| Trading Metrics calculated at close of trading on 25-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2020 |
25-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
9,036.23 |
9,167.33 |
131.10 |
1.5% |
9,567.27 |
| High |
9,194.91 |
9,178.77 |
-16.14 |
-0.2% |
9,736.57 |
| Low |
9,034.19 |
8,807.11 |
-227.08 |
-2.5% |
9,406.38 |
| Close |
9,079.63 |
8,834.87 |
-244.76 |
-2.7% |
9,446.69 |
| Range |
160.72 |
371.66 |
210.94 |
131.2% |
330.19 |
| ATR |
142.77 |
159.12 |
16.35 |
11.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,055.23 |
9,816.71 |
9,039.28 |
|
| R3 |
9,683.57 |
9,445.05 |
8,937.08 |
|
| R2 |
9,311.91 |
9,311.91 |
8,903.01 |
|
| R1 |
9,073.39 |
9,073.39 |
8,868.94 |
9,006.82 |
| PP |
8,940.25 |
8,940.25 |
8,940.25 |
8,906.97 |
| S1 |
8,701.73 |
8,701.73 |
8,800.80 |
8,635.16 |
| S2 |
8,568.59 |
8,568.59 |
8,766.73 |
|
| S3 |
8,196.93 |
8,330.07 |
8,732.66 |
|
| S4 |
7,825.27 |
7,958.41 |
8,630.46 |
|
|
| 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 |
8,807.11 |
929.46 |
10.5% |
196.30 |
2.2% |
3% |
False |
True |
|
| 10 |
9,736.57 |
8,807.11 |
929.46 |
10.5% |
138.76 |
1.6% |
3% |
False |
True |
|
| 20 |
9,736.57 |
8,807.11 |
929.46 |
10.5% |
130.41 |
1.5% |
3% |
False |
True |
|
| 40 |
9,736.57 |
8,671.92 |
1,064.65 |
12.1% |
105.48 |
1.2% |
15% |
False |
False |
|
| 60 |
9,736.57 |
8,168.82 |
1,567.75 |
17.7% |
88.11 |
1.0% |
42% |
False |
False |
|
| 80 |
9,736.57 |
8,026.23 |
1,710.34 |
19.4% |
79.82 |
0.9% |
47% |
False |
False |
|
| 100 |
9,736.57 |
7,463.57 |
2,273.00 |
25.7% |
80.04 |
0.9% |
60% |
False |
False |
|
| 120 |
9,736.57 |
7,463.57 |
2,273.00 |
25.7% |
81.44 |
0.9% |
60% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,758.33 |
|
2.618 |
10,151.78 |
|
1.618 |
9,780.12 |
|
1.000 |
9,550.43 |
|
0.618 |
9,408.46 |
|
HIGH |
9,178.77 |
|
0.618 |
9,036.80 |
|
0.500 |
8,992.94 |
|
0.382 |
8,949.08 |
|
LOW |
8,807.11 |
|
0.618 |
8,577.42 |
|
1.000 |
8,435.45 |
|
1.618 |
8,205.76 |
|
2.618 |
7,834.10 |
|
4.250 |
7,227.56 |
|
|
| Fisher Pivots for day following 25-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
8,992.94 |
9,200.56 |
| PP |
8,940.25 |
9,078.66 |
| S1 |
8,887.56 |
8,956.77 |
|