| Trading Metrics calculated at close of trading on 27-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2020 |
27-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
27,159.46 |
26,526.00 |
-633.46 |
-2.3% |
29,282.78 |
| High |
27,542.78 |
26,775.31 |
-767.47 |
-2.8% |
29,409.09 |
| Low |
26,890.97 |
25,752.82 |
-1,138.15 |
-4.2% |
28,892.70 |
| Close |
26,957.59 |
25,766.64 |
-1,190.95 |
-4.4% |
28,992.41 |
| Range |
651.81 |
1,022.49 |
370.68 |
56.9% |
516.39 |
| ATR |
419.83 |
475.90 |
56.07 |
13.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,165.73 |
28,488.67 |
26,329.01 |
|
| R3 |
28,143.24 |
27,466.18 |
26,047.82 |
|
| R2 |
27,120.75 |
27,120.75 |
25,954.10 |
|
| R1 |
26,443.69 |
26,443.69 |
25,860.37 |
26,270.98 |
| PP |
26,098.26 |
26,098.26 |
26,098.26 |
26,011.90 |
| S1 |
25,421.20 |
25,421.20 |
25,672.91 |
25,248.49 |
| S2 |
25,075.77 |
25,075.77 |
25,579.18 |
|
| S3 |
24,053.28 |
24,398.71 |
25,485.46 |
|
| S4 |
23,030.79 |
23,376.22 |
25,204.27 |
|
|
| 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 |
29,146.53 |
25,752.82 |
3,393.71 |
13.2% |
711.16 |
2.8% |
0% |
False |
True |
|
| 10 |
29,535.40 |
25,752.82 |
3,782.58 |
14.7% |
467.94 |
1.8% |
0% |
False |
True |
|
| 20 |
29,568.57 |
25,752.82 |
3,815.75 |
14.8% |
379.00 |
1.5% |
0% |
False |
True |
|
| 40 |
29,568.57 |
25,752.82 |
3,815.75 |
14.8% |
294.53 |
1.1% |
0% |
False |
True |
|
| 60 |
29,568.57 |
25,752.82 |
3,815.75 |
14.8% |
249.75 |
1.0% |
0% |
False |
True |
|
| 80 |
29,568.57 |
25,752.82 |
3,815.75 |
14.8% |
222.87 |
0.9% |
0% |
False |
True |
|
| 100 |
29,568.57 |
25,752.82 |
3,815.75 |
14.8% |
219.87 |
0.9% |
0% |
False |
True |
|
| 120 |
29,568.57 |
25,743.46 |
3,825.11 |
14.8% |
224.08 |
0.9% |
1% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
31,120.89 |
|
2.618 |
29,452.19 |
|
1.618 |
28,429.70 |
|
1.000 |
27,797.80 |
|
0.618 |
27,407.21 |
|
HIGH |
26,775.31 |
|
0.618 |
26,384.72 |
|
0.500 |
26,264.07 |
|
0.382 |
26,143.41 |
|
LOW |
25,752.82 |
|
0.618 |
25,120.92 |
|
1.000 |
24,730.33 |
|
1.618 |
24,098.43 |
|
2.618 |
23,075.94 |
|
4.250 |
21,407.24 |
|
|
| Fisher Pivots for day following 27-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
26,264.07 |
26,943.82 |
| PP |
26,098.26 |
26,551.43 |
| S1 |
25,932.45 |
26,159.03 |
|