Trading Metrics calculated at close of trading on 12-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2021 |
12-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
13,662.00 |
13,711.25 |
49.25 |
0.4% |
13,623.75 |
High |
13,743.75 |
13,820.75 |
77.00 |
0.6% |
13,820.75 |
Low |
13,612.50 |
13,646.00 |
33.50 |
0.2% |
13,516.75 |
Close |
13,729.00 |
13,804.75 |
75.75 |
0.6% |
13,804.75 |
Range |
131.25 |
174.75 |
43.50 |
33.1% |
304.00 |
ATR |
239.32 |
234.71 |
-4.61 |
-1.9% |
0.00 |
Volume |
495,131 |
392,927 |
-102,204 |
-20.6% |
2,201,744 |
|
Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,281.50 |
14,217.75 |
13,900.75 |
|
R3 |
14,106.75 |
14,043.00 |
13,852.75 |
|
R2 |
13,932.00 |
13,932.00 |
13,836.75 |
|
R1 |
13,868.25 |
13,868.25 |
13,820.75 |
13,900.00 |
PP |
13,757.25 |
13,757.25 |
13,757.25 |
13,773.00 |
S1 |
13,693.50 |
13,693.50 |
13,788.75 |
13,725.50 |
S2 |
13,582.50 |
13,582.50 |
13,772.75 |
|
S3 |
13,407.75 |
13,518.75 |
13,756.75 |
|
S4 |
13,233.00 |
13,344.00 |
13,708.75 |
|
|
Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,626.00 |
14,519.50 |
13,972.00 |
|
R3 |
14,322.00 |
14,215.50 |
13,888.25 |
|
R2 |
14,018.00 |
14,018.00 |
13,860.50 |
|
R1 |
13,911.50 |
13,911.50 |
13,832.50 |
13,964.75 |
PP |
13,714.00 |
13,714.00 |
13,714.00 |
13,740.75 |
S1 |
13,607.50 |
13,607.50 |
13,777.00 |
13,660.75 |
S2 |
13,410.00 |
13,410.00 |
13,749.00 |
|
S3 |
13,106.00 |
13,303.50 |
13,721.25 |
|
S4 |
12,802.00 |
12,999.50 |
13,637.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,820.75 |
13,516.75 |
304.00 |
2.2% |
151.25 |
1.1% |
95% |
True |
False |
440,348 |
10 |
13,820.75 |
12,727.25 |
1,093.50 |
7.9% |
212.00 |
1.5% |
99% |
True |
False |
458,202 |
20 |
13,820.75 |
12,727.00 |
1,093.75 |
7.9% |
265.00 |
1.9% |
99% |
True |
False |
509,345 |
40 |
13,820.75 |
12,461.00 |
1,359.75 |
9.8% |
229.00 |
1.7% |
99% |
True |
False |
474,466 |
60 |
13,820.75 |
11,800.50 |
2,020.25 |
14.6% |
211.25 |
1.5% |
99% |
True |
False |
336,931 |
80 |
13,820.75 |
10,934.00 |
2,886.75 |
20.9% |
231.75 |
1.7% |
99% |
True |
False |
252,928 |
100 |
13,820.75 |
10,655.00 |
3,165.75 |
22.9% |
243.00 |
1.8% |
99% |
True |
False |
202,478 |
120 |
13,820.75 |
10,649.50 |
3,171.25 |
23.0% |
259.00 |
1.9% |
99% |
True |
False |
168,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,563.50 |
2.618 |
14,278.25 |
1.618 |
14,103.50 |
1.000 |
13,995.50 |
0.618 |
13,928.75 |
HIGH |
13,820.75 |
0.618 |
13,754.00 |
0.500 |
13,733.50 |
0.382 |
13,712.75 |
LOW |
13,646.00 |
0.618 |
13,538.00 |
1.000 |
13,471.25 |
1.618 |
13,363.25 |
2.618 |
13,188.50 |
4.250 |
12,903.25 |
|
|
Fisher Pivots for day following 12-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
13,781.00 |
13,759.50 |
PP |
13,757.25 |
13,714.00 |
S1 |
13,733.50 |
13,668.75 |
|