| 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 |
28,402.93 |
28,037.65 |
-365.28 |
-1.3% |
29,282.78 |
| High |
28,402.93 |
28,134.82 |
-268.11 |
-0.9% |
29,409.09 |
| Low |
27,912.44 |
26,997.62 |
-914.82 |
-3.3% |
28,892.70 |
| Close |
27,960.80 |
27,081.36 |
-879.44 |
-3.1% |
28,992.41 |
| Range |
490.49 |
1,137.20 |
646.71 |
131.8% |
516.39 |
| ATR |
345.43 |
401.99 |
56.55 |
16.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,816.20 |
30,085.98 |
27,706.82 |
|
| R3 |
29,679.00 |
28,948.78 |
27,394.09 |
|
| R2 |
28,541.80 |
28,541.80 |
27,289.85 |
|
| R1 |
27,811.58 |
27,811.58 |
27,185.60 |
27,608.09 |
| PP |
27,404.60 |
27,404.60 |
27,404.60 |
27,302.86 |
| S1 |
26,674.38 |
26,674.38 |
26,977.12 |
26,470.89 |
| S2 |
26,267.40 |
26,267.40 |
26,872.87 |
|
| S3 |
25,130.20 |
25,537.18 |
26,768.63 |
|
| S4 |
23,993.00 |
24,399.98 |
26,455.90 |
|
|
| Weekly Pivots for week ending 21-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,647.24 |
30,336.21 |
29,276.42 |
|
| R3 |
30,130.85 |
29,819.82 |
29,134.42 |
|
| R2 |
29,614.46 |
29,614.46 |
29,087.08 |
|
| R1 |
29,303.43 |
29,303.43 |
29,039.75 |
29,200.75 |
| PP |
29,098.07 |
29,098.07 |
29,098.07 |
29,046.73 |
| S1 |
28,787.04 |
28,787.04 |
28,945.07 |
28,684.36 |
| S2 |
28,581.68 |
28,581.68 |
28,897.74 |
|
| S3 |
28,065.29 |
28,270.65 |
28,850.40 |
|
| S4 |
27,548.90 |
27,754.26 |
28,708.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
29,409.09 |
26,997.62 |
2,411.47 |
8.9% |
485.01 |
1.8% |
3% |
False |
True |
|
| 10 |
29,568.57 |
26,997.62 |
2,570.95 |
9.5% |
337.19 |
1.2% |
3% |
False |
True |
|
| 20 |
29,568.57 |
26,997.62 |
2,570.95 |
9.5% |
318.46 |
1.2% |
3% |
False |
True |
|
| 40 |
29,568.57 |
26,997.62 |
2,570.95 |
9.5% |
260.88 |
1.0% |
3% |
False |
True |
|
| 60 |
29,568.57 |
26,997.62 |
2,570.95 |
9.5% |
224.79 |
0.8% |
3% |
False |
True |
|
| 80 |
29,568.57 |
26,918.29 |
2,650.28 |
9.8% |
207.63 |
0.8% |
6% |
False |
False |
|
| 100 |
29,568.57 |
25,743.46 |
3,825.11 |
14.1% |
212.38 |
0.8% |
35% |
False |
False |
|
| 120 |
29,568.57 |
25,743.46 |
3,825.11 |
14.1% |
213.05 |
0.8% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
32,967.92 |
|
2.618 |
31,112.01 |
|
1.618 |
29,974.81 |
|
1.000 |
29,272.02 |
|
0.618 |
28,837.61 |
|
HIGH |
28,134.82 |
|
0.618 |
27,700.41 |
|
0.500 |
27,566.22 |
|
0.382 |
27,432.03 |
|
LOW |
26,997.62 |
|
0.618 |
26,294.83 |
|
1.000 |
25,860.42 |
|
1.618 |
25,157.63 |
|
2.618 |
24,020.43 |
|
4.250 |
22,164.52 |
|
|
| Fisher Pivots for day following 25-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
27,566.22 |
28,072.08 |
| PP |
27,404.60 |
27,741.84 |
| S1 |
27,242.98 |
27,411.60 |
|