Trading Metrics calculated at close of trading on 24-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2020 |
24-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
29,146.53 |
28,402.93 |
-743.60 |
-2.6% |
29,282.78 |
High |
29,146.53 |
28,402.93 |
-743.60 |
-2.6% |
29,409.09 |
Low |
28,892.70 |
27,912.44 |
-980.26 |
-3.4% |
28,892.70 |
Close |
28,992.41 |
27,960.80 |
-1,031.61 |
-3.6% |
28,992.41 |
Range |
253.83 |
490.49 |
236.66 |
93.2% |
516.39 |
ATR |
288.93 |
345.43 |
56.50 |
19.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,563.53 |
29,252.65 |
28,230.57 |
|
R3 |
29,073.04 |
28,762.16 |
28,095.68 |
|
R2 |
28,582.55 |
28,582.55 |
28,050.72 |
|
R1 |
28,271.67 |
28,271.67 |
28,005.76 |
28,181.87 |
PP |
28,092.06 |
28,092.06 |
28,092.06 |
28,047.15 |
S1 |
27,781.18 |
27,781.18 |
27,915.84 |
27,691.38 |
S2 |
27,601.57 |
27,601.57 |
27,870.88 |
|
S3 |
27,111.08 |
27,290.69 |
27,825.92 |
|
S4 |
26,620.59 |
26,800.20 |
27,691.03 |
|
|
Weekly Pivots for week ending 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,647.24 |
30,336.21 |
29,276.42 |
|
R3 |
30,130.85 |
29,819.82 |
29,134.42 |
|
R2 |
29,614.46 |
29,614.46 |
29,087.08 |
|
R1 |
29,303.43 |
29,303.43 |
29,039.75 |
29,200.75 |
PP |
29,098.07 |
29,098.07 |
29,098.07 |
29,046.73 |
S1 |
28,787.04 |
28,787.04 |
28,945.07 |
28,684.36 |
S2 |
28,581.68 |
28,581.68 |
28,897.74 |
|
S3 |
28,065.29 |
28,270.65 |
28,850.40 |
|
S4 |
27,548.90 |
27,754.26 |
28,708.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,409.09 |
27,912.44 |
1,496.65 |
5.4% |
300.24 |
1.1% |
3% |
False |
True |
|
10 |
29,568.57 |
27,912.44 |
1,656.13 |
5.9% |
251.71 |
0.9% |
3% |
False |
True |
|
20 |
29,568.57 |
27,912.44 |
1,656.13 |
5.9% |
272.73 |
1.0% |
3% |
False |
True |
|
40 |
29,568.57 |
27,912.44 |
1,656.13 |
5.9% |
234.68 |
0.8% |
3% |
False |
True |
|
60 |
29,568.57 |
27,325.13 |
2,243.44 |
8.0% |
207.57 |
0.7% |
28% |
False |
False |
|
80 |
29,568.57 |
26,918.29 |
2,650.28 |
9.5% |
194.99 |
0.7% |
39% |
False |
False |
|
100 |
29,568.57 |
25,743.46 |
3,825.11 |
13.7% |
205.85 |
0.7% |
58% |
False |
False |
|
120 |
29,568.57 |
25,743.46 |
3,825.11 |
13.7% |
205.41 |
0.7% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,487.51 |
2.618 |
29,687.03 |
1.618 |
29,196.54 |
1.000 |
28,893.42 |
0.618 |
28,706.05 |
HIGH |
28,402.93 |
0.618 |
28,215.56 |
0.500 |
28,157.69 |
0.382 |
28,099.81 |
LOW |
27,912.44 |
0.618 |
27,609.32 |
1.000 |
27,421.95 |
1.618 |
27,118.83 |
2.618 |
26,628.34 |
4.250 |
25,827.86 |
|
|
Fisher Pivots for day following 24-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
28,157.69 |
28,640.45 |
PP |
28,092.06 |
28,413.90 |
S1 |
28,026.43 |
28,187.35 |
|