Trading Metrics calculated at close of trading on 21-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2020 |
21-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
1,611.38 |
1,619.34 |
7.96 |
0.5% |
1,584.04 |
High |
1,622.48 |
1,647.97 |
25.49 |
1.6% |
1,647.97 |
Low |
1,604.56 |
1,619.04 |
14.48 |
0.9% |
1,578.91 |
Close |
1,619.33 |
1,643.30 |
23.97 |
1.5% |
1,643.30 |
Range |
17.92 |
28.93 |
11.01 |
61.4% |
69.06 |
ATR |
14.01 |
15.08 |
1.07 |
7.6% |
0.00 |
Volume |
7,008 |
6,531 |
-477 |
-6.8% |
33,989 |
|
Daily Pivots for day following 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,723.56 |
1,712.36 |
1,659.21 |
|
R3 |
1,694.63 |
1,683.43 |
1,651.26 |
|
R2 |
1,665.70 |
1,665.70 |
1,648.60 |
|
R1 |
1,654.50 |
1,654.50 |
1,645.95 |
1,660.10 |
PP |
1,636.77 |
1,636.77 |
1,636.77 |
1,639.57 |
S1 |
1,625.57 |
1,625.57 |
1,640.65 |
1,631.17 |
S2 |
1,607.84 |
1,607.84 |
1,638.00 |
|
S3 |
1,578.91 |
1,596.64 |
1,635.34 |
|
S4 |
1,549.98 |
1,567.71 |
1,627.39 |
|
|
Weekly Pivots for week ending 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,830.57 |
1,806.00 |
1,681.28 |
|
R3 |
1,761.51 |
1,736.94 |
1,662.29 |
|
R2 |
1,692.45 |
1,692.45 |
1,655.96 |
|
R1 |
1,667.88 |
1,667.88 |
1,649.63 |
1,680.17 |
PP |
1,623.39 |
1,623.39 |
1,623.39 |
1,629.54 |
S1 |
1,598.82 |
1,598.82 |
1,636.97 |
1,611.11 |
S2 |
1,554.33 |
1,554.33 |
1,630.64 |
|
S3 |
1,485.27 |
1,529.76 |
1,624.31 |
|
S4 |
1,416.21 |
1,460.70 |
1,605.32 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,647.97 |
1,578.91 |
69.06 |
4.2% |
17.57 |
1.1% |
93% |
True |
False |
6,797 |
10 |
1,647.97 |
1,562.37 |
85.60 |
5.2% |
13.64 |
0.8% |
95% |
True |
False |
7,043 |
20 |
1,647.97 |
1,548.29 |
99.68 |
6.1% |
14.85 |
0.9% |
95% |
True |
False |
7,037 |
40 |
1,647.97 |
1,507.49 |
140.48 |
8.5% |
15.60 |
0.9% |
97% |
True |
False |
7,139 |
60 |
1,647.97 |
1,453.32 |
194.65 |
11.8% |
14.00 |
0.9% |
98% |
True |
False |
7,157 |
80 |
1,647.97 |
1,446.68 |
201.29 |
12.2% |
13.89 |
0.8% |
98% |
True |
False |
7,110 |
100 |
1,647.97 |
1,446.68 |
201.29 |
12.2% |
14.02 |
0.9% |
98% |
True |
False |
6,974 |
120 |
1,647.97 |
1,446.68 |
201.29 |
12.2% |
15.31 |
0.9% |
98% |
True |
False |
6,930 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,770.92 |
2.618 |
1,723.71 |
1.618 |
1,694.78 |
1.000 |
1,676.90 |
0.618 |
1,665.85 |
HIGH |
1,647.97 |
0.618 |
1,636.92 |
0.500 |
1,633.51 |
0.382 |
1,630.09 |
LOW |
1,619.04 |
0.618 |
1,601.16 |
1.000 |
1,590.11 |
1.618 |
1,572.23 |
2.618 |
1,543.30 |
4.250 |
1,496.09 |
|
|
Fisher Pivots for day following 21-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
1,640.04 |
1,636.82 |
PP |
1,636.77 |
1,630.35 |
S1 |
1,633.51 |
1,623.87 |
|