Trading Metrics calculated at close of trading on 20-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2020 |
20-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
9,683.94 |
9,696.66 |
12.72 |
0.1% |
9,373.20 |
High |
9,736.57 |
9,714.23 |
-22.34 |
-0.2% |
9,636.41 |
Low |
9,676.07 |
9,513.23 |
-162.84 |
-1.7% |
9,373.20 |
Close |
9,718.73 |
9,627.83 |
-90.90 |
-0.9% |
9,623.58 |
Range |
60.50 |
201.00 |
140.50 |
232.2% |
263.21 |
ATR |
107.37 |
114.38 |
7.01 |
6.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,221.43 |
10,125.63 |
9,738.38 |
|
R3 |
10,020.43 |
9,924.63 |
9,683.11 |
|
R2 |
9,819.43 |
9,819.43 |
9,664.68 |
|
R1 |
9,723.63 |
9,723.63 |
9,646.26 |
9,671.03 |
PP |
9,618.43 |
9,618.43 |
9,618.43 |
9,592.13 |
S1 |
9,522.63 |
9,522.63 |
9,609.41 |
9,470.03 |
S2 |
9,417.43 |
9,417.43 |
9,590.98 |
|
S3 |
9,216.43 |
9,321.63 |
9,572.56 |
|
S4 |
9,015.43 |
9,120.63 |
9,517.28 |
|
|
Weekly Pivots for week ending 14-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,334.03 |
10,242.01 |
9,768.35 |
|
R3 |
10,070.82 |
9,978.80 |
9,695.96 |
|
R2 |
9,807.61 |
9,807.61 |
9,671.84 |
|
R1 |
9,715.59 |
9,715.59 |
9,647.71 |
9,761.60 |
PP |
9,544.40 |
9,544.40 |
9,544.40 |
9,567.40 |
S1 |
9,452.38 |
9,452.38 |
9,599.45 |
9,498.39 |
S2 |
9,281.19 |
9,281.19 |
9,575.32 |
|
S3 |
9,017.98 |
9,189.17 |
9,551.20 |
|
S4 |
8,754.77 |
8,925.96 |
9,478.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,736.57 |
9,513.23 |
223.34 |
2.3% |
99.46 |
1.0% |
51% |
False |
True |
|
10 |
9,736.57 |
9,357.86 |
378.71 |
3.9% |
97.93 |
1.0% |
71% |
False |
False |
|
20 |
9,736.57 |
8,910.97 |
825.60 |
8.6% |
111.27 |
1.2% |
87% |
False |
False |
|
40 |
9,736.57 |
8,671.92 |
1,064.65 |
11.1% |
90.16 |
0.9% |
90% |
False |
False |
|
60 |
9,736.57 |
8,168.82 |
1,567.75 |
16.3% |
78.78 |
0.8% |
93% |
False |
False |
|
80 |
9,736.57 |
7,926.60 |
1,809.97 |
18.8% |
73.55 |
0.8% |
94% |
False |
False |
|
100 |
9,736.57 |
7,463.57 |
2,273.00 |
23.6% |
76.62 |
0.8% |
95% |
False |
False |
|
120 |
9,736.57 |
7,463.57 |
2,273.00 |
23.6% |
77.60 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,568.48 |
2.618 |
10,240.45 |
1.618 |
10,039.45 |
1.000 |
9,915.23 |
0.618 |
9,838.45 |
HIGH |
9,714.23 |
0.618 |
9,637.45 |
0.500 |
9,613.73 |
0.382 |
9,590.01 |
LOW |
9,513.23 |
0.618 |
9,389.01 |
1.000 |
9,312.23 |
1.618 |
9,188.01 |
2.618 |
8,987.01 |
4.250 |
8,658.98 |
|
|
Fisher Pivots for day following 20-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
9,623.13 |
9,626.85 |
PP |
9,618.43 |
9,625.88 |
S1 |
9,613.73 |
9,624.90 |
|