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 |
8,883.01 |
8,669.84 |
-213.17 |
-2.4% |
9,567.27 |
High |
9,032.87 |
8,786.68 |
-246.19 |
-2.7% |
9,736.57 |
Low |
8,813.92 |
8,430.53 |
-383.39 |
-4.3% |
9,406.38 |
Close |
8,873.76 |
8,436.67 |
-437.09 |
-4.9% |
9,446.69 |
Range |
218.95 |
356.15 |
137.20 |
62.7% |
330.19 |
ATR |
163.40 |
183.38 |
19.99 |
12.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,619.74 |
9,384.36 |
8,632.55 |
|
R3 |
9,263.59 |
9,028.21 |
8,534.61 |
|
R2 |
8,907.44 |
8,907.44 |
8,501.96 |
|
R1 |
8,672.06 |
8,672.06 |
8,469.32 |
8,611.68 |
PP |
8,551.29 |
8,551.29 |
8,551.29 |
8,521.10 |
S1 |
8,315.91 |
8,315.91 |
8,404.02 |
8,255.53 |
S2 |
8,195.14 |
8,195.14 |
8,371.38 |
|
S3 |
7,838.99 |
7,959.76 |
8,338.73 |
|
S4 |
7,482.84 |
7,603.61 |
8,240.79 |
|
|
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 |
9,594.00 |
8,430.53 |
1,163.47 |
13.8% |
259.02 |
3.1% |
1% |
False |
True |
|
10 |
9,736.57 |
8,430.53 |
1,306.04 |
15.5% |
179.24 |
2.1% |
0% |
False |
True |
|
20 |
9,736.57 |
8,430.53 |
1,306.04 |
15.5% |
149.02 |
1.8% |
0% |
False |
True |
|
40 |
9,736.57 |
8,430.53 |
1,306.04 |
15.5% |
115.92 |
1.4% |
0% |
False |
True |
|
60 |
9,736.57 |
8,168.82 |
1,567.75 |
18.6% |
96.37 |
1.1% |
17% |
False |
False |
|
80 |
9,736.57 |
8,111.73 |
1,624.84 |
19.3% |
85.27 |
1.0% |
20% |
False |
False |
|
100 |
9,736.57 |
7,603.89 |
2,132.68 |
25.3% |
82.84 |
1.0% |
39% |
False |
False |
|
120 |
9,736.57 |
7,463.57 |
2,273.00 |
26.9% |
85.09 |
1.0% |
43% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,300.32 |
2.618 |
9,719.08 |
1.618 |
9,362.93 |
1.000 |
9,142.83 |
0.618 |
9,006.78 |
HIGH |
8,786.68 |
0.618 |
8,650.63 |
0.500 |
8,608.61 |
0.382 |
8,566.58 |
LOW |
8,430.53 |
0.618 |
8,210.43 |
1.000 |
8,074.38 |
1.618 |
7,854.28 |
2.618 |
7,498.13 |
4.250 |
6,916.89 |
|
|
Fisher Pivots for day following 27-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
8,608.61 |
8,804.65 |
PP |
8,551.29 |
8,681.99 |
S1 |
8,493.98 |
8,559.33 |
|