| Trading Metrics calculated at close of trading on 18-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2020 |
18-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
9,613.88 |
9,567.27 |
-46.61 |
-0.5% |
9,373.20 |
| High |
9,634.75 |
9,647.72 |
12.97 |
0.1% |
9,636.41 |
| Low |
9,583.08 |
9,567.27 |
-15.81 |
-0.2% |
9,373.20 |
| Close |
9,623.58 |
9,629.80 |
6.22 |
0.1% |
9,623.58 |
| Range |
51.67 |
80.45 |
28.78 |
55.7% |
263.21 |
| ATR |
109.49 |
107.41 |
-2.07 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,856.28 |
9,823.49 |
9,674.05 |
|
| R3 |
9,775.83 |
9,743.04 |
9,651.92 |
|
| R2 |
9,695.38 |
9,695.38 |
9,644.55 |
|
| R1 |
9,662.59 |
9,662.59 |
9,637.17 |
9,678.99 |
| PP |
9,614.93 |
9,614.93 |
9,614.93 |
9,623.13 |
| S1 |
9,582.14 |
9,582.14 |
9,622.43 |
9,598.54 |
| S2 |
9,534.48 |
9,534.48 |
9,615.05 |
|
| S3 |
9,454.03 |
9,501.69 |
9,607.68 |
|
| S4 |
9,373.58 |
9,421.24 |
9,585.55 |
|
|
| Weekly Pivots for week ending 14-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,334.03 |
10,242.01 |
9,768.35 |
|
| R3 |
10,070.82 |
9,978.80 |
9,695.96 |
|
| R2 |
9,807.61 |
9,807.61 |
9,671.84 |
|
| R1 |
9,715.59 |
9,715.59 |
9,647.71 |
9,761.60 |
| PP |
9,544.40 |
9,544.40 |
9,544.40 |
9,567.40 |
| S1 |
9,452.38 |
9,452.38 |
9,599.45 |
9,498.39 |
| S2 |
9,281.19 |
9,281.19 |
9,575.32 |
|
| S3 |
9,017.98 |
9,189.17 |
9,551.20 |
|
| S4 |
8,754.77 |
8,925.96 |
9,478.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,647.72 |
9,493.63 |
154.09 |
1.6% |
81.22 |
0.8% |
88% |
True |
False |
|
| 10 |
9,647.72 |
9,224.86 |
422.86 |
4.4% |
97.68 |
1.0% |
96% |
True |
False |
|
| 20 |
9,647.72 |
8,910.97 |
736.75 |
7.7% |
103.64 |
1.1% |
98% |
True |
False |
|
| 40 |
9,647.72 |
8,592.68 |
1,055.04 |
11.0% |
85.66 |
0.9% |
98% |
True |
False |
|
| 60 |
9,647.72 |
8,168.82 |
1,478.90 |
15.4% |
76.97 |
0.8% |
99% |
True |
False |
|
| 80 |
9,647.72 |
7,845.09 |
1,802.63 |
18.7% |
71.56 |
0.7% |
99% |
True |
False |
|
| 100 |
9,647.72 |
7,463.57 |
2,184.15 |
22.7% |
76.55 |
0.8% |
99% |
True |
False |
|
| 120 |
9,647.72 |
7,463.57 |
2,184.15 |
22.7% |
77.14 |
0.8% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,989.63 |
|
2.618 |
9,858.34 |
|
1.618 |
9,777.89 |
|
1.000 |
9,728.17 |
|
0.618 |
9,697.44 |
|
HIGH |
9,647.72 |
|
0.618 |
9,616.99 |
|
0.500 |
9,607.50 |
|
0.382 |
9,598.00 |
|
LOW |
9,567.27 |
|
0.618 |
9,517.55 |
|
1.000 |
9,486.82 |
|
1.618 |
9,437.10 |
|
2.618 |
9,356.65 |
|
4.250 |
9,225.36 |
|
|
| Fisher Pivots for day following 18-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,622.37 |
9,616.61 |
| PP |
9,614.93 |
9,603.42 |
| S1 |
9,607.50 |
9,590.23 |
|