| Trading Metrics calculated at close of trading on 19-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2020 |
19-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
9,567.27 |
9,683.94 |
116.67 |
1.2% |
9,373.20 |
| High |
9,647.72 |
9,736.57 |
88.85 |
0.9% |
9,636.41 |
| Low |
9,567.27 |
9,676.07 |
108.80 |
1.1% |
9,373.20 |
| Close |
9,629.80 |
9,718.73 |
88.93 |
0.9% |
9,623.58 |
| Range |
80.45 |
60.50 |
-19.95 |
-24.8% |
263.21 |
| ATR |
107.41 |
107.37 |
-0.05 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,891.96 |
9,865.84 |
9,752.01 |
|
| R3 |
9,831.46 |
9,805.34 |
9,735.37 |
|
| R2 |
9,770.96 |
9,770.96 |
9,729.82 |
|
| R1 |
9,744.84 |
9,744.84 |
9,724.28 |
9,757.90 |
| PP |
9,710.46 |
9,710.46 |
9,710.46 |
9,716.99 |
| S1 |
9,684.34 |
9,684.34 |
9,713.18 |
9,697.40 |
| S2 |
9,649.96 |
9,649.96 |
9,707.64 |
|
| S3 |
9,589.46 |
9,623.84 |
9,702.09 |
|
| S4 |
9,528.96 |
9,563.34 |
9,685.46 |
|
|
| 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 |
9,736.57 |
9,532.74 |
203.83 |
2.1% |
72.03 |
0.7% |
91% |
True |
False |
|
| 10 |
9,736.57 |
9,311.88 |
424.69 |
4.4% |
90.92 |
0.9% |
96% |
True |
False |
|
| 20 |
9,736.57 |
8,910.97 |
825.60 |
8.5% |
104.38 |
1.1% |
98% |
True |
False |
|
| 40 |
9,736.57 |
8,656.48 |
1,080.09 |
11.1% |
85.92 |
0.9% |
98% |
True |
False |
|
| 60 |
9,736.57 |
8,168.82 |
1,567.75 |
16.1% |
76.10 |
0.8% |
99% |
True |
False |
|
| 80 |
9,736.57 |
7,912.72 |
1,823.85 |
18.8% |
71.75 |
0.7% |
99% |
True |
False |
|
| 100 |
9,736.57 |
7,463.57 |
2,273.00 |
23.4% |
75.41 |
0.8% |
99% |
True |
False |
|
| 120 |
9,736.57 |
7,463.57 |
2,273.00 |
23.4% |
76.74 |
0.8% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,993.70 |
|
2.618 |
9,894.96 |
|
1.618 |
9,834.46 |
|
1.000 |
9,797.07 |
|
0.618 |
9,773.96 |
|
HIGH |
9,736.57 |
|
0.618 |
9,713.46 |
|
0.500 |
9,706.32 |
|
0.382 |
9,699.18 |
|
LOW |
9,676.07 |
|
0.618 |
9,638.68 |
|
1.000 |
9,615.57 |
|
1.618 |
9,578.18 |
|
2.618 |
9,517.68 |
|
4.250 |
9,418.95 |
|
|
| Fisher Pivots for day following 19-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,714.59 |
9,696.46 |
| PP |
9,710.46 |
9,674.19 |
| S1 |
9,706.32 |
9,651.92 |
|