Trading Metrics calculated at close of trading on 12-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2021 |
12-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,639.0 |
3,671.0 |
32.0 |
0.9% |
3,655.0 |
High |
3,668.0 |
3,697.0 |
29.0 |
0.8% |
3,697.0 |
Low |
3,632.0 |
3,642.0 |
10.0 |
0.3% |
3,620.0 |
Close |
3,662.0 |
3,689.0 |
27.0 |
0.7% |
3,689.0 |
Range |
36.0 |
55.0 |
19.0 |
52.8% |
77.0 |
ATR |
55.1 |
55.1 |
0.0 |
0.0% |
0.0 |
Volume |
666,549 |
685,792 |
19,243 |
2.9% |
3,361,115 |
|
Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,841.0 |
3,820.0 |
3,719.3 |
|
R3 |
3,786.0 |
3,765.0 |
3,704.1 |
|
R2 |
3,731.0 |
3,731.0 |
3,699.1 |
|
R1 |
3,710.0 |
3,710.0 |
3,694.0 |
3,720.5 |
PP |
3,676.0 |
3,676.0 |
3,676.0 |
3,681.3 |
S1 |
3,655.0 |
3,655.0 |
3,684.0 |
3,665.5 |
S2 |
3,621.0 |
3,621.0 |
3,678.9 |
|
S3 |
3,566.0 |
3,600.0 |
3,673.9 |
|
S4 |
3,511.0 |
3,545.0 |
3,658.8 |
|
|
Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,899.7 |
3,871.3 |
3,731.4 |
|
R3 |
3,822.7 |
3,794.3 |
3,710.2 |
|
R2 |
3,745.7 |
3,745.7 |
3,703.1 |
|
R1 |
3,717.3 |
3,717.3 |
3,696.1 |
3,731.5 |
PP |
3,668.7 |
3,668.7 |
3,668.7 |
3,675.8 |
S1 |
3,640.3 |
3,640.3 |
3,681.9 |
3,654.5 |
S2 |
3,591.7 |
3,591.7 |
3,674.9 |
|
S3 |
3,514.7 |
3,563.3 |
3,667.8 |
|
S4 |
3,437.7 |
3,486.3 |
3,646.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,697.0 |
3,620.0 |
77.0 |
2.1% |
40.8 |
1.1% |
90% |
True |
False |
672,223 |
10 |
3,697.0 |
3,451.0 |
246.0 |
6.7% |
48.1 |
1.3% |
97% |
True |
False |
742,222 |
20 |
3,697.0 |
3,451.0 |
246.0 |
6.7% |
58.9 |
1.6% |
97% |
True |
False |
866,736 |
40 |
3,697.0 |
3,379.0 |
318.0 |
8.6% |
55.8 |
1.5% |
97% |
True |
False |
837,371 |
60 |
3,697.0 |
3,379.0 |
318.0 |
8.6% |
48.8 |
1.3% |
97% |
True |
False |
571,325 |
80 |
3,697.0 |
2,874.0 |
823.0 |
22.3% |
54.8 |
1.5% |
99% |
True |
False |
429,876 |
100 |
3,697.0 |
2,874.0 |
823.0 |
22.3% |
51.7 |
1.4% |
99% |
True |
False |
344,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,930.8 |
2.618 |
3,841.0 |
1.618 |
3,786.0 |
1.000 |
3,752.0 |
0.618 |
3,731.0 |
HIGH |
3,697.0 |
0.618 |
3,676.0 |
0.500 |
3,669.5 |
0.382 |
3,663.0 |
LOW |
3,642.0 |
0.618 |
3,608.0 |
1.000 |
3,587.0 |
1.618 |
3,553.0 |
2.618 |
3,498.0 |
4.250 |
3,408.3 |
|
|
Fisher Pivots for day following 12-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,682.5 |
3,678.8 |
PP |
3,676.0 |
3,668.7 |
S1 |
3,669.5 |
3,658.5 |
|