Trading Metrics calculated at close of trading on 23-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,705.0 |
3,683.0 |
-22.0 |
-0.6% |
3,732.0 |
High |
3,719.0 |
3,709.0 |
-10.0 |
-0.3% |
3,741.0 |
Low |
3,656.0 |
3,639.0 |
-17.0 |
-0.5% |
3,667.0 |
Close |
3,700.0 |
3,680.0 |
-20.0 |
-0.5% |
3,714.0 |
Range |
63.0 |
70.0 |
7.0 |
11.1% |
74.0 |
ATR |
53.3 |
54.5 |
1.2 |
2.2% |
0.0 |
Volume |
744,402 |
1,016,893 |
272,491 |
36.6% |
3,259,070 |
|
Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,886.0 |
3,853.0 |
3,718.5 |
|
R3 |
3,816.0 |
3,783.0 |
3,699.3 |
|
R2 |
3,746.0 |
3,746.0 |
3,692.8 |
|
R1 |
3,713.0 |
3,713.0 |
3,686.4 |
3,694.5 |
PP |
3,676.0 |
3,676.0 |
3,676.0 |
3,666.8 |
S1 |
3,643.0 |
3,643.0 |
3,673.6 |
3,624.5 |
S2 |
3,606.0 |
3,606.0 |
3,667.2 |
|
S3 |
3,536.0 |
3,573.0 |
3,660.8 |
|
S4 |
3,466.0 |
3,503.0 |
3,641.5 |
|
|
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 |
3,722.0 |
3,639.0 |
83.0 |
2.3% |
52.2 |
1.4% |
49% |
False |
True |
872,087 |
10 |
3,741.0 |
3,620.0 |
121.0 |
3.3% |
46.7 |
1.3% |
50% |
False |
False |
774,244 |
20 |
3,741.0 |
3,451.0 |
290.0 |
7.9% |
57.0 |
1.5% |
79% |
False |
False |
865,730 |
40 |
3,741.0 |
3,430.0 |
311.0 |
8.5% |
54.3 |
1.5% |
80% |
False |
False |
798,596 |
60 |
3,741.0 |
3,379.0 |
362.0 |
9.8% |
50.3 |
1.4% |
83% |
False |
False |
654,374 |
80 |
3,741.0 |
2,874.0 |
867.0 |
23.6% |
54.5 |
1.5% |
93% |
False |
False |
492,420 |
100 |
3,741.0 |
2,874.0 |
867.0 |
23.6% |
51.3 |
1.4% |
93% |
False |
False |
394,391 |
120 |
3,741.0 |
2,874.0 |
867.0 |
23.6% |
47.6 |
1.3% |
93% |
False |
False |
328,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,006.5 |
2.618 |
3,892.3 |
1.618 |
3,822.3 |
1.000 |
3,779.0 |
0.618 |
3,752.3 |
HIGH |
3,709.0 |
0.618 |
3,682.3 |
0.500 |
3,674.0 |
0.382 |
3,665.7 |
LOW |
3,639.0 |
0.618 |
3,595.7 |
1.000 |
3,569.0 |
1.618 |
3,525.7 |
2.618 |
3,455.7 |
4.250 |
3,341.5 |
|
|
Fisher Pivots for day following 23-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,678.0 |
3,679.7 |
PP |
3,676.0 |
3,679.3 |
S1 |
3,674.0 |
3,679.0 |
|