Trading Metrics calculated at close of trading on 24-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,683.0 |
3,683.0 |
0.0 |
0.0% |
3,732.0 |
High |
3,709.0 |
3,715.0 |
6.0 |
0.2% |
3,741.0 |
Low |
3,639.0 |
3,662.0 |
23.0 |
0.6% |
3,667.0 |
Close |
3,680.0 |
3,702.0 |
22.0 |
0.6% |
3,714.0 |
Range |
70.0 |
53.0 |
-17.0 |
-24.3% |
74.0 |
ATR |
54.5 |
54.4 |
-0.1 |
-0.2% |
0.0 |
Volume |
1,016,893 |
819,324 |
-197,569 |
-19.4% |
3,259,070 |
|
Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,852.0 |
3,830.0 |
3,731.2 |
|
R3 |
3,799.0 |
3,777.0 |
3,716.6 |
|
R2 |
3,746.0 |
3,746.0 |
3,711.7 |
|
R1 |
3,724.0 |
3,724.0 |
3,706.9 |
3,735.0 |
PP |
3,693.0 |
3,693.0 |
3,693.0 |
3,698.5 |
S1 |
3,671.0 |
3,671.0 |
3,697.1 |
3,682.0 |
S2 |
3,640.0 |
3,640.0 |
3,692.3 |
|
S3 |
3,587.0 |
3,618.0 |
3,687.4 |
|
S4 |
3,534.0 |
3,565.0 |
3,672.9 |
|
|
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 |
3,719.0 |
3,639.0 |
80.0 |
2.2% |
56.2 |
1.5% |
79% |
False |
False |
844,064 |
10 |
3,741.0 |
3,620.0 |
121.0 |
3.3% |
49.1 |
1.3% |
68% |
False |
False |
800,881 |
20 |
3,741.0 |
3,451.0 |
290.0 |
7.8% |
55.8 |
1.5% |
87% |
False |
False |
864,374 |
40 |
3,741.0 |
3,451.0 |
290.0 |
7.8% |
54.2 |
1.5% |
87% |
False |
False |
802,564 |
60 |
3,741.0 |
3,379.0 |
362.0 |
9.8% |
50.7 |
1.4% |
89% |
False |
False |
667,918 |
80 |
3,741.0 |
2,874.0 |
867.0 |
23.4% |
54.2 |
1.5% |
96% |
False |
False |
502,608 |
100 |
3,741.0 |
2,874.0 |
867.0 |
23.4% |
51.6 |
1.4% |
96% |
False |
False |
402,582 |
120 |
3,741.0 |
2,874.0 |
867.0 |
23.4% |
48.0 |
1.3% |
96% |
False |
False |
335,744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,940.3 |
2.618 |
3,853.8 |
1.618 |
3,800.8 |
1.000 |
3,768.0 |
0.618 |
3,747.8 |
HIGH |
3,715.0 |
0.618 |
3,694.8 |
0.500 |
3,688.5 |
0.382 |
3,682.2 |
LOW |
3,662.0 |
0.618 |
3,629.2 |
1.000 |
3,609.0 |
1.618 |
3,576.2 |
2.618 |
3,523.2 |
4.250 |
3,436.8 |
|
|
Fisher Pivots for day following 24-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,697.5 |
3,694.3 |
PP |
3,693.0 |
3,686.7 |
S1 |
3,688.5 |
3,679.0 |
|