| Trading Metrics calculated at close of trading on 23-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2022 |
23-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
2,587.3830 |
2,606.3390 |
18.9560 |
0.7% |
2,928.4500 |
| High |
2,657.1140 |
2,752.0480 |
94.9340 |
3.6% |
3,193.6840 |
| Low |
2,504.1690 |
2,593.7310 |
89.5620 |
3.6% |
2,754.7870 |
| Close |
2,607.3940 |
2,617.9960 |
10.6020 |
0.4% |
2,780.1150 |
| Range |
152.9450 |
158.3170 |
5.3720 |
3.5% |
438.8970 |
| ATR |
228.3942 |
223.3887 |
-5.0055 |
-2.2% |
0.0000 |
| Volume |
649,288 |
476,670 |
-172,618 |
-26.6% |
1,272,947 |
|
| Daily Pivots for day following 23-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,129.5427 |
3,032.0863 |
2,705.0704 |
|
| R3 |
2,971.2257 |
2,873.7693 |
2,661.5332 |
|
| R2 |
2,812.9087 |
2,812.9087 |
2,647.0208 |
|
| R1 |
2,715.4523 |
2,715.4523 |
2,632.5084 |
2,764.1805 |
| PP |
2,654.5917 |
2,654.5917 |
2,654.5917 |
2,678.9558 |
| S1 |
2,557.1353 |
2,557.1353 |
2,603.4836 |
2,605.8635 |
| S2 |
2,496.2747 |
2,496.2747 |
2,588.9712 |
|
| S3 |
2,337.9577 |
2,398.8183 |
2,574.4588 |
|
| S4 |
2,179.6407 |
2,240.5013 |
2,530.9217 |
|
|
| Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,226.2197 |
3,942.0643 |
3,021.5084 |
|
| R3 |
3,787.3227 |
3,503.1673 |
2,900.8117 |
|
| R2 |
3,348.4257 |
3,348.4257 |
2,860.5795 |
|
| R1 |
3,064.2703 |
3,064.2703 |
2,820.3472 |
2,986.8995 |
| PP |
2,909.5287 |
2,909.5287 |
2,909.5287 |
2,870.8433 |
| S1 |
2,625.3733 |
2,625.3733 |
2,739.8828 |
2,548.0025 |
| S2 |
2,470.6317 |
2,470.6317 |
2,699.6506 |
|
| S3 |
2,031.7347 |
2,186.4763 |
2,659.4183 |
|
| S4 |
1,592.8377 |
1,747.5793 |
2,538.7217 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,193.6840 |
2,504.1690 |
689.5150 |
26.3% |
190.1832 |
7.3% |
17% |
False |
False |
399,843 |
| 10 |
3,279.5970 |
2,504.1690 |
775.4280 |
29.6% |
195.8503 |
7.5% |
15% |
False |
False |
389,519 |
| 20 |
3,279.5970 |
2,317.1940 |
962.4030 |
36.8% |
207.7741 |
7.9% |
31% |
False |
False |
440,149 |
| 40 |
4,075.5870 |
2,163.3160 |
1,912.2710 |
73.0% |
221.9056 |
8.5% |
24% |
False |
False |
425,554 |
| 60 |
4,780.1300 |
2,163.3160 |
2,616.8140 |
100.0% |
251.6163 |
9.6% |
17% |
False |
False |
407,764 |
| 80 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
103.2% |
263.3403 |
10.1% |
17% |
False |
False |
400,702 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
103.2% |
259.0004 |
9.9% |
17% |
False |
False |
383,932 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
103.2% |
267.7135 |
10.2% |
17% |
False |
False |
473,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,424.8953 |
|
2.618 |
3,166.5219 |
|
1.618 |
3,008.2049 |
|
1.000 |
2,910.3650 |
|
0.618 |
2,849.8879 |
|
HIGH |
2,752.0480 |
|
0.618 |
2,691.5709 |
|
0.500 |
2,672.8895 |
|
0.382 |
2,654.2081 |
|
LOW |
2,593.7310 |
|
0.618 |
2,495.8911 |
|
1.000 |
2,435.4140 |
|
1.618 |
2,337.5741 |
|
2.618 |
2,179.2571 |
|
4.250 |
1,920.8838 |
|
|
| Fisher Pivots for day following 23-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,672.8895 |
2,723.8885 |
| PP |
2,654.5917 |
2,688.5910 |
| S1 |
2,636.2938 |
2,653.2935 |
|