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 |
1,634.83 |
1,640.59 |
5.76 |
0.4% |
1,584.04 |
High |
1,654.08 |
1,657.92 |
3.84 |
0.2% |
1,647.97 |
Low |
1,627.53 |
1,636.76 |
9.23 |
0.6% |
1,578.91 |
Close |
1,640.59 |
1,643.96 |
3.37 |
0.2% |
1,643.30 |
Range |
26.55 |
21.16 |
-5.39 |
-20.3% |
69.06 |
ATR |
18.42 |
18.61 |
0.20 |
1.1% |
0.00 |
Volume |
5,072 |
5,139 |
67 |
1.3% |
33,989 |
|
Daily Pivots for day following 27-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,709.69 |
1,697.99 |
1,655.60 |
|
R3 |
1,688.53 |
1,676.83 |
1,649.78 |
|
R2 |
1,667.37 |
1,667.37 |
1,647.84 |
|
R1 |
1,655.67 |
1,655.67 |
1,645.90 |
1,661.52 |
PP |
1,646.21 |
1,646.21 |
1,646.21 |
1,649.14 |
S1 |
1,634.51 |
1,634.51 |
1,642.02 |
1,640.36 |
S2 |
1,625.05 |
1,625.05 |
1,640.08 |
|
S3 |
1,603.89 |
1,613.35 |
1,638.14 |
|
S4 |
1,582.73 |
1,592.19 |
1,632.32 |
|
|
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 |
1,619.04 |
68.88 |
4.2% |
29.39 |
1.8% |
36% |
False |
False |
5,690 |
10 |
1,687.92 |
1,573.70 |
114.22 |
6.9% |
21.67 |
1.3% |
62% |
False |
False |
6,298 |
20 |
1,687.92 |
1,548.29 |
139.63 |
8.5% |
17.94 |
1.1% |
69% |
False |
False |
6,697 |
40 |
1,687.92 |
1,527.95 |
159.97 |
9.7% |
17.66 |
1.1% |
73% |
False |
False |
6,980 |
60 |
1,687.92 |
1,458.92 |
229.00 |
13.9% |
15.18 |
0.9% |
81% |
False |
False |
7,085 |
80 |
1,687.92 |
1,446.68 |
241.24 |
14.7% |
14.52 |
0.9% |
82% |
False |
False |
7,038 |
100 |
1,687.92 |
1,446.68 |
241.24 |
14.7% |
14.51 |
0.9% |
82% |
False |
False |
6,923 |
120 |
1,687.92 |
1,446.68 |
241.24 |
14.7% |
15.51 |
0.9% |
82% |
False |
False |
6,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,747.85 |
2.618 |
1,713.32 |
1.618 |
1,692.16 |
1.000 |
1,679.08 |
0.618 |
1,671.00 |
HIGH |
1,657.92 |
0.618 |
1,649.84 |
0.500 |
1,647.34 |
0.382 |
1,644.84 |
LOW |
1,636.76 |
0.618 |
1,623.68 |
1.000 |
1,615.60 |
1.618 |
1,602.52 |
2.618 |
1,581.36 |
4.250 |
1,546.83 |
|
|
Fisher Pivots for day following 27-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
1,647.34 |
1,643.76 |
PP |
1,646.21 |
1,643.56 |
S1 |
1,645.09 |
1,643.36 |
|