Trading Metrics calculated at close of trading on 21-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2020 |
21-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
9,696.66 |
9,582.54 |
-114.12 |
-1.2% |
9,567.27 |
High |
9,714.23 |
9,594.00 |
-120.23 |
-1.2% |
9,736.57 |
Low |
9,513.23 |
9,406.38 |
-106.85 |
-1.1% |
9,406.38 |
Close |
9,627.83 |
9,446.69 |
-181.14 |
-1.9% |
9,446.69 |
Range |
201.00 |
187.62 |
-13.38 |
-6.7% |
330.19 |
ATR |
114.38 |
122.02 |
7.65 |
6.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,045.22 |
9,933.57 |
9,549.88 |
|
R3 |
9,857.60 |
9,745.95 |
9,498.29 |
|
R2 |
9,669.98 |
9,669.98 |
9,481.09 |
|
R1 |
9,558.33 |
9,558.33 |
9,463.89 |
9,520.35 |
PP |
9,482.36 |
9,482.36 |
9,482.36 |
9,463.36 |
S1 |
9,370.71 |
9,370.71 |
9,429.49 |
9,332.73 |
S2 |
9,294.74 |
9,294.74 |
9,412.29 |
|
S3 |
9,107.12 |
9,183.09 |
9,395.09 |
|
S4 |
8,919.50 |
8,995.47 |
9,343.50 |
|
|
Weekly Pivots for week ending 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,520.45 |
10,313.76 |
9,628.29 |
|
R3 |
10,190.26 |
9,983.57 |
9,537.49 |
|
R2 |
9,860.07 |
9,860.07 |
9,507.22 |
|
R1 |
9,653.38 |
9,653.38 |
9,476.96 |
9,591.63 |
PP |
9,529.88 |
9,529.88 |
9,529.88 |
9,499.01 |
S1 |
9,323.19 |
9,323.19 |
9,416.42 |
9,261.44 |
S2 |
9,199.69 |
9,199.69 |
9,386.16 |
|
S3 |
8,869.50 |
8,993.00 |
9,355.89 |
|
S4 |
8,539.31 |
8,662.81 |
9,265.09 |
|
|
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 |
9,406.38 |
330.19 |
3.5% |
116.25 |
1.2% |
12% |
False |
True |
|
10 |
9,736.57 |
9,373.20 |
363.37 |
3.8% |
107.61 |
1.1% |
20% |
False |
False |
|
20 |
9,736.57 |
8,910.97 |
825.60 |
8.7% |
116.86 |
1.2% |
65% |
False |
False |
|
40 |
9,736.57 |
8,671.92 |
1,064.65 |
11.3% |
94.33 |
1.0% |
73% |
False |
False |
|
60 |
9,736.57 |
8,168.82 |
1,567.75 |
16.6% |
80.86 |
0.9% |
82% |
False |
False |
|
80 |
9,736.57 |
8,026.23 |
1,710.34 |
18.1% |
74.56 |
0.8% |
83% |
False |
False |
|
100 |
9,736.57 |
7,463.57 |
2,273.00 |
24.1% |
76.86 |
0.8% |
87% |
False |
False |
|
120 |
9,736.57 |
7,463.57 |
2,273.00 |
24.1% |
78.58 |
0.8% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,391.39 |
2.618 |
10,085.19 |
1.618 |
9,897.57 |
1.000 |
9,781.62 |
0.618 |
9,709.95 |
HIGH |
9,594.00 |
0.618 |
9,522.33 |
0.500 |
9,500.19 |
0.382 |
9,478.05 |
LOW |
9,406.38 |
0.618 |
9,290.43 |
1.000 |
9,218.76 |
1.618 |
9,102.81 |
2.618 |
8,915.19 |
4.250 |
8,609.00 |
|
|
Fisher Pivots for day following 21-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
9,500.19 |
9,571.48 |
PP |
9,482.36 |
9,529.88 |
S1 |
9,464.52 |
9,488.29 |
|