| Trading Metrics calculated at close of trading on 13-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2020 |
13-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
9,569.82 |
9,540.67 |
-29.15 |
-0.3% |
9,033.52 |
| High |
9,615.90 |
9,636.41 |
20.51 |
0.2% |
9,453.24 |
| Low |
9,552.03 |
9,532.74 |
-19.29 |
-0.2% |
9,031.07 |
| Close |
9,613.20 |
9,595.70 |
-17.50 |
-0.2% |
9,401.10 |
| Range |
63.87 |
103.67 |
39.80 |
62.3% |
422.17 |
| ATR |
114.72 |
113.93 |
-0.79 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,899.29 |
9,851.17 |
9,652.72 |
|
| R3 |
9,795.62 |
9,747.50 |
9,624.21 |
|
| R2 |
9,691.95 |
9,691.95 |
9,614.71 |
|
| R1 |
9,643.83 |
9,643.83 |
9,605.20 |
9,667.89 |
| PP |
9,588.28 |
9,588.28 |
9,588.28 |
9,600.32 |
| S1 |
9,540.16 |
9,540.16 |
9,586.20 |
9,564.22 |
| S2 |
9,484.61 |
9,484.61 |
9,576.69 |
|
| S3 |
9,380.94 |
9,436.49 |
9,567.19 |
|
| S4 |
9,277.27 |
9,332.82 |
9,538.68 |
|
|
| Weekly Pivots for week ending 07-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,561.65 |
10,403.54 |
9,633.29 |
|
| R3 |
10,139.48 |
9,981.37 |
9,517.20 |
|
| R2 |
9,717.31 |
9,717.31 |
9,478.50 |
|
| R1 |
9,559.20 |
9,559.20 |
9,439.80 |
9,638.26 |
| PP |
9,295.14 |
9,295.14 |
9,295.14 |
9,334.66 |
| S1 |
9,137.03 |
9,137.03 |
9,362.40 |
9,216.09 |
| S2 |
8,872.97 |
8,872.97 |
9,323.70 |
|
| S3 |
8,450.80 |
8,714.86 |
9,285.00 |
|
| S4 |
8,028.63 |
8,292.69 |
9,168.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,636.41 |
9,373.20 |
263.21 |
2.7% |
98.97 |
1.0% |
85% |
True |
False |
|
| 10 |
9,636.41 |
8,961.59 |
674.82 |
7.0% |
117.07 |
1.2% |
94% |
True |
False |
|
| 20 |
9,636.41 |
8,910.97 |
725.44 |
7.6% |
102.90 |
1.1% |
94% |
True |
False |
|
| 40 |
9,636.41 |
8,564.15 |
1,072.26 |
11.2% |
83.80 |
0.9% |
96% |
True |
False |
|
| 60 |
9,636.41 |
8,168.82 |
1,467.59 |
15.3% |
76.69 |
0.8% |
97% |
True |
False |
|
| 80 |
9,636.41 |
7,845.09 |
1,791.32 |
18.7% |
71.87 |
0.7% |
98% |
True |
False |
|
| 100 |
9,636.41 |
7,463.57 |
2,172.84 |
22.6% |
77.64 |
0.8% |
98% |
True |
False |
|
| 120 |
9,636.41 |
7,442.93 |
2,193.48 |
22.9% |
78.97 |
0.8% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,077.01 |
|
2.618 |
9,907.82 |
|
1.618 |
9,804.15 |
|
1.000 |
9,740.08 |
|
0.618 |
9,700.48 |
|
HIGH |
9,636.41 |
|
0.618 |
9,596.81 |
|
0.500 |
9,584.58 |
|
0.382 |
9,572.34 |
|
LOW |
9,532.74 |
|
0.618 |
9,468.67 |
|
1.000 |
9,429.07 |
|
1.618 |
9,365.00 |
|
2.618 |
9,261.33 |
|
4.250 |
9,092.14 |
|
|
| Fisher Pivots for day following 13-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,591.99 |
9,585.47 |
| PP |
9,588.28 |
9,575.25 |
| S1 |
9,584.58 |
9,565.02 |
|