Trading Metrics calculated at close of trading on 25-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2021 |
25-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,683.0 |
3,715.0 |
32.0 |
0.9% |
3,732.0 |
High |
3,715.0 |
3,727.0 |
12.0 |
0.3% |
3,741.0 |
Low |
3,662.0 |
3,636.0 |
-26.0 |
-0.7% |
3,667.0 |
Close |
3,702.0 |
3,688.0 |
-14.0 |
-0.4% |
3,714.0 |
Range |
53.0 |
91.0 |
38.0 |
71.7% |
74.0 |
ATR |
54.4 |
57.0 |
2.6 |
4.8% |
0.0 |
Volume |
819,324 |
988,828 |
169,504 |
20.7% |
3,259,070 |
|
Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,956.7 |
3,913.3 |
3,738.1 |
|
R3 |
3,865.7 |
3,822.3 |
3,713.0 |
|
R2 |
3,774.7 |
3,774.7 |
3,704.7 |
|
R1 |
3,731.3 |
3,731.3 |
3,696.3 |
3,707.5 |
PP |
3,683.7 |
3,683.7 |
3,683.7 |
3,671.8 |
S1 |
3,640.3 |
3,640.3 |
3,679.7 |
3,616.5 |
S2 |
3,592.7 |
3,592.7 |
3,671.3 |
|
S3 |
3,501.7 |
3,549.3 |
3,663.0 |
|
S4 |
3,410.7 |
3,458.3 |
3,638.0 |
|
|
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 |
3,727.0 |
3,636.0 |
91.0 |
2.5% |
65.0 |
1.8% |
57% |
True |
True |
869,262 |
10 |
3,741.0 |
3,632.0 |
109.0 |
3.0% |
52.6 |
1.4% |
51% |
False |
False |
818,085 |
20 |
3,741.0 |
3,451.0 |
290.0 |
7.9% |
55.3 |
1.5% |
82% |
False |
False |
846,139 |
40 |
3,741.0 |
3,451.0 |
290.0 |
7.9% |
54.6 |
1.5% |
82% |
False |
False |
813,890 |
60 |
3,741.0 |
3,379.0 |
362.0 |
9.8% |
51.9 |
1.4% |
85% |
False |
False |
684,324 |
80 |
3,741.0 |
2,874.0 |
867.0 |
23.5% |
54.3 |
1.5% |
94% |
False |
False |
514,896 |
100 |
3,741.0 |
2,874.0 |
867.0 |
23.5% |
52.1 |
1.4% |
94% |
False |
False |
412,470 |
120 |
3,741.0 |
2,874.0 |
867.0 |
23.5% |
48.8 |
1.3% |
94% |
False |
False |
343,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,113.8 |
2.618 |
3,965.2 |
1.618 |
3,874.2 |
1.000 |
3,818.0 |
0.618 |
3,783.2 |
HIGH |
3,727.0 |
0.618 |
3,692.2 |
0.500 |
3,681.5 |
0.382 |
3,670.8 |
LOW |
3,636.0 |
0.618 |
3,579.8 |
1.000 |
3,545.0 |
1.618 |
3,488.8 |
2.618 |
3,397.8 |
4.250 |
3,249.3 |
|
|
Fisher Pivots for day following 25-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,685.8 |
3,685.8 |
PP |
3,683.7 |
3,683.7 |
S1 |
3,681.5 |
3,681.5 |
|