Trading Metrics calculated at close of trading on 17-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2021 |
17-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,732.0 |
3,710.0 |
-22.0 |
-0.6% |
3,655.0 |
High |
3,741.0 |
3,722.0 |
-19.0 |
-0.5% |
3,697.0 |
Low |
3,711.0 |
3,689.0 |
-22.0 |
-0.6% |
3,620.0 |
Close |
3,720.0 |
3,697.0 |
-23.0 |
-0.6% |
3,689.0 |
Range |
30.0 |
33.0 |
3.0 |
10.0% |
77.0 |
ATR |
54.9 |
53.3 |
-1.6 |
-2.8% |
0.0 |
Volume |
659,926 |
959,439 |
299,513 |
45.4% |
3,361,115 |
|
Daily Pivots for day following 17-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,801.7 |
3,782.3 |
3,715.2 |
|
R3 |
3,768.7 |
3,749.3 |
3,706.1 |
|
R2 |
3,735.7 |
3,735.7 |
3,703.1 |
|
R1 |
3,716.3 |
3,716.3 |
3,700.0 |
3,709.5 |
PP |
3,702.7 |
3,702.7 |
3,702.7 |
3,699.3 |
S1 |
3,683.3 |
3,683.3 |
3,694.0 |
3,676.5 |
S2 |
3,669.7 |
3,669.7 |
3,691.0 |
|
S3 |
3,636.7 |
3,650.3 |
3,687.9 |
|
S4 |
3,603.7 |
3,617.3 |
3,678.9 |
|
|
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% |
42.0 |
1.1% |
64% |
False |
False |
757,698 |
10 |
3,741.0 |
3,589.0 |
152.0 |
4.1% |
38.4 |
1.0% |
71% |
False |
False |
726,656 |
20 |
3,741.0 |
3,451.0 |
290.0 |
7.8% |
56.9 |
1.5% |
85% |
False |
False |
863,852 |
40 |
3,741.0 |
3,379.0 |
362.0 |
9.8% |
55.2 |
1.5% |
88% |
False |
False |
819,024 |
60 |
3,741.0 |
3,379.0 |
362.0 |
9.8% |
48.6 |
1.3% |
88% |
False |
False |
598,245 |
80 |
3,741.0 |
2,874.0 |
867.0 |
23.5% |
54.4 |
1.5% |
95% |
False |
False |
450,116 |
100 |
3,741.0 |
2,874.0 |
867.0 |
23.5% |
51.0 |
1.4% |
95% |
False |
False |
360,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,862.3 |
2.618 |
3,808.4 |
1.618 |
3,775.4 |
1.000 |
3,755.0 |
0.618 |
3,742.4 |
HIGH |
3,722.0 |
0.618 |
3,709.4 |
0.500 |
3,705.5 |
0.382 |
3,701.6 |
LOW |
3,689.0 |
0.618 |
3,668.6 |
1.000 |
3,656.0 |
1.618 |
3,635.6 |
2.618 |
3,602.6 |
4.250 |
3,548.8 |
|
|
Fisher Pivots for day following 17-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,705.5 |
3,695.2 |
PP |
3,702.7 |
3,693.3 |
S1 |
3,699.8 |
3,691.5 |
|