Trading Metrics calculated at close of trading on 22-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,679.0 |
3,705.0 |
26.0 |
0.7% |
3,732.0 |
High |
3,716.0 |
3,719.0 |
3.0 |
0.1% |
3,741.0 |
Low |
3,668.0 |
3,656.0 |
-12.0 |
-0.3% |
3,667.0 |
Close |
3,714.0 |
3,700.0 |
-14.0 |
-0.4% |
3,714.0 |
Range |
48.0 |
63.0 |
15.0 |
31.3% |
74.0 |
ATR |
52.5 |
53.3 |
0.7 |
1.4% |
0.0 |
Volume |
776,863 |
744,402 |
-32,461 |
-4.2% |
3,259,070 |
|
Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,880.7 |
3,853.3 |
3,734.7 |
|
R3 |
3,817.7 |
3,790.3 |
3,717.3 |
|
R2 |
3,754.7 |
3,754.7 |
3,711.6 |
|
R1 |
3,727.3 |
3,727.3 |
3,705.8 |
3,709.5 |
PP |
3,691.7 |
3,691.7 |
3,691.7 |
3,682.8 |
S1 |
3,664.3 |
3,664.3 |
3,694.2 |
3,646.5 |
S2 |
3,628.7 |
3,628.7 |
3,688.5 |
|
S3 |
3,565.7 |
3,601.3 |
3,682.7 |
|
S4 |
3,502.7 |
3,538.3 |
3,665.4 |
|
|
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 |
3,656.0 |
85.0 |
2.3% |
44.2 |
1.2% |
52% |
False |
True |
800,694 |
10 |
3,741.0 |
3,620.0 |
121.0 |
3.3% |
42.5 |
1.1% |
66% |
False |
False |
736,458 |
20 |
3,741.0 |
3,451.0 |
290.0 |
7.8% |
57.8 |
1.6% |
86% |
False |
False |
867,389 |
40 |
3,741.0 |
3,379.0 |
362.0 |
9.8% |
56.0 |
1.5% |
89% |
False |
False |
805,435 |
60 |
3,741.0 |
3,379.0 |
362.0 |
9.8% |
49.9 |
1.3% |
89% |
False |
False |
637,433 |
80 |
3,741.0 |
2,874.0 |
867.0 |
23.4% |
54.5 |
1.5% |
95% |
False |
False |
479,838 |
100 |
3,741.0 |
2,874.0 |
867.0 |
23.4% |
51.1 |
1.4% |
95% |
False |
False |
384,263 |
120 |
3,741.0 |
2,874.0 |
867.0 |
23.4% |
47.2 |
1.3% |
95% |
False |
False |
320,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,986.8 |
2.618 |
3,883.9 |
1.618 |
3,820.9 |
1.000 |
3,782.0 |
0.618 |
3,757.9 |
HIGH |
3,719.0 |
0.618 |
3,694.9 |
0.500 |
3,687.5 |
0.382 |
3,680.1 |
LOW |
3,656.0 |
0.618 |
3,617.1 |
1.000 |
3,593.0 |
1.618 |
3,554.1 |
2.618 |
3,491.1 |
4.250 |
3,388.3 |
|
|
Fisher Pivots for day following 22-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,695.8 |
3,695.8 |
PP |
3,691.7 |
3,691.7 |
S1 |
3,687.5 |
3,687.5 |
|