| Trading Metrics calculated at close of trading on 18-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2021 |
18-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1,752.8760 |
1,854.2320 |
101.3560 |
5.8% |
1,719.3790 |
| High |
1,854.2320 |
1,949.4430 |
95.2110 |
5.1% |
1,860.7510 |
| Low |
1,734.5110 |
1,831.6710 |
97.1600 |
5.6% |
1,494.4070 |
| Close |
1,854.2320 |
1,944.9780 |
90.7460 |
4.9% |
1,852.9690 |
| Range |
119.7210 |
117.7720 |
-1.9490 |
-1.6% |
366.3440 |
| ATR |
152.6026 |
150.1147 |
-2.4879 |
-1.6% |
0.0000 |
| Volume |
672,987 |
732,685 |
59,698 |
8.9% |
4,508,205 |
|
| Daily Pivots for day following 18-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,262.0133 |
2,221.2677 |
2,009.7526 |
|
| R3 |
2,144.2413 |
2,103.4957 |
1,977.3653 |
|
| R2 |
2,026.4693 |
2,026.4693 |
1,966.5695 |
|
| R1 |
1,985.7237 |
1,985.7237 |
1,955.7738 |
2,006.0965 |
| PP |
1,908.6973 |
1,908.6973 |
1,908.6973 |
1,918.8838 |
| S1 |
1,867.9517 |
1,867.9517 |
1,934.1822 |
1,888.3245 |
| S2 |
1,790.9253 |
1,790.9253 |
1,923.3865 |
|
| S3 |
1,673.1533 |
1,750.1797 |
1,912.5907 |
|
| S4 |
1,555.3813 |
1,632.4077 |
1,880.2034 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,835.0743 |
2,710.3657 |
2,054.4582 |
|
| R3 |
2,468.7303 |
2,344.0217 |
1,953.7136 |
|
| R2 |
2,102.3863 |
2,102.3863 |
1,920.1321 |
|
| R1 |
1,977.6777 |
1,977.6777 |
1,886.5505 |
2,040.0320 |
| PP |
1,736.0423 |
1,736.0423 |
1,736.0423 |
1,767.2195 |
| S1 |
1,611.3337 |
1,611.3337 |
1,819.3875 |
1,673.6880 |
| S2 |
1,369.6983 |
1,369.6983 |
1,785.8059 |
|
| S3 |
1,003.3543 |
1,244.9897 |
1,752.2244 |
|
| S4 |
637.0103 |
878.6457 |
1,651.4798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,949.4430 |
1,705.6500 |
243.7930 |
12.5% |
113.7366 |
5.8% |
98% |
True |
False |
731,405 |
| 10 |
1,949.4430 |
1,494.4070 |
455.0360 |
23.4% |
143.8391 |
7.4% |
99% |
True |
False |
884,002 |
| 20 |
1,949.4430 |
1,043.7570 |
905.6860 |
46.6% |
161.4820 |
8.3% |
100% |
True |
False |
1,182,827 |
| 40 |
1,949.4430 |
552.3810 |
1,397.0620 |
71.8% |
155.6416 |
8.0% |
100% |
True |
False |
1,391,920 |
| 60 |
1,949.4430 |
469.2790 |
1,480.1640 |
76.1% |
118.9154 |
6.1% |
100% |
True |
False |
1,200,546 |
| 80 |
1,949.4430 |
370.8360 |
1,578.6070 |
81.2% |
95.2873 |
4.9% |
100% |
True |
False |
1,067,643 |
| 100 |
1,949.4430 |
333.2500 |
1,616.1930 |
83.1% |
79.8698 |
4.1% |
100% |
True |
False |
953,998 |
| 120 |
1,949.4430 |
315.3600 |
1,634.0830 |
84.0% |
72.1449 |
3.7% |
100% |
True |
False |
941,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,449.9740 |
|
2.618 |
2,257.7701 |
|
1.618 |
2,139.9981 |
|
1.000 |
2,067.2150 |
|
0.618 |
2,022.2261 |
|
HIGH |
1,949.4430 |
|
0.618 |
1,904.4541 |
|
0.500 |
1,890.5570 |
|
0.382 |
1,876.6599 |
|
LOW |
1,831.6710 |
|
0.618 |
1,758.8879 |
|
1.000 |
1,713.8990 |
|
1.618 |
1,641.1159 |
|
2.618 |
1,523.3439 |
|
4.250 |
1,331.1400 |
|
|
| Fisher Pivots for day following 18-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,926.8377 |
1,909.2187 |
| PP |
1,908.6973 |
1,873.4593 |
| S1 |
1,890.5570 |
1,837.7000 |
|