| Trading Metrics calculated at close of trading on 05-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2020 |
05-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
8,745.59 |
8,734.25 |
-11.34 |
-0.1% |
9,672.82 |
| High |
8,852.53 |
9,173.13 |
320.60 |
3.6% |
10,024.30 |
| Low |
8,689.28 |
8,733.11 |
43.83 |
0.5% |
8,442.35 |
| Close |
8,734.25 |
9,116.65 |
382.40 |
4.4% |
8,673.02 |
| Range |
163.25 |
440.02 |
276.77 |
169.5% |
1,581.95 |
| ATR |
437.48 |
437.66 |
0.18 |
0.0% |
0.00 |
| Volume |
18,969 |
29,657 |
10,688 |
56.3% |
161,960 |
|
| Daily Pivots for day following 05-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,327.69 |
10,162.19 |
9,358.66 |
|
| R3 |
9,887.67 |
9,722.17 |
9,237.66 |
|
| R2 |
9,447.65 |
9,447.65 |
9,197.32 |
|
| R1 |
9,282.15 |
9,282.15 |
9,156.99 |
9,364.90 |
| PP |
9,007.63 |
9,007.63 |
9,007.63 |
9,049.01 |
| S1 |
8,842.13 |
8,842.13 |
9,076.31 |
8,924.88 |
| S2 |
8,567.61 |
8,567.61 |
9,035.98 |
|
| S3 |
8,127.59 |
8,402.11 |
8,995.64 |
|
| S4 |
7,687.57 |
7,962.09 |
8,874.64 |
|
|
| Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,792.41 |
12,814.66 |
9,543.09 |
|
| R3 |
12,210.46 |
11,232.71 |
9,108.06 |
|
| R2 |
10,628.51 |
10,628.51 |
8,963.04 |
|
| R1 |
9,650.76 |
9,650.76 |
8,818.03 |
9,348.66 |
| PP |
9,046.56 |
9,046.56 |
9,046.56 |
8,895.51 |
| S1 |
8,068.81 |
8,068.81 |
8,528.01 |
7,766.71 |
| S2 |
7,464.61 |
7,464.61 |
8,383.00 |
|
| S3 |
5,882.66 |
6,486.86 |
8,237.98 |
|
| S4 |
4,300.71 |
4,904.91 |
7,802.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,173.13 |
8,432.31 |
740.82 |
8.1% |
376.84 |
4.1% |
92% |
True |
False |
25,580 |
| 10 |
10,024.30 |
8,432.31 |
1,591.99 |
17.5% |
424.43 |
4.7% |
43% |
False |
False |
27,627 |
| 20 |
10,499.36 |
8,432.31 |
2,067.05 |
22.7% |
466.86 |
5.1% |
33% |
False |
False |
33,534 |
| 40 |
10,499.36 |
7,677.25 |
2,822.11 |
31.0% |
432.01 |
4.7% |
51% |
False |
False |
36,716 |
| 60 |
10,499.36 |
6,453.65 |
4,045.71 |
44.4% |
402.23 |
4.4% |
66% |
False |
False |
35,745 |
| 80 |
10,499.36 |
6,453.65 |
4,045.71 |
44.4% |
408.00 |
4.5% |
66% |
False |
False |
36,263 |
| 100 |
10,499.36 |
6,453.65 |
4,045.71 |
44.4% |
420.39 |
4.6% |
66% |
False |
False |
35,928 |
| 120 |
10,499.36 |
6,453.65 |
4,045.71 |
44.4% |
421.22 |
4.6% |
66% |
False |
False |
38,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,043.22 |
|
2.618 |
10,325.10 |
|
1.618 |
9,885.08 |
|
1.000 |
9,613.15 |
|
0.618 |
9,445.06 |
|
HIGH |
9,173.13 |
|
0.618 |
9,005.04 |
|
0.500 |
8,953.12 |
|
0.382 |
8,901.20 |
|
LOW |
8,733.11 |
|
0.618 |
8,461.18 |
|
1.000 |
8,293.09 |
|
1.618 |
8,021.16 |
|
2.618 |
7,581.14 |
|
4.250 |
6,863.03 |
|
|
| Fisher Pivots for day following 05-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,062.14 |
9,052.17 |
| PP |
9,007.63 |
8,987.68 |
| S1 |
8,953.12 |
8,923.20 |
|