Trading Metrics calculated at close of trading on 19-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2021 |
19-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,711.0 |
3,679.0 |
-32.0 |
-0.9% |
3,732.0 |
High |
3,714.0 |
3,716.0 |
2.0 |
0.1% |
3,741.0 |
Low |
3,667.0 |
3,668.0 |
1.0 |
0.0% |
3,667.0 |
Close |
3,675.0 |
3,714.0 |
39.0 |
1.1% |
3,714.0 |
Range |
47.0 |
48.0 |
1.0 |
2.1% |
74.0 |
ATR |
52.9 |
52.5 |
-0.3 |
-0.7% |
0.0 |
Volume |
862,842 |
776,863 |
-85,979 |
-10.0% |
3,259,070 |
|
Daily Pivots for day following 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,843.3 |
3,826.7 |
3,740.4 |
|
R3 |
3,795.3 |
3,778.7 |
3,727.2 |
|
R2 |
3,747.3 |
3,747.3 |
3,722.8 |
|
R1 |
3,730.7 |
3,730.7 |
3,718.4 |
3,739.0 |
PP |
3,699.3 |
3,699.3 |
3,699.3 |
3,703.5 |
S1 |
3,682.7 |
3,682.7 |
3,709.6 |
3,691.0 |
S2 |
3,651.3 |
3,651.3 |
3,705.2 |
|
S3 |
3,603.3 |
3,634.7 |
3,700.8 |
|
S4 |
3,555.3 |
3,586.7 |
3,687.6 |
|
|
Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,929.3 |
3,895.7 |
3,754.7 |
|
R3 |
3,855.3 |
3,821.7 |
3,734.4 |
|
R2 |
3,781.3 |
3,781.3 |
3,727.6 |
|
R1 |
3,747.7 |
3,747.7 |
3,720.8 |
3,727.5 |
PP |
3,707.3 |
3,707.3 |
3,707.3 |
3,697.3 |
S1 |
3,673.7 |
3,673.7 |
3,707.2 |
3,653.5 |
S2 |
3,633.3 |
3,633.3 |
3,700.4 |
|
S3 |
3,559.3 |
3,599.7 |
3,693.7 |
|
S4 |
3,485.3 |
3,525.7 |
3,673.3 |
|
|
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 |
3,642.0 |
99.0 |
2.7% |
42.6 |
1.1% |
73% |
False |
False |
788,972 |
10 |
3,741.0 |
3,620.0 |
121.0 |
3.3% |
39.0 |
1.1% |
78% |
False |
False |
735,031 |
20 |
3,741.0 |
3,451.0 |
290.0 |
7.8% |
57.4 |
1.5% |
91% |
False |
False |
876,568 |
40 |
3,741.0 |
3,379.0 |
362.0 |
9.7% |
55.8 |
1.5% |
93% |
False |
False |
813,762 |
60 |
3,741.0 |
3,379.0 |
362.0 |
9.7% |
49.3 |
1.3% |
93% |
False |
False |
625,407 |
80 |
3,741.0 |
2,874.0 |
867.0 |
23.3% |
54.3 |
1.5% |
97% |
False |
False |
470,541 |
100 |
3,741.0 |
2,874.0 |
867.0 |
23.3% |
51.0 |
1.4% |
97% |
False |
False |
376,822 |
120 |
3,741.0 |
2,874.0 |
867.0 |
23.3% |
46.6 |
1.3% |
97% |
False |
False |
314,272 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,920.0 |
2.618 |
3,841.7 |
1.618 |
3,793.7 |
1.000 |
3,764.0 |
0.618 |
3,745.7 |
HIGH |
3,716.0 |
0.618 |
3,697.7 |
0.500 |
3,692.0 |
0.382 |
3,686.3 |
LOW |
3,668.0 |
0.618 |
3,638.3 |
1.000 |
3,620.0 |
1.618 |
3,590.3 |
2.618 |
3,542.3 |
4.250 |
3,464.0 |
|
|
Fisher Pivots for day following 19-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,706.7 |
3,707.5 |
PP |
3,699.3 |
3,701.0 |
S1 |
3,692.0 |
3,694.5 |
|