| Trading Metrics calculated at close of trading on 23-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1,957.9210 |
1,800.1960 |
-157.7250 |
-8.1% |
1,788.0970 |
| High |
2,036.8430 |
1,801.9190 |
-234.9240 |
-11.5% |
1,973.7720 |
| Low |
1,542.5150 |
1,376.9740 |
-165.5410 |
-10.7% |
1,725.9570 |
| Close |
1,800.1970 |
1,536.4490 |
-263.7480 |
-14.7% |
1,957.9210 |
| Range |
494.3280 |
424.9450 |
-69.3830 |
-14.0% |
247.8150 |
| ATR |
170.1550 |
188.3543 |
18.1993 |
10.7% |
0.0000 |
| Volume |
1,560,615 |
2,272,241 |
711,626 |
45.6% |
2,924,311 |
|
| Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,846.6157 |
2,616.4773 |
1,770.1688 |
|
| R3 |
2,421.6707 |
2,191.5323 |
1,653.3089 |
|
| R2 |
1,996.7257 |
1,996.7257 |
1,614.3556 |
|
| R1 |
1,766.5873 |
1,766.5873 |
1,575.4023 |
1,669.1840 |
| PP |
1,571.7807 |
1,571.7807 |
1,571.7807 |
1,523.0790 |
| S1 |
1,341.6423 |
1,341.6423 |
1,497.4957 |
1,244.2390 |
| S2 |
1,146.8357 |
1,146.8357 |
1,458.5424 |
|
| S3 |
721.8907 |
916.6973 |
1,419.5891 |
|
| S4 |
296.9457 |
491.7523 |
1,302.7293 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,629.3283 |
2,541.4397 |
2,094.2193 |
|
| R3 |
2,381.5133 |
2,293.6247 |
2,026.0701 |
|
| R2 |
2,133.6983 |
2,133.6983 |
2,003.3538 |
|
| R1 |
2,045.8097 |
2,045.8097 |
1,980.6374 |
2,089.7540 |
| PP |
1,885.8833 |
1,885.8833 |
1,885.8833 |
1,907.8555 |
| S1 |
1,797.9947 |
1,797.9947 |
1,935.2046 |
1,841.9390 |
| S2 |
1,638.0683 |
1,638.0683 |
1,912.4883 |
|
| S3 |
1,390.2533 |
1,550.1797 |
1,889.7719 |
|
| S4 |
1,142.4383 |
1,302.3647 |
1,821.6228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,036.8430 |
1,376.9740 |
659.8690 |
42.9% |
247.6672 |
16.1% |
24% |
False |
True |
1,206,746 |
| 10 |
2,036.8430 |
1,376.9740 |
659.8690 |
42.9% |
184.8469 |
12.0% |
24% |
False |
True |
1,017,453 |
| 20 |
2,036.8430 |
1,209.5030 |
827.3400 |
53.8% |
174.9107 |
11.4% |
40% |
False |
False |
1,139,580 |
| 40 |
2,036.8430 |
552.3810 |
1,484.4620 |
96.6% |
176.6176 |
11.5% |
66% |
False |
False |
1,447,262 |
| 60 |
2,036.8430 |
495.2350 |
1,541.6080 |
100.3% |
132.5843 |
8.6% |
68% |
False |
False |
1,214,518 |
| 80 |
2,036.8430 |
370.8360 |
1,666.0070 |
108.4% |
106.8893 |
7.0% |
70% |
False |
False |
1,103,987 |
| 100 |
2,036.8430 |
333.2500 |
1,703.5930 |
110.9% |
89.3436 |
5.8% |
71% |
False |
False |
986,092 |
| 120 |
2,036.8430 |
315.3600 |
1,721.4830 |
112.0% |
79.7358 |
5.2% |
71% |
False |
False |
962,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,607.9353 |
|
2.618 |
2,914.4250 |
|
1.618 |
2,489.4800 |
|
1.000 |
2,226.8640 |
|
0.618 |
2,064.5350 |
|
HIGH |
1,801.9190 |
|
0.618 |
1,639.5900 |
|
0.500 |
1,589.4465 |
|
0.382 |
1,539.3030 |
|
LOW |
1,376.9740 |
|
0.618 |
1,114.3580 |
|
1.000 |
952.0290 |
|
1.618 |
689.4130 |
|
2.618 |
264.4680 |
|
4.250 |
-429.0423 |
|
|
| Fisher Pivots for day following 23-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,589.4465 |
1,706.9085 |
| PP |
1,571.7807 |
1,650.0887 |
| S1 |
1,554.1148 |
1,593.2688 |
|