Trading Metrics calculated at close of trading on 28-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2020 |
28-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
1,640.59 |
1,644.13 |
3.54 |
0.2% |
1,642.79 |
High |
1,657.92 |
1,648.07 |
-9.85 |
-0.6% |
1,687.92 |
Low |
1,636.76 |
1,566.78 |
-69.98 |
-4.3% |
1,566.78 |
Close |
1,643.96 |
1,585.69 |
-58.27 |
-3.5% |
1,585.69 |
Range |
21.16 |
81.29 |
60.13 |
284.2% |
121.14 |
ATR |
18.61 |
23.09 |
4.48 |
24.1% |
0.00 |
Volume |
5,139 |
4,536 |
-603 |
-11.7% |
26,456 |
|
Daily Pivots for day following 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,844.05 |
1,796.16 |
1,630.40 |
|
R3 |
1,762.76 |
1,714.87 |
1,608.04 |
|
R2 |
1,681.47 |
1,681.47 |
1,600.59 |
|
R1 |
1,633.58 |
1,633.58 |
1,593.14 |
1,616.88 |
PP |
1,600.18 |
1,600.18 |
1,600.18 |
1,591.83 |
S1 |
1,552.29 |
1,552.29 |
1,578.24 |
1,535.59 |
S2 |
1,518.89 |
1,518.89 |
1,570.79 |
|
S3 |
1,437.60 |
1,471.00 |
1,563.34 |
|
S4 |
1,356.31 |
1,389.71 |
1,540.98 |
|
|
Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,976.88 |
1,902.43 |
1,652.32 |
|
R3 |
1,855.74 |
1,781.29 |
1,619.00 |
|
R2 |
1,734.60 |
1,734.60 |
1,607.90 |
|
R1 |
1,660.15 |
1,660.15 |
1,596.79 |
1,636.81 |
PP |
1,613.46 |
1,613.46 |
1,613.46 |
1,601.79 |
S1 |
1,539.01 |
1,539.01 |
1,574.59 |
1,515.67 |
S2 |
1,492.32 |
1,492.32 |
1,563.48 |
|
S3 |
1,371.18 |
1,417.87 |
1,552.38 |
|
S4 |
1,250.04 |
1,296.73 |
1,519.06 |
|
|
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 |
1,566.78 |
121.14 |
7.6% |
39.86 |
2.5% |
16% |
False |
True |
5,291 |
10 |
1,687.92 |
1,566.78 |
121.14 |
7.6% |
28.71 |
1.8% |
16% |
False |
True |
6,044 |
20 |
1,687.92 |
1,548.29 |
139.63 |
8.8% |
21.07 |
1.3% |
27% |
False |
False |
6,601 |
40 |
1,687.92 |
1,536.52 |
151.40 |
9.5% |
19.10 |
1.2% |
32% |
False |
False |
6,923 |
60 |
1,687.92 |
1,458.92 |
229.00 |
14.4% |
16.34 |
1.0% |
55% |
False |
False |
7,043 |
80 |
1,687.92 |
1,446.68 |
241.24 |
15.2% |
15.41 |
1.0% |
58% |
False |
False |
7,006 |
100 |
1,687.92 |
1,446.68 |
241.24 |
15.2% |
15.22 |
1.0% |
58% |
False |
False |
6,898 |
120 |
1,687.92 |
1,446.68 |
241.24 |
15.2% |
16.08 |
1.0% |
58% |
False |
False |
6,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,993.55 |
2.618 |
1,860.89 |
1.618 |
1,779.60 |
1.000 |
1,729.36 |
0.618 |
1,698.31 |
HIGH |
1,648.07 |
0.618 |
1,617.02 |
0.500 |
1,607.43 |
0.382 |
1,597.83 |
LOW |
1,566.78 |
0.618 |
1,516.54 |
1.000 |
1,485.49 |
1.618 |
1,435.25 |
2.618 |
1,353.96 |
4.250 |
1,221.30 |
|
|
Fisher Pivots for day following 28-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
1,607.43 |
1,612.35 |
PP |
1,600.18 |
1,603.46 |
S1 |
1,592.94 |
1,594.58 |
|