Trading Metrics calculated at close of trading on 02-Mar-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2020 |
02-Mar-2020 |
Change |
Change % |
Previous Week |
Open |
1,644.13 |
1,586.24 |
-57.89 |
-3.5% |
1,642.79 |
High |
1,648.07 |
1,610.32 |
-37.75 |
-2.3% |
1,687.92 |
Low |
1,566.78 |
1,579.73 |
12.95 |
0.8% |
1,566.78 |
Close |
1,585.69 |
1,589.36 |
3.67 |
0.2% |
1,585.69 |
Range |
81.29 |
30.59 |
-50.70 |
-62.4% |
121.14 |
ATR |
23.09 |
23.63 |
0.54 |
2.3% |
0.00 |
Volume |
4,536 |
4,543 |
7 |
0.2% |
26,456 |
|
Daily Pivots for day following 02-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,684.91 |
1,667.72 |
1,606.18 |
|
R3 |
1,654.32 |
1,637.13 |
1,597.77 |
|
R2 |
1,623.73 |
1,623.73 |
1,594.97 |
|
R1 |
1,606.54 |
1,606.54 |
1,592.16 |
1,615.14 |
PP |
1,593.14 |
1,593.14 |
1,593.14 |
1,597.43 |
S1 |
1,575.95 |
1,575.95 |
1,586.56 |
1,584.55 |
S2 |
1,562.55 |
1,562.55 |
1,583.75 |
|
S3 |
1,531.96 |
1,545.36 |
1,580.95 |
|
S4 |
1,501.37 |
1,514.77 |
1,572.54 |
|
|
Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,976.88 |
1,902.43 |
1,652.32 |
|
R3 |
1,855.74 |
1,781.29 |
1,619.00 |
|
R2 |
1,734.60 |
1,734.60 |
1,607.90 |
|
R1 |
1,660.15 |
1,660.15 |
1,596.79 |
1,636.81 |
PP |
1,613.46 |
1,613.46 |
1,613.46 |
1,601.79 |
S1 |
1,539.01 |
1,539.01 |
1,574.59 |
1,515.67 |
S2 |
1,492.32 |
1,492.32 |
1,563.48 |
|
S3 |
1,371.18 |
1,417.87 |
1,552.38 |
|
S4 |
1,250.04 |
1,296.73 |
1,519.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,659.18 |
1,566.78 |
92.40 |
5.8% |
36.94 |
2.3% |
24% |
False |
False |
4,993 |
10 |
1,687.92 |
1,566.78 |
121.14 |
7.6% |
31.26 |
2.0% |
19% |
False |
False |
5,913 |
20 |
1,687.92 |
1,548.29 |
139.63 |
8.8% |
21.66 |
1.4% |
29% |
False |
False |
6,494 |
40 |
1,687.92 |
1,536.52 |
151.40 |
9.5% |
19.19 |
1.2% |
35% |
False |
False |
6,854 |
60 |
1,687.92 |
1,458.92 |
229.00 |
14.4% |
16.74 |
1.1% |
57% |
False |
False |
7,002 |
80 |
1,687.92 |
1,446.68 |
241.24 |
15.2% |
15.43 |
1.0% |
59% |
False |
False |
6,980 |
100 |
1,687.92 |
1,446.68 |
241.24 |
15.2% |
15.30 |
1.0% |
59% |
False |
False |
6,876 |
120 |
1,687.92 |
1,446.68 |
241.24 |
15.2% |
16.07 |
1.0% |
59% |
False |
False |
6,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,740.33 |
2.618 |
1,690.40 |
1.618 |
1,659.81 |
1.000 |
1,640.91 |
0.618 |
1,629.22 |
HIGH |
1,610.32 |
0.618 |
1,598.63 |
0.500 |
1,595.03 |
0.382 |
1,591.42 |
LOW |
1,579.73 |
0.618 |
1,560.83 |
1.000 |
1,549.14 |
1.618 |
1,530.24 |
2.618 |
1,499.65 |
4.250 |
1,449.72 |
|
|
Fisher Pivots for day following 02-Mar-2020 |
Pivot |
1 day |
3 day |
R1 |
1,595.03 |
1,612.35 |
PP |
1,593.14 |
1,604.69 |
S1 |
1,591.25 |
1,597.02 |
|