| Trading Metrics calculated at close of trading on 04-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2020 |
04-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
26,762.47 |
26,383.68 |
-378.79 |
-1.4% |
28,402.93 |
| High |
27,077.89 |
27,095.50 |
17.61 |
0.1% |
28,402.93 |
| Low |
25,706.97 |
26,286.31 |
579.34 |
2.3% |
24,681.01 |
| Close |
25,917.41 |
27,090.86 |
1,173.45 |
4.5% |
25,409.36 |
| Range |
1,370.92 |
809.19 |
-561.73 |
-41.0% |
3,721.92 |
| ATR |
632.66 |
671.62 |
38.96 |
6.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
29,251.79 |
28,980.52 |
27,535.91 |
|
| R3 |
28,442.60 |
28,171.33 |
27,313.39 |
|
| R2 |
27,633.41 |
27,633.41 |
27,239.21 |
|
| R1 |
27,362.14 |
27,362.14 |
27,165.04 |
27,497.78 |
| PP |
26,824.22 |
26,824.22 |
26,824.22 |
26,892.04 |
| S1 |
26,552.95 |
26,552.95 |
27,016.68 |
26,688.59 |
| S2 |
26,015.03 |
26,015.03 |
26,942.51 |
|
| S3 |
25,205.84 |
25,743.76 |
26,868.33 |
|
| S4 |
24,396.65 |
24,934.57 |
26,645.81 |
|
|
| Weekly Pivots for week ending 28-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
37,330.19 |
35,091.70 |
27,456.42 |
|
| R3 |
33,608.27 |
31,369.78 |
26,432.89 |
|
| R2 |
29,886.35 |
29,886.35 |
26,091.71 |
|
| R1 |
27,647.86 |
27,647.86 |
25,750.54 |
26,906.15 |
| PP |
26,164.43 |
26,164.43 |
26,164.43 |
25,793.58 |
| S1 |
23,925.94 |
23,925.94 |
25,068.18 |
23,184.23 |
| S2 |
22,442.51 |
22,442.51 |
24,727.01 |
|
| S3 |
18,720.59 |
20,204.02 |
24,385.83 |
|
| S4 |
14,998.67 |
16,482.10 |
23,362.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
27,095.50 |
24,681.01 |
2,414.49 |
8.9% |
1,065.02 |
3.9% |
100% |
True |
False |
|
| 10 |
29,368.45 |
24,681.01 |
4,687.44 |
17.3% |
826.72 |
3.1% |
51% |
False |
False |
|
| 20 |
29,568.57 |
24,681.01 |
4,887.56 |
18.0% |
516.51 |
1.9% |
49% |
False |
False |
|
| 40 |
29,568.57 |
24,681.01 |
4,887.56 |
18.0% |
379.07 |
1.4% |
49% |
False |
False |
|
| 60 |
29,568.57 |
24,681.01 |
4,887.56 |
18.0% |
307.71 |
1.1% |
49% |
False |
False |
|
| 80 |
29,568.57 |
24,681.01 |
4,887.56 |
18.0% |
269.87 |
1.0% |
49% |
False |
False |
|
| 100 |
29,568.57 |
24,681.01 |
4,887.56 |
18.0% |
252.83 |
0.9% |
49% |
False |
False |
|
| 120 |
29,568.57 |
24,681.01 |
4,887.56 |
18.0% |
253.81 |
0.9% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
30,534.56 |
|
2.618 |
29,213.96 |
|
1.618 |
28,404.77 |
|
1.000 |
27,904.69 |
|
0.618 |
27,595.58 |
|
HIGH |
27,095.50 |
|
0.618 |
26,786.39 |
|
0.500 |
26,690.91 |
|
0.382 |
26,595.42 |
|
LOW |
26,286.31 |
|
0.618 |
25,786.23 |
|
1.000 |
25,477.12 |
|
1.618 |
24,977.04 |
|
2.618 |
24,167.85 |
|
4.250 |
22,847.25 |
|
|
| Fisher Pivots for day following 04-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
26,957.54 |
26,809.31 |
| PP |
26,824.22 |
26,527.75 |
| S1 |
26,690.91 |
26,246.20 |
|