Trading Metrics calculated at close of trading on 23-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
13,585.00 |
13,227.00 |
-358.00 |
-2.6% |
13,829.50 |
High |
13,629.00 |
13,335.75 |
-293.25 |
-2.2% |
13,900.50 |
Low |
13,215.00 |
12,757.25 |
-457.75 |
-3.5% |
13,468.00 |
Close |
13,224.25 |
13,192.00 |
-32.25 |
-0.2% |
13,576.00 |
Range |
414.00 |
578.50 |
164.50 |
39.7% |
432.50 |
ATR |
243.85 |
267.75 |
23.90 |
9.8% |
0.00 |
Volume |
648,527 |
873,273 |
224,746 |
34.7% |
2,297,992 |
|
Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,830.50 |
14,589.75 |
13,510.25 |
|
R3 |
14,252.00 |
14,011.25 |
13,351.00 |
|
R2 |
13,673.50 |
13,673.50 |
13,298.00 |
|
R1 |
13,432.75 |
13,432.75 |
13,245.00 |
13,264.00 |
PP |
13,095.00 |
13,095.00 |
13,095.00 |
13,010.50 |
S1 |
12,854.25 |
12,854.25 |
13,139.00 |
12,685.50 |
S2 |
12,516.50 |
12,516.50 |
13,086.00 |
|
S3 |
11,938.00 |
12,275.75 |
13,033.00 |
|
S4 |
11,359.50 |
11,697.25 |
12,873.75 |
|
|
Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,945.75 |
14,693.25 |
13,814.00 |
|
R3 |
14,513.25 |
14,260.75 |
13,695.00 |
|
R2 |
14,080.75 |
14,080.75 |
13,655.25 |
|
R1 |
13,828.25 |
13,828.25 |
13,615.75 |
13,738.25 |
PP |
13,648.25 |
13,648.25 |
13,648.25 |
13,603.00 |
S1 |
13,395.75 |
13,395.75 |
13,536.25 |
13,305.75 |
S2 |
13,215.75 |
13,215.75 |
13,496.75 |
|
S3 |
12,783.25 |
12,963.25 |
13,457.00 |
|
S4 |
12,350.75 |
12,530.75 |
13,338.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,785.00 |
12,757.25 |
1,027.75 |
7.8% |
336.75 |
2.6% |
42% |
False |
True |
643,027 |
10 |
13,900.50 |
12,757.25 |
1,143.25 |
8.7% |
252.75 |
1.9% |
38% |
False |
True |
562,760 |
20 |
13,900.50 |
12,727.25 |
1,173.25 |
8.9% |
287.75 |
2.2% |
40% |
False |
False |
552,654 |
40 |
13,900.50 |
12,491.25 |
1,409.25 |
10.7% |
250.50 |
1.9% |
50% |
False |
False |
502,984 |
60 |
13,900.50 |
12,075.00 |
1,825.50 |
13.8% |
224.75 |
1.7% |
61% |
False |
False |
400,545 |
80 |
13,900.50 |
10,934.00 |
2,966.50 |
22.5% |
240.00 |
1.8% |
76% |
False |
False |
300,632 |
100 |
13,900.50 |
10,934.00 |
2,966.50 |
22.5% |
243.00 |
1.8% |
76% |
False |
False |
240,627 |
120 |
13,900.50 |
10,649.50 |
3,251.00 |
24.6% |
266.25 |
2.0% |
78% |
False |
False |
200,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,794.50 |
2.618 |
14,850.25 |
1.618 |
14,271.75 |
1.000 |
13,914.25 |
0.618 |
13,693.25 |
HIGH |
13,335.75 |
0.618 |
13,114.75 |
0.500 |
13,046.50 |
0.382 |
12,978.25 |
LOW |
12,757.25 |
0.618 |
12,399.75 |
1.000 |
12,178.75 |
1.618 |
11,821.25 |
2.618 |
11,242.75 |
4.250 |
10,298.50 |
|
|
Fisher Pivots for day following 23-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
13,143.50 |
13,243.00 |
PP |
13,095.00 |
13,226.00 |
S1 |
13,046.50 |
13,209.00 |
|