| 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 |
9,582.54 |
9,036.23 |
-546.31 |
-5.7% |
9,567.27 |
| High |
9,594.00 |
9,194.91 |
-399.09 |
-4.2% |
9,736.57 |
| Low |
9,406.38 |
9,034.19 |
-372.19 |
-4.0% |
9,406.38 |
| Close |
9,446.69 |
9,079.63 |
-367.06 |
-3.9% |
9,446.69 |
| Range |
187.62 |
160.72 |
-26.90 |
-14.3% |
330.19 |
| ATR |
122.02 |
142.77 |
20.75 |
17.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,585.07 |
9,493.07 |
9,168.03 |
|
| R3 |
9,424.35 |
9,332.35 |
9,123.83 |
|
| R2 |
9,263.63 |
9,263.63 |
9,109.10 |
|
| R1 |
9,171.63 |
9,171.63 |
9,094.36 |
9,217.63 |
| PP |
9,102.91 |
9,102.91 |
9,102.91 |
9,125.91 |
| S1 |
9,010.91 |
9,010.91 |
9,064.90 |
9,056.91 |
| S2 |
8,942.19 |
8,942.19 |
9,050.16 |
|
| S3 |
8,781.47 |
8,850.19 |
9,035.43 |
|
| S4 |
8,620.75 |
8,689.47 |
8,991.23 |
|
|
| Weekly Pivots for week ending 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,520.45 |
10,313.76 |
9,628.29 |
|
| R3 |
10,190.26 |
9,983.57 |
9,537.49 |
|
| R2 |
9,860.07 |
9,860.07 |
9,507.22 |
|
| R1 |
9,653.38 |
9,653.38 |
9,476.96 |
9,591.63 |
| PP |
9,529.88 |
9,529.88 |
9,529.88 |
9,499.01 |
| S1 |
9,323.19 |
9,323.19 |
9,416.42 |
9,261.44 |
| S2 |
9,199.69 |
9,199.69 |
9,386.16 |
|
| S3 |
8,869.50 |
8,993.00 |
9,355.89 |
|
| S4 |
8,539.31 |
8,662.81 |
9,265.09 |
|
|
| 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 |
9,034.19 |
702.38 |
7.7% |
138.06 |
1.5% |
6% |
False |
True |
|
| 10 |
9,736.57 |
9,034.19 |
702.38 |
7.7% |
116.05 |
1.3% |
6% |
False |
True |
|
| 20 |
9,736.57 |
8,910.97 |
825.60 |
9.1% |
116.35 |
1.3% |
20% |
False |
False |
|
| 40 |
9,736.57 |
8,671.92 |
1,064.65 |
11.7% |
97.75 |
1.1% |
38% |
False |
False |
|
| 60 |
9,736.57 |
8,168.82 |
1,567.75 |
17.3% |
82.49 |
0.9% |
58% |
False |
False |
|
| 80 |
9,736.57 |
8,026.23 |
1,710.34 |
18.8% |
75.96 |
0.8% |
62% |
False |
False |
|
| 100 |
9,736.57 |
7,463.57 |
2,273.00 |
25.0% |
77.78 |
0.9% |
71% |
False |
False |
|
| 120 |
9,736.57 |
7,463.57 |
2,273.00 |
25.0% |
79.06 |
0.9% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,877.97 |
|
2.618 |
9,615.67 |
|
1.618 |
9,454.95 |
|
1.000 |
9,355.63 |
|
0.618 |
9,294.23 |
|
HIGH |
9,194.91 |
|
0.618 |
9,133.51 |
|
0.500 |
9,114.55 |
|
0.382 |
9,095.59 |
|
LOW |
9,034.19 |
|
0.618 |
8,934.87 |
|
1.000 |
8,873.47 |
|
1.618 |
8,774.15 |
|
2.618 |
8,613.43 |
|
4.250 |
8,351.13 |
|
|
| Fisher Pivots for day following 24-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,114.55 |
9,374.21 |
| PP |
9,102.91 |
9,276.02 |
| S1 |
9,091.27 |
9,177.82 |
|