| Trading Metrics calculated at close of trading on 24-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1,800.1960 |
1,536.5730 |
-263.6230 |
-14.6% |
1,788.0970 |
| High |
1,801.9190 |
1,712.8770 |
-89.0420 |
-4.9% |
1,973.7720 |
| Low |
1,376.9740 |
1,502.6240 |
125.6500 |
9.1% |
1,725.9570 |
| Close |
1,536.4490 |
1,588.9600 |
52.5110 |
3.4% |
1,957.9210 |
| Range |
424.9450 |
210.2530 |
-214.6920 |
-50.5% |
247.8150 |
| ATR |
188.3543 |
189.9185 |
1.5642 |
0.8% |
0.0000 |
| Volume |
2,272,241 |
1,132,883 |
-1,139,358 |
-50.1% |
2,924,311 |
|
| Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,232.2460 |
2,120.8560 |
1,704.5992 |
|
| R3 |
2,021.9930 |
1,910.6030 |
1,646.7796 |
|
| R2 |
1,811.7400 |
1,811.7400 |
1,627.5064 |
|
| R1 |
1,700.3500 |
1,700.3500 |
1,608.2332 |
1,756.0450 |
| PP |
1,601.4870 |
1,601.4870 |
1,601.4870 |
1,629.3345 |
| S1 |
1,490.0970 |
1,490.0970 |
1,569.6868 |
1,545.7920 |
| S2 |
1,391.2340 |
1,391.2340 |
1,550.4136 |
|
| S3 |
1,180.9810 |
1,279.8440 |
1,531.1404 |
|
| S4 |
970.7280 |
1,069.5910 |
1,473.3209 |
|
|
| 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 |
41.5% |
265.7736 |
16.7% |
32% |
False |
False |
1,298,726 |
| 10 |
2,036.8430 |
1,376.9740 |
659.8690 |
41.5% |
193.5336 |
12.2% |
32% |
False |
False |
1,035,873 |
| 20 |
2,036.8430 |
1,209.5030 |
827.3400 |
52.1% |
178.9481 |
11.3% |
46% |
False |
False |
1,123,867 |
| 40 |
2,036.8430 |
615.8020 |
1,421.0410 |
89.4% |
180.4408 |
11.4% |
68% |
False |
False |
1,456,171 |
| 60 |
2,036.8430 |
495.2350 |
1,541.6080 |
97.0% |
135.5716 |
8.5% |
71% |
False |
False |
1,221,208 |
| 80 |
2,036.8430 |
370.8360 |
1,666.0070 |
104.8% |
109.1687 |
6.9% |
73% |
False |
False |
1,109,014 |
| 100 |
2,036.8430 |
333.2500 |
1,703.5930 |
107.2% |
91.3600 |
5.7% |
74% |
False |
False |
993,696 |
| 120 |
2,036.8430 |
315.3600 |
1,721.4830 |
108.3% |
81.0231 |
5.1% |
74% |
False |
False |
960,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,606.4523 |
|
2.618 |
2,263.3194 |
|
1.618 |
2,053.0664 |
|
1.000 |
1,923.1300 |
|
0.618 |
1,842.8134 |
|
HIGH |
1,712.8770 |
|
0.618 |
1,632.5604 |
|
0.500 |
1,607.7505 |
|
0.382 |
1,582.9406 |
|
LOW |
1,502.6240 |
|
0.618 |
1,372.6876 |
|
1.000 |
1,292.3710 |
|
1.618 |
1,162.4346 |
|
2.618 |
952.1816 |
|
4.250 |
609.0488 |
|
|
| Fisher Pivots for day following 24-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,607.7505 |
1,706.9085 |
| PP |
1,601.4870 |
1,667.5923 |
| S1 |
1,595.2235 |
1,628.2762 |
|