Trading Metrics calculated at close of trading on 17-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2020 |
17-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
1,575.86 |
1,584.04 |
8.18 |
0.5% |
1,570.24 |
High |
1,584.50 |
1,584.04 |
-0.46 |
0.0% |
1,584.50 |
Low |
1,573.70 |
1,578.91 |
5.21 |
0.3% |
1,562.37 |
Close |
1,583.87 |
1,581.01 |
-2.86 |
-0.2% |
1,583.87 |
Range |
10.80 |
5.13 |
-5.67 |
-52.5% |
22.13 |
ATR |
13.68 |
13.07 |
-0.61 |
-4.5% |
0.00 |
Volume |
7,073 |
5,850 |
-1,223 |
-17.3% |
36,446 |
|
Daily Pivots for day following 17-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,596.71 |
1,593.99 |
1,583.83 |
|
R3 |
1,591.58 |
1,588.86 |
1,582.42 |
|
R2 |
1,586.45 |
1,586.45 |
1,581.95 |
|
R1 |
1,583.73 |
1,583.73 |
1,581.48 |
1,582.53 |
PP |
1,581.32 |
1,581.32 |
1,581.32 |
1,580.72 |
S1 |
1,578.60 |
1,578.60 |
1,580.54 |
1,577.40 |
S2 |
1,576.19 |
1,576.19 |
1,580.07 |
|
S3 |
1,571.06 |
1,573.47 |
1,579.60 |
|
S4 |
1,565.93 |
1,568.34 |
1,578.19 |
|
|
Weekly Pivots for week ending 14-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,643.30 |
1,635.72 |
1,596.04 |
|
R3 |
1,621.17 |
1,613.59 |
1,589.96 |
|
R2 |
1,599.04 |
1,599.04 |
1,587.93 |
|
R1 |
1,591.46 |
1,591.46 |
1,585.90 |
1,595.25 |
PP |
1,576.91 |
1,576.91 |
1,576.91 |
1,578.81 |
S1 |
1,569.33 |
1,569.33 |
1,581.84 |
1,573.12 |
S2 |
1,554.78 |
1,554.78 |
1,579.81 |
|
S3 |
1,532.65 |
1,547.20 |
1,577.78 |
|
S4 |
1,510.52 |
1,525.07 |
1,571.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,584.50 |
1,562.37 |
22.13 |
1.4% |
9.12 |
0.6% |
84% |
False |
False |
7,005 |
10 |
1,584.50 |
1,548.29 |
36.21 |
2.3% |
12.07 |
0.8% |
90% |
False |
False |
7,074 |
20 |
1,590.31 |
1,547.40 |
42.91 |
2.7% |
13.80 |
0.9% |
78% |
False |
False |
7,072 |
40 |
1,609.12 |
1,476.00 |
133.12 |
8.4% |
14.59 |
0.9% |
79% |
False |
False |
7,164 |
60 |
1,609.12 |
1,452.18 |
156.94 |
9.9% |
13.25 |
0.8% |
82% |
False |
False |
7,155 |
80 |
1,609.12 |
1,446.68 |
162.44 |
10.3% |
13.55 |
0.9% |
83% |
False |
False |
7,094 |
100 |
1,609.12 |
1,446.68 |
162.44 |
10.3% |
14.31 |
0.9% |
83% |
False |
False |
6,918 |
120 |
1,609.12 |
1,446.68 |
162.44 |
10.3% |
15.23 |
1.0% |
83% |
False |
False |
6,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,605.84 |
2.618 |
1,597.47 |
1.618 |
1,592.34 |
1.000 |
1,589.17 |
0.618 |
1,587.21 |
HIGH |
1,584.04 |
0.618 |
1,582.08 |
0.500 |
1,581.48 |
0.382 |
1,580.87 |
LOW |
1,578.91 |
0.618 |
1,575.74 |
1.000 |
1,573.78 |
1.618 |
1,570.61 |
2.618 |
1,565.48 |
4.250 |
1,557.11 |
|
|
Fisher Pivots for day following 17-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
1,581.48 |
1,579.04 |
PP |
1,581.32 |
1,577.06 |
S1 |
1,581.17 |
1,575.09 |
|