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 |
26,526.00 |
25,270.83 |
-1,255.17 |
-4.7% |
28,402.93 |
High |
26,775.31 |
25,494.24 |
-1,281.07 |
-4.8% |
28,402.93 |
Low |
25,752.82 |
24,681.01 |
-1,071.81 |
-4.2% |
24,681.01 |
Close |
25,766.64 |
25,409.36 |
-357.28 |
-1.4% |
25,409.36 |
Range |
1,022.49 |
813.23 |
-209.26 |
-20.5% |
3,721.92 |
ATR |
475.90 |
519.45 |
43.55 |
9.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
27,634.56 |
27,335.19 |
25,856.64 |
|
R3 |
26,821.33 |
26,521.96 |
25,633.00 |
|
R2 |
26,008.10 |
26,008.10 |
25,558.45 |
|
R1 |
25,708.73 |
25,708.73 |
25,483.91 |
25,858.42 |
PP |
25,194.87 |
25,194.87 |
25,194.87 |
25,269.71 |
S1 |
24,895.50 |
24,895.50 |
25,334.81 |
25,045.19 |
S2 |
24,381.64 |
24,381.64 |
25,260.27 |
|
S3 |
23,568.41 |
24,082.27 |
25,185.72 |
|
S4 |
22,755.18 |
23,269.04 |
24,962.08 |
|
|
Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
37,330.19 |
35,091.70 |
27,456.42 |
|
R3 |
33,608.27 |
31,369.78 |
26,432.89 |
|
R2 |
29,886.35 |
29,886.35 |
26,091.71 |
|
R1 |
27,647.86 |
27,647.86 |
25,750.54 |
26,906.15 |
PP |
26,164.43 |
26,164.43 |
26,164.43 |
25,793.58 |
S1 |
23,925.94 |
23,925.94 |
25,068.18 |
23,184.23 |
S2 |
22,442.51 |
22,442.51 |
24,727.01 |
|
S3 |
18,720.59 |
20,204.02 |
24,385.83 |
|
S4 |
14,998.67 |
16,482.10 |
23,362.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,402.93 |
24,681.01 |
3,721.92 |
14.6% |
823.04 |
3.2% |
20% |
False |
True |
|
10 |
29,463.04 |
24,681.01 |
4,782.03 |
18.8% |
530.58 |
2.1% |
15% |
False |
True |
|
20 |
29,568.57 |
24,681.01 |
4,887.56 |
19.2% |
400.17 |
1.6% |
15% |
False |
True |
|
40 |
29,568.57 |
24,681.01 |
4,887.56 |
19.2% |
310.59 |
1.2% |
15% |
False |
True |
|
60 |
29,568.57 |
24,681.01 |
4,887.56 |
19.2% |
257.85 |
1.0% |
15% |
False |
True |
|
80 |
29,568.57 |
24,681.01 |
4,887.56 |
19.2% |
230.48 |
0.9% |
15% |
False |
True |
|
100 |
29,568.57 |
24,681.01 |
4,887.56 |
19.2% |
224.81 |
0.9% |
15% |
False |
True |
|
120 |
29,568.57 |
24,681.01 |
4,887.56 |
19.2% |
229.59 |
0.9% |
15% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,950.47 |
2.618 |
27,623.28 |
1.618 |
26,810.05 |
1.000 |
26,307.47 |
0.618 |
25,996.82 |
HIGH |
25,494.24 |
0.618 |
25,183.59 |
0.500 |
25,087.63 |
0.382 |
24,991.66 |
LOW |
24,681.01 |
0.618 |
24,178.43 |
1.000 |
23,867.78 |
1.618 |
23,365.20 |
2.618 |
22,551.97 |
4.250 |
21,224.78 |
|
|
Fisher Pivots for day following 28-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
25,302.12 |
26,111.90 |
PP |
25,194.87 |
25,877.72 |
S1 |
25,087.63 |
25,643.54 |
|