Trading Metrics calculated at close of trading on 17-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2021 |
17-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
13,829.50 |
13,758.25 |
-71.25 |
-0.5% |
13,623.75 |
High |
13,900.50 |
13,785.00 |
-115.50 |
-0.8% |
13,820.75 |
Low |
13,716.00 |
13,543.00 |
-173.00 |
-1.3% |
13,516.75 |
Close |
13,767.75 |
13,699.75 |
-68.00 |
-0.5% |
13,804.75 |
Range |
184.50 |
242.00 |
57.50 |
31.2% |
304.00 |
ATR |
231.12 |
231.90 |
0.78 |
0.3% |
0.00 |
Volume |
604,657 |
583,565 |
-21,092 |
-3.5% |
2,201,744 |
|
Daily Pivots for day following 17-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,402.00 |
14,292.75 |
13,832.75 |
|
R3 |
14,160.00 |
14,050.75 |
13,766.25 |
|
R2 |
13,918.00 |
13,918.00 |
13,744.00 |
|
R1 |
13,808.75 |
13,808.75 |
13,722.00 |
13,742.50 |
PP |
13,676.00 |
13,676.00 |
13,676.00 |
13,642.75 |
S1 |
13,566.75 |
13,566.75 |
13,677.50 |
13,500.50 |
S2 |
13,434.00 |
13,434.00 |
13,655.50 |
|
S3 |
13,192.00 |
13,324.75 |
13,633.25 |
|
S4 |
12,950.00 |
13,082.75 |
13,566.75 |
|
|
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 |
13,900.50 |
13,516.75 |
383.75 |
2.8% |
197.00 |
1.4% |
48% |
False |
False |
525,784 |
10 |
13,900.50 |
13,345.25 |
555.25 |
4.1% |
172.25 |
1.3% |
64% |
False |
False |
472,902 |
20 |
13,900.50 |
12,727.25 |
1,173.25 |
8.6% |
261.75 |
1.9% |
83% |
False |
False |
517,687 |
40 |
13,900.50 |
12,461.00 |
1,439.50 |
10.5% |
234.00 |
1.7% |
86% |
False |
False |
484,266 |
60 |
13,900.50 |
11,800.50 |
2,100.00 |
15.3% |
213.50 |
1.6% |
90% |
False |
False |
356,718 |
80 |
13,900.50 |
10,934.00 |
2,966.50 |
21.7% |
232.25 |
1.7% |
93% |
False |
False |
267,764 |
100 |
13,900.50 |
10,655.00 |
3,245.50 |
23.7% |
240.00 |
1.8% |
94% |
False |
False |
214,344 |
120 |
13,900.50 |
10,649.50 |
3,251.00 |
23.7% |
260.00 |
1.9% |
94% |
False |
False |
178,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,813.50 |
2.618 |
14,418.50 |
1.618 |
14,176.50 |
1.000 |
14,027.00 |
0.618 |
13,934.50 |
HIGH |
13,785.00 |
0.618 |
13,692.50 |
0.500 |
13,664.00 |
0.382 |
13,635.50 |
LOW |
13,543.00 |
0.618 |
13,393.50 |
1.000 |
13,301.00 |
1.618 |
13,151.50 |
2.618 |
12,909.50 |
4.250 |
12,514.50 |
|
|
Fisher Pivots for day following 17-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
13,687.75 |
13,721.75 |
PP |
13,676.00 |
13,714.50 |
S1 |
13,664.00 |
13,707.00 |
|