Trading Metrics calculated at close of trading on 18-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2021 |
18-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,710.0 |
3,711.0 |
1.0 |
0.0% |
3,655.0 |
High |
3,722.0 |
3,714.0 |
-8.0 |
-0.2% |
3,697.0 |
Low |
3,689.0 |
3,667.0 |
-22.0 |
-0.6% |
3,620.0 |
Close |
3,697.0 |
3,675.0 |
-22.0 |
-0.6% |
3,689.0 |
Range |
33.0 |
47.0 |
14.0 |
42.4% |
77.0 |
ATR |
53.3 |
52.9 |
-0.5 |
-0.8% |
0.0 |
Volume |
959,439 |
862,842 |
-96,597 |
-10.1% |
3,361,115 |
|
Daily Pivots for day following 18-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,826.3 |
3,797.7 |
3,700.9 |
|
R3 |
3,779.3 |
3,750.7 |
3,687.9 |
|
R2 |
3,732.3 |
3,732.3 |
3,683.6 |
|
R1 |
3,703.7 |
3,703.7 |
3,679.3 |
3,694.5 |
PP |
3,685.3 |
3,685.3 |
3,685.3 |
3,680.8 |
S1 |
3,656.7 |
3,656.7 |
3,670.7 |
3,647.5 |
S2 |
3,638.3 |
3,638.3 |
3,666.4 |
|
S3 |
3,591.3 |
3,609.7 |
3,662.1 |
|
S4 |
3,544.3 |
3,562.7 |
3,649.2 |
|
|
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 |
3,632.0 |
109.0 |
3.0% |
40.2 |
1.1% |
39% |
False |
False |
766,909 |
10 |
3,741.0 |
3,590.0 |
151.0 |
4.1% |
39.2 |
1.1% |
56% |
False |
False |
730,930 |
20 |
3,741.0 |
3,451.0 |
290.0 |
7.9% |
57.1 |
1.6% |
77% |
False |
False |
874,556 |
40 |
3,741.0 |
3,379.0 |
362.0 |
9.9% |
55.4 |
1.5% |
82% |
False |
False |
813,143 |
60 |
3,741.0 |
3,379.0 |
362.0 |
9.9% |
48.9 |
1.3% |
82% |
False |
False |
612,461 |
80 |
3,741.0 |
2,874.0 |
867.0 |
23.6% |
54.3 |
1.5% |
92% |
False |
False |
460,901 |
100 |
3,741.0 |
2,874.0 |
867.0 |
23.6% |
50.9 |
1.4% |
92% |
False |
False |
369,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,913.8 |
2.618 |
3,837.0 |
1.618 |
3,790.0 |
1.000 |
3,761.0 |
0.618 |
3,743.0 |
HIGH |
3,714.0 |
0.618 |
3,696.0 |
0.500 |
3,690.5 |
0.382 |
3,685.0 |
LOW |
3,667.0 |
0.618 |
3,638.0 |
1.000 |
3,620.0 |
1.618 |
3,591.0 |
2.618 |
3,544.0 |
4.250 |
3,467.3 |
|
|
Fisher Pivots for day following 18-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,690.5 |
3,704.0 |
PP |
3,685.3 |
3,694.3 |
S1 |
3,680.2 |
3,684.7 |
|