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 |
1,658.72 |
1,634.83 |
-23.89 |
-1.4% |
1,584.04 |
High |
1,659.18 |
1,654.08 |
-5.10 |
-0.3% |
1,647.97 |
Low |
1,634.06 |
1,627.53 |
-6.53 |
-0.4% |
1,578.91 |
Close |
1,634.93 |
1,640.59 |
5.66 |
0.3% |
1,643.30 |
Range |
25.12 |
26.55 |
1.43 |
5.7% |
69.06 |
ATR |
17.79 |
18.42 |
0.63 |
3.5% |
0.00 |
Volume |
5,677 |
5,072 |
-605 |
-10.7% |
33,989 |
|
Daily Pivots for day following 26-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,720.38 |
1,707.04 |
1,655.19 |
|
R3 |
1,693.83 |
1,680.49 |
1,647.89 |
|
R2 |
1,667.28 |
1,667.28 |
1,645.46 |
|
R1 |
1,653.94 |
1,653.94 |
1,643.02 |
1,660.61 |
PP |
1,640.73 |
1,640.73 |
1,640.73 |
1,644.07 |
S1 |
1,627.39 |
1,627.39 |
1,638.16 |
1,634.06 |
S2 |
1,614.18 |
1,614.18 |
1,635.72 |
|
S3 |
1,587.63 |
1,600.84 |
1,633.29 |
|
S4 |
1,561.08 |
1,574.29 |
1,625.99 |
|
|
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 |
1,687.92 |
1,604.56 |
83.36 |
5.1% |
28.74 |
1.8% |
43% |
False |
False |
6,064 |
10 |
1,687.92 |
1,565.67 |
122.25 |
7.5% |
20.73 |
1.3% |
61% |
False |
False |
6,526 |
20 |
1,687.92 |
1,548.29 |
139.63 |
8.5% |
17.50 |
1.1% |
66% |
False |
False |
6,795 |
40 |
1,687.92 |
1,517.00 |
170.92 |
10.4% |
17.47 |
1.1% |
72% |
False |
False |
6,989 |
60 |
1,687.92 |
1,458.92 |
229.00 |
14.0% |
15.17 |
0.9% |
79% |
False |
False |
7,114 |
80 |
1,687.92 |
1,446.68 |
241.24 |
14.7% |
14.61 |
0.9% |
80% |
False |
False |
7,060 |
100 |
1,687.92 |
1,446.68 |
241.24 |
14.7% |
14.49 |
0.9% |
80% |
False |
False |
6,937 |
120 |
1,687.92 |
1,446.68 |
241.24 |
14.7% |
15.46 |
0.9% |
80% |
False |
False |
6,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,766.92 |
2.618 |
1,723.59 |
1.618 |
1,697.04 |
1.000 |
1,680.63 |
0.618 |
1,670.49 |
HIGH |
1,654.08 |
0.618 |
1,643.94 |
0.500 |
1,640.81 |
0.382 |
1,637.67 |
LOW |
1,627.53 |
0.618 |
1,611.12 |
1.000 |
1,600.98 |
1.618 |
1,584.57 |
2.618 |
1,558.02 |
4.250 |
1,514.69 |
|
|
Fisher Pivots for day following 26-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
1,640.81 |
1,657.73 |
PP |
1,640.73 |
1,652.01 |
S1 |
1,640.66 |
1,646.30 |
|