| Trading Metrics calculated at close of trading on 26-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2020 |
26-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
9,167.33 |
8,883.01 |
-284.32 |
-3.1% |
9,567.27 |
| High |
9,178.77 |
9,032.87 |
-145.90 |
-1.6% |
9,736.57 |
| Low |
8,807.11 |
8,813.92 |
6.81 |
0.1% |
9,406.38 |
| Close |
8,834.87 |
8,873.76 |
38.89 |
0.4% |
9,446.69 |
| Range |
371.66 |
218.95 |
-152.71 |
-41.1% |
330.19 |
| ATR |
159.12 |
163.40 |
4.27 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,563.70 |
9,437.68 |
8,994.18 |
|
| R3 |
9,344.75 |
9,218.73 |
8,933.97 |
|
| R2 |
9,125.80 |
9,125.80 |
8,913.90 |
|
| R1 |
8,999.78 |
8,999.78 |
8,893.83 |
8,953.32 |
| PP |
8,906.85 |
8,906.85 |
8,906.85 |
8,883.62 |
| S1 |
8,780.83 |
8,780.83 |
8,853.69 |
8,734.37 |
| S2 |
8,687.90 |
8,687.90 |
8,833.62 |
|
| S3 |
8,468.95 |
8,561.88 |
8,813.55 |
|
| S4 |
8,250.00 |
8,342.93 |
8,753.34 |
|
|
| 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 |
9,714.23 |
8,807.11 |
907.12 |
10.2% |
227.99 |
2.6% |
7% |
False |
False |
|
| 10 |
9,736.57 |
8,807.11 |
929.46 |
10.5% |
150.01 |
1.7% |
7% |
False |
False |
|
| 20 |
9,736.57 |
8,807.11 |
929.46 |
10.5% |
135.50 |
1.5% |
7% |
False |
False |
|
| 40 |
9,736.57 |
8,671.92 |
1,064.65 |
12.0% |
109.43 |
1.2% |
19% |
False |
False |
|
| 60 |
9,736.57 |
8,168.82 |
1,567.75 |
17.7% |
91.00 |
1.0% |
45% |
False |
False |
|
| 80 |
9,736.57 |
8,041.65 |
1,694.92 |
19.1% |
81.68 |
0.9% |
49% |
False |
False |
|
| 100 |
9,736.57 |
7,463.57 |
2,273.00 |
25.6% |
81.05 |
0.9% |
62% |
False |
False |
|
| 120 |
9,736.57 |
7,463.57 |
2,273.00 |
25.6% |
82.76 |
0.9% |
62% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,963.41 |
|
2.618 |
9,606.08 |
|
1.618 |
9,387.13 |
|
1.000 |
9,251.82 |
|
0.618 |
9,168.18 |
|
HIGH |
9,032.87 |
|
0.618 |
8,949.23 |
|
0.500 |
8,923.40 |
|
0.382 |
8,897.56 |
|
LOW |
8,813.92 |
|
0.618 |
8,678.61 |
|
1.000 |
8,594.97 |
|
1.618 |
8,459.66 |
|
2.618 |
8,240.71 |
|
4.250 |
7,883.38 |
|
|
| Fisher Pivots for day following 26-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
8,923.40 |
9,001.01 |
| PP |
8,906.85 |
8,958.59 |
| S1 |
8,890.31 |
8,916.18 |
|