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 |
8,669.84 |
8,160.66 |
-509.18 |
-5.9% |
9,036.23 |
High |
8,786.68 |
8,490.47 |
-296.21 |
-3.4% |
9,194.91 |
Low |
8,430.53 |
8,135.57 |
-294.96 |
-3.5% |
8,135.57 |
Close |
8,436.67 |
8,461.83 |
25.16 |
0.3% |
8,461.83 |
Range |
356.15 |
354.90 |
-1.25 |
-0.4% |
1,059.34 |
ATR |
183.38 |
195.63 |
12.25 |
6.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,427.32 |
9,299.48 |
8,657.03 |
|
R3 |
9,072.42 |
8,944.58 |
8,559.43 |
|
R2 |
8,717.52 |
8,717.52 |
8,526.90 |
|
R1 |
8,589.68 |
8,589.68 |
8,494.36 |
8,653.60 |
PP |
8,362.62 |
8,362.62 |
8,362.62 |
8,394.59 |
S1 |
8,234.78 |
8,234.78 |
8,429.30 |
8,298.70 |
S2 |
8,007.72 |
8,007.72 |
8,396.77 |
|
S3 |
7,652.82 |
7,879.88 |
8,364.23 |
|
S4 |
7,297.92 |
7,524.98 |
8,266.64 |
|
|
Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,775.46 |
11,177.98 |
9,044.47 |
|
R3 |
10,716.12 |
10,118.64 |
8,753.15 |
|
R2 |
9,656.78 |
9,656.78 |
8,656.04 |
|
R1 |
9,059.30 |
9,059.30 |
8,558.94 |
8,828.37 |
PP |
8,597.44 |
8,597.44 |
8,597.44 |
8,481.97 |
S1 |
7,999.96 |
7,999.96 |
8,364.72 |
7,769.03 |
S2 |
7,538.10 |
7,538.10 |
8,267.62 |
|
S3 |
6,478.76 |
6,940.62 |
8,170.51 |
|
S4 |
5,419.42 |
5,881.28 |
7,879.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,194.91 |
8,135.57 |
1,059.34 |
12.5% |
292.48 |
3.5% |
31% |
False |
True |
|
10 |
9,736.57 |
8,135.57 |
1,601.00 |
18.9% |
204.36 |
2.4% |
20% |
False |
True |
|
20 |
9,736.57 |
8,135.57 |
1,601.00 |
18.9% |
160.72 |
1.9% |
20% |
False |
True |
|
40 |
9,736.57 |
8,135.57 |
1,601.00 |
18.9% |
123.27 |
1.5% |
20% |
False |
True |
|
60 |
9,736.57 |
8,135.57 |
1,601.00 |
18.9% |
100.03 |
1.2% |
20% |
False |
True |
|
80 |
9,736.57 |
8,135.57 |
1,601.00 |
18.9% |
89.08 |
1.1% |
20% |
False |
True |
|
100 |
9,736.57 |
7,603.89 |
2,132.68 |
25.2% |
85.52 |
1.0% |
40% |
False |
False |
|
120 |
9,736.57 |
7,463.57 |
2,273.00 |
26.9% |
87.72 |
1.0% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,998.80 |
2.618 |
9,419.60 |
1.618 |
9,064.70 |
1.000 |
8,845.37 |
0.618 |
8,709.80 |
HIGH |
8,490.47 |
0.618 |
8,354.90 |
0.500 |
8,313.02 |
0.382 |
8,271.14 |
LOW |
8,135.57 |
0.618 |
7,916.24 |
1.000 |
7,780.67 |
1.618 |
7,561.34 |
2.618 |
7,206.44 |
4.250 |
6,627.25 |
|
|
Fisher Pivots for day following 28-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
8,412.23 |
8,584.22 |
PP |
8,362.62 |
8,543.42 |
S1 |
8,313.02 |
8,502.63 |
|