| R1 |
8,980.86 |
8,980.86 |
8,805.22 |
9,088.87 |
| PP |
8,756.35 |
8,756.35 |
8,756.35 |
8,810.36 |
| S1 |
8,540.33 |
8,540.33 |
8,724.46 |
8,648.34 |
| S2 |
8,315.82 |
8,315.82 |
8,684.08 |
|
| S3 |
7,875.29 |
8,099.80 |
8,643.69 |
|
| S4 |
7,434.76 |
7,659.27 |
8,522.55 |
|
|
| 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 |
8,531.84 |
1,492.46 |
17.0% |
472.01 |
5.4% |
16% |
False |
True |
29,674 |
| 10 |
10,391.33 |
8,531.84 |
1,859.49 |
21.2% |
541.97 |
6.2% |
13% |
False |
True |
30,874 |
| 20 |
10,499.36 |
8,531.84 |
1,967.52 |
22.4% |
468.86 |
5.3% |
12% |
False |
True |
37,031 |
| 40 |
10,499.36 |
6,873.41 |
3,625.95 |
41.4% |
445.46 |
5.1% |
52% |
False |
False |
39,459 |
| 60 |
10,499.36 |
6,453.65 |
4,045.71 |
46.2% |
390.54 |
4.5% |
57% |
False |
False |
35,790 |
| 80 |
10,499.36 |
6,453.65 |
4,045.71 |
46.2% |
405.17 |
4.6% |
57% |
False |
False |
36,180 |
| 100 |
10,499.36 |
6,453.65 |
4,045.71 |
46.2% |
416.30 |
4.7% |
57% |
False |
False |
36,021 |
| 120 |
10,499.36 |
6,453.65 |
4,045.71 |
46.2% |
418.84 |
4.8% |
57% |
False |
False |
38,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,844.62 |
|
2.618 |
10,125.68 |
|
1.618 |
9,685.15 |
|
1.000 |
9,412.90 |
|
0.618 |
9,244.62 |
|
HIGH |
8,972.37 |
|
0.618 |
8,804.09 |
|
0.500 |
8,752.11 |
|
0.382 |
8,700.12 |
|
LOW |
8,531.84 |
|
0.618 |
8,259.59 |
|
1.000 |
8,091.31 |
|
1.618 |
7,819.06 |
|
2.618 |
7,378.53 |
|
4.250 |
6,659.59 |
|
|
| Fisher Pivots for day following 27-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
8,760.60 |
9,105.90 |
| PP |
8,756.35 |
8,992.21 |
| S1 |
8,752.11 |
8,878.53 |
|