| Trading Metrics calculated at close of trading on 25-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2021 |
25-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1,536.5730 |
1,588.6970 |
52.1240 |
3.4% |
1,788.0970 |
| High |
1,712.8770 |
1,671.2710 |
-41.6060 |
-2.4% |
1,973.7720 |
| Low |
1,502.6240 |
1,524.5980 |
21.9740 |
1.5% |
1,725.9570 |
| Close |
1,588.9600 |
1,524.5980 |
-64.3620 |
-4.1% |
1,957.9210 |
| Range |
210.2530 |
146.6730 |
-63.5800 |
-30.2% |
247.8150 |
| ATR |
189.9185 |
186.8295 |
-3.0890 |
-1.6% |
0.0000 |
| Volume |
1,132,883 |
813,591 |
-319,292 |
-28.2% |
2,924,311 |
|
| Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,013.5080 |
1,915.7260 |
1,605.2682 |
|
| R3 |
1,866.8350 |
1,769.0530 |
1,564.9331 |
|
| R2 |
1,720.1620 |
1,720.1620 |
1,551.4881 |
|
| R1 |
1,622.3800 |
1,622.3800 |
1,538.0430 |
1,597.9345 |
| PP |
1,573.4890 |
1,573.4890 |
1,573.4890 |
1,561.2663 |
| S1 |
1,475.7070 |
1,475.7070 |
1,511.1530 |
1,451.2615 |
| S2 |
1,426.8160 |
1,426.8160 |
1,497.7080 |
|
| S3 |
1,280.1430 |
1,329.0340 |
1,484.2629 |
|
| S4 |
1,133.4700 |
1,182.3610 |
1,443.9279 |
|
|
| 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 |
43.3% |
271.5538 |
17.8% |
22% |
False |
False |
1,314,907 |
| 10 |
2,036.8430 |
1,376.9740 |
659.8690 |
43.3% |
192.6452 |
12.6% |
22% |
False |
False |
1,023,156 |
| 20 |
2,036.8430 |
1,221.4350 |
815.4080 |
53.5% |
178.0480 |
11.7% |
37% |
False |
False |
1,083,830 |
| 40 |
2,036.8430 |
689.7970 |
1,347.0460 |
88.4% |
180.8329 |
11.9% |
62% |
False |
False |
1,445,883 |
| 60 |
2,036.8430 |
507.4570 |
1,529.3860 |
100.3% |
137.4222 |
9.0% |
67% |
False |
False |
1,220,690 |
| 80 |
2,036.8430 |
370.8360 |
1,666.0070 |
109.3% |
110.8435 |
7.3% |
69% |
False |
False |
1,112,910 |
| 100 |
2,036.8430 |
333.2500 |
1,703.5930 |
111.7% |
92.5947 |
6.1% |
70% |
False |
False |
996,833 |
| 120 |
2,036.8430 |
315.3600 |
1,721.4830 |
112.9% |
81.6888 |
5.4% |
70% |
False |
False |
952,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,294.6313 |
|
2.618 |
2,055.2609 |
|
1.618 |
1,908.5879 |
|
1.000 |
1,817.9440 |
|
0.618 |
1,761.9149 |
|
HIGH |
1,671.2710 |
|
0.618 |
1,615.2419 |
|
0.500 |
1,597.9345 |
|
0.382 |
1,580.6271 |
|
LOW |
1,524.5980 |
|
0.618 |
1,433.9541 |
|
1.000 |
1,377.9250 |
|
1.618 |
1,287.2811 |
|
2.618 |
1,140.6081 |
|
4.250 |
901.2378 |
|
|
| Fisher Pivots for day following 25-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,597.9345 |
1,589.4465 |
| PP |
1,573.4890 |
1,567.8303 |
| S1 |
1,549.0435 |
1,546.2142 |
|