| 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 |
1,619.34 |
1,642.79 |
23.45 |
1.4% |
1,584.04 |
| High |
1,647.97 |
1,687.92 |
39.95 |
2.4% |
1,647.97 |
| Low |
1,619.04 |
1,642.73 |
23.69 |
1.5% |
1,578.91 |
| Close |
1,643.30 |
1,658.60 |
15.30 |
0.9% |
1,643.30 |
| Range |
28.93 |
45.19 |
16.26 |
56.2% |
69.06 |
| ATR |
15.08 |
17.23 |
2.15 |
14.3% |
0.00 |
| Volume |
6,531 |
6,032 |
-499 |
-7.6% |
33,989 |
|
| Daily Pivots for day following 24-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,798.65 |
1,773.82 |
1,683.45 |
|
| R3 |
1,753.46 |
1,728.63 |
1,671.03 |
|
| R2 |
1,708.27 |
1,708.27 |
1,666.88 |
|
| R1 |
1,683.44 |
1,683.44 |
1,662.74 |
1,695.86 |
| PP |
1,663.08 |
1,663.08 |
1,663.08 |
1,669.29 |
| S1 |
1,638.25 |
1,638.25 |
1,654.46 |
1,650.67 |
| S2 |
1,617.89 |
1,617.89 |
1,650.32 |
|
| S3 |
1,572.70 |
1,593.06 |
1,646.17 |
|
| S4 |
1,527.51 |
1,547.87 |
1,633.75 |
|
|
| Weekly Pivots for week ending 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,830.57 |
1,806.00 |
1,681.28 |
|
| R3 |
1,761.51 |
1,736.94 |
1,662.29 |
|
| R2 |
1,692.45 |
1,692.45 |
1,655.96 |
|
| R1 |
1,667.88 |
1,667.88 |
1,649.63 |
1,680.17 |
| PP |
1,623.39 |
1,623.39 |
1,623.39 |
1,629.54 |
| S1 |
1,598.82 |
1,598.82 |
1,636.97 |
1,611.11 |
| S2 |
1,554.33 |
1,554.33 |
1,630.64 |
|
| S3 |
1,485.27 |
1,529.76 |
1,624.31 |
|
| S4 |
1,416.21 |
1,460.70 |
1,605.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,687.92 |
1,581.01 |
106.91 |
6.4% |
25.58 |
1.5% |
73% |
True |
False |
6,834 |
| 10 |
1,687.92 |
1,562.37 |
125.55 |
7.6% |
17.35 |
1.0% |
77% |
True |
False |
6,919 |
| 20 |
1,687.92 |
1,548.29 |
139.63 |
8.4% |
16.41 |
1.0% |
79% |
True |
False |
6,992 |
| 40 |
1,687.92 |
1,510.74 |
177.18 |
10.7% |
16.55 |
1.0% |
83% |
True |
False |
7,094 |
| 60 |
1,687.92 |
1,453.32 |
234.60 |
14.1% |
14.69 |
0.9% |
88% |
True |
False |
7,156 |
| 80 |
1,687.92 |
1,446.68 |
241.24 |
14.5% |
14.21 |
0.9% |
88% |
True |
False |
7,098 |
| 100 |
1,687.92 |
1,446.68 |
241.24 |
14.5% |
14.28 |
0.9% |
88% |
True |
False |
6,969 |
| 120 |
1,687.92 |
1,446.68 |
241.24 |
14.5% |
15.35 |
0.9% |
88% |
True |
False |
6,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,879.98 |
|
2.618 |
1,806.23 |
|
1.618 |
1,761.04 |
|
1.000 |
1,733.11 |
|
0.618 |
1,715.85 |
|
HIGH |
1,687.92 |
|
0.618 |
1,670.66 |
|
0.500 |
1,665.33 |
|
0.382 |
1,659.99 |
|
LOW |
1,642.73 |
|
0.618 |
1,614.80 |
|
1.000 |
1,597.54 |
|
1.618 |
1,569.61 |
|
2.618 |
1,524.42 |
|
4.250 |
1,450.67 |
|
|
| Fisher Pivots for day following 24-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1,665.33 |
1,654.48 |
| PP |
1,663.08 |
1,650.36 |
| S1 |
1,660.84 |
1,646.24 |
|