| Trading Metrics calculated at close of trading on 28-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2022 |
28-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
2,640.5260 |
2,708.3040 |
67.7780 |
2.6% |
2,587.3830 |
| High |
2,741.8470 |
2,870.0580 |
128.2110 |
4.7% |
2,752.0480 |
| Low |
2,549.6530 |
2,565.0720 |
15.4190 |
0.6% |
2,304.2910 |
| Close |
2,708.6470 |
2,821.2460 |
112.5990 |
4.2% |
2,708.6470 |
| Range |
192.1940 |
304.9860 |
112.7920 |
58.7% |
447.7570 |
| ATR |
233.1655 |
238.2955 |
5.1300 |
2.2% |
0.0000 |
| Volume |
624,099 |
6,231 |
-617,868 |
-99.0% |
2,945,715 |
|
| Daily Pivots for day following 28-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,667.0833 |
3,549.1507 |
2,988.9883 |
|
| R3 |
3,362.0973 |
3,244.1647 |
2,905.1172 |
|
| R2 |
3,057.1113 |
3,057.1113 |
2,877.1601 |
|
| R1 |
2,939.1787 |
2,939.1787 |
2,849.2031 |
2,998.1450 |
| PP |
2,752.1253 |
2,752.1253 |
2,752.1253 |
2,781.6085 |
| S1 |
2,634.1927 |
2,634.1927 |
2,793.2890 |
2,693.1590 |
| S2 |
2,447.1393 |
2,447.1393 |
2,765.3319 |
|
| S3 |
2,142.1533 |
2,329.2067 |
2,737.3749 |
|
| S4 |
1,837.1673 |
2,024.2207 |
2,653.5037 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,931.5997 |
3,767.8803 |
2,954.9134 |
|
| R3 |
3,483.8427 |
3,320.1233 |
2,831.7802 |
|
| R2 |
3,036.0857 |
3,036.0857 |
2,790.7358 |
|
| R1 |
2,872.3663 |
2,872.3663 |
2,749.6914 |
2,954.2260 |
| PP |
2,588.3287 |
2,588.3287 |
2,588.3287 |
2,629.2585 |
| S1 |
2,424.6093 |
2,424.6093 |
2,667.6026 |
2,506.4690 |
| S2 |
2,140.5717 |
2,140.5717 |
2,626.5582 |
|
| S3 |
1,692.8147 |
1,976.8523 |
2,585.5138 |
|
| S4 |
1,245.0577 |
1,529.0953 |
2,462.3807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,870.0580 |
2,304.2910 |
565.7670 |
20.1% |
242.5658 |
8.6% |
91% |
True |
False |
590,389 |
| 10 |
3,193.6840 |
2,304.2910 |
889.3930 |
31.5% |
223.0034 |
7.9% |
58% |
False |
False |
422,489 |
| 20 |
3,279.5970 |
2,304.2910 |
975.3060 |
34.6% |
216.5282 |
7.7% |
53% |
False |
False |
421,414 |
| 40 |
3,888.8050 |
2,163.3160 |
1,725.4890 |
61.2% |
229.1536 |
8.1% |
38% |
False |
False |
441,125 |
| 60 |
4,652.1610 |
2,163.3160 |
2,488.8450 |
88.2% |
248.0629 |
8.8% |
26% |
False |
False |
415,353 |
| 80 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
95.8% |
265.0794 |
9.4% |
24% |
False |
False |
409,622 |
| 100 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
95.8% |
260.6747 |
9.2% |
24% |
False |
False |
383,425 |
| 120 |
4,865.4260 |
2,163.3160 |
2,702.1100 |
95.8% |
264.1774 |
9.4% |
24% |
False |
False |
463,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,166.2485 |
|
2.618 |
3,668.5113 |
|
1.618 |
3,363.5253 |
|
1.000 |
3,175.0440 |
|
0.618 |
3,058.5393 |
|
HIGH |
2,870.0580 |
|
0.618 |
2,753.5533 |
|
0.500 |
2,717.5650 |
|
0.382 |
2,681.5767 |
|
LOW |
2,565.0720 |
|
0.618 |
2,376.5907 |
|
1.000 |
2,260.0860 |
|
1.618 |
2,071.6047 |
|
2.618 |
1,766.6187 |
|
4.250 |
1,268.8815 |
|
|
| Fisher Pivots for day following 28-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,786.6857 |
2,743.2222 |
| PP |
2,752.1253 |
2,665.1983 |
| S1 |
2,717.5650 |
2,587.1745 |
|