Trading Metrics calculated at close of trading on 16-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2021 |
16-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,671.0 |
3,732.0 |
61.0 |
1.7% |
3,655.0 |
High |
3,697.0 |
3,741.0 |
44.0 |
1.2% |
3,697.0 |
Low |
3,642.0 |
3,711.0 |
69.0 |
1.9% |
3,620.0 |
Close |
3,689.0 |
3,720.0 |
31.0 |
0.8% |
3,689.0 |
Range |
55.0 |
30.0 |
-25.0 |
-45.5% |
77.0 |
ATR |
55.1 |
54.9 |
-0.2 |
-0.4% |
0.0 |
Volume |
685,792 |
659,926 |
-25,866 |
-3.8% |
3,361,115 |
|
Daily Pivots for day following 16-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,814.0 |
3,797.0 |
3,736.5 |
|
R3 |
3,784.0 |
3,767.0 |
3,728.3 |
|
R2 |
3,754.0 |
3,754.0 |
3,725.5 |
|
R1 |
3,737.0 |
3,737.0 |
3,722.8 |
3,730.5 |
PP |
3,724.0 |
3,724.0 |
3,724.0 |
3,720.8 |
S1 |
3,707.0 |
3,707.0 |
3,717.3 |
3,700.5 |
S2 |
3,694.0 |
3,694.0 |
3,714.5 |
|
S3 |
3,664.0 |
3,677.0 |
3,711.8 |
|
S4 |
3,634.0 |
3,647.0 |
3,703.5 |
|
|
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 |
3,741.0 |
3,620.0 |
121.0 |
3.3% |
41.2 |
1.1% |
83% |
True |
False |
676,402 |
10 |
3,741.0 |
3,526.0 |
215.0 |
5.8% |
42.3 |
1.1% |
90% |
True |
False |
719,534 |
20 |
3,741.0 |
3,451.0 |
290.0 |
7.8% |
57.1 |
1.5% |
93% |
True |
False |
845,820 |
40 |
3,741.0 |
3,379.0 |
362.0 |
9.7% |
55.5 |
1.5% |
94% |
True |
False |
827,659 |
60 |
3,741.0 |
3,379.0 |
362.0 |
9.7% |
48.6 |
1.3% |
94% |
True |
False |
582,291 |
80 |
3,741.0 |
2,874.0 |
867.0 |
23.3% |
54.2 |
1.5% |
98% |
True |
False |
438,124 |
100 |
3,741.0 |
2,874.0 |
867.0 |
23.3% |
50.9 |
1.4% |
98% |
True |
False |
350,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,868.5 |
2.618 |
3,819.5 |
1.618 |
3,789.5 |
1.000 |
3,771.0 |
0.618 |
3,759.5 |
HIGH |
3,741.0 |
0.618 |
3,729.5 |
0.500 |
3,726.0 |
0.382 |
3,722.5 |
LOW |
3,711.0 |
0.618 |
3,692.5 |
1.000 |
3,681.0 |
1.618 |
3,662.5 |
2.618 |
3,632.5 |
4.250 |
3,583.5 |
|
|
Fisher Pivots for day following 16-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,726.0 |
3,708.8 |
PP |
3,724.0 |
3,697.7 |
S1 |
3,722.0 |
3,686.5 |
|