Trading Metrics calculated at close of trading on 26-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2021 |
26-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,715.0 |
3,639.0 |
-76.0 |
-2.0% |
3,705.0 |
High |
3,727.0 |
3,673.0 |
-54.0 |
-1.4% |
3,727.0 |
Low |
3,636.0 |
3,616.0 |
-20.0 |
-0.6% |
3,616.0 |
Close |
3,688.0 |
3,627.0 |
-61.0 |
-1.7% |
3,627.0 |
Range |
91.0 |
57.0 |
-34.0 |
-37.4% |
111.0 |
ATR |
57.0 |
58.1 |
1.1 |
1.9% |
0.0 |
Volume |
988,828 |
1,662,985 |
674,157 |
68.2% |
5,232,432 |
|
Daily Pivots for day following 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,809.7 |
3,775.3 |
3,658.4 |
|
R3 |
3,752.7 |
3,718.3 |
3,642.7 |
|
R2 |
3,695.7 |
3,695.7 |
3,637.5 |
|
R1 |
3,661.3 |
3,661.3 |
3,632.2 |
3,650.0 |
PP |
3,638.7 |
3,638.7 |
3,638.7 |
3,633.0 |
S1 |
3,604.3 |
3,604.3 |
3,621.8 |
3,593.0 |
S2 |
3,581.7 |
3,581.7 |
3,616.6 |
|
S3 |
3,524.7 |
3,547.3 |
3,611.3 |
|
S4 |
3,467.7 |
3,490.3 |
3,595.7 |
|
|
Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,989.7 |
3,919.3 |
3,688.1 |
|
R3 |
3,878.7 |
3,808.3 |
3,657.5 |
|
R2 |
3,767.7 |
3,767.7 |
3,647.4 |
|
R1 |
3,697.3 |
3,697.3 |
3,637.2 |
3,677.0 |
PP |
3,656.7 |
3,656.7 |
3,656.7 |
3,646.5 |
S1 |
3,586.3 |
3,586.3 |
3,616.8 |
3,566.0 |
S2 |
3,545.7 |
3,545.7 |
3,606.7 |
|
S3 |
3,434.7 |
3,475.3 |
3,596.5 |
|
S4 |
3,323.7 |
3,364.3 |
3,566.0 |
|
|
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 |
3,616.0 |
111.0 |
3.1% |
66.8 |
1.8% |
10% |
False |
True |
1,046,486 |
10 |
3,741.0 |
3,616.0 |
125.0 |
3.4% |
54.7 |
1.5% |
9% |
False |
True |
917,729 |
20 |
3,741.0 |
3,451.0 |
290.0 |
8.0% |
53.1 |
1.5% |
61% |
False |
False |
866,097 |
40 |
3,741.0 |
3,451.0 |
290.0 |
8.0% |
55.0 |
1.5% |
61% |
False |
False |
846,764 |
60 |
3,741.0 |
3,379.0 |
362.0 |
10.0% |
52.4 |
1.4% |
69% |
False |
False |
711,888 |
80 |
3,741.0 |
2,874.0 |
867.0 |
23.9% |
54.3 |
1.5% |
87% |
False |
False |
535,500 |
100 |
3,741.0 |
2,874.0 |
867.0 |
23.9% |
52.5 |
1.4% |
87% |
False |
False |
429,099 |
120 |
3,741.0 |
2,874.0 |
867.0 |
23.9% |
48.8 |
1.3% |
87% |
False |
False |
357,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,915.3 |
2.618 |
3,822.2 |
1.618 |
3,765.2 |
1.000 |
3,730.0 |
0.618 |
3,708.2 |
HIGH |
3,673.0 |
0.618 |
3,651.2 |
0.500 |
3,644.5 |
0.382 |
3,637.8 |
LOW |
3,616.0 |
0.618 |
3,580.8 |
1.000 |
3,559.0 |
1.618 |
3,523.8 |
2.618 |
3,466.8 |
4.250 |
3,373.8 |
|
|
Fisher Pivots for day following 26-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,644.5 |
3,671.5 |
PP |
3,638.7 |
3,656.7 |
S1 |
3,632.8 |
3,641.8 |
|