Trading Metrics calculated at close of trading on 24-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
13,227.00 |
13,170.75 |
-56.25 |
-0.4% |
13,829.50 |
High |
13,335.75 |
13,334.00 |
-1.75 |
0.0% |
13,900.50 |
Low |
12,757.25 |
12,958.00 |
200.75 |
1.6% |
13,468.00 |
Close |
13,192.00 |
13,302.00 |
110.00 |
0.8% |
13,576.00 |
Range |
578.50 |
376.00 |
-202.50 |
-35.0% |
432.50 |
ATR |
267.75 |
275.48 |
7.73 |
2.9% |
0.00 |
Volume |
873,273 |
673,353 |
-199,920 |
-22.9% |
2,297,992 |
|
Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,326.00 |
14,190.00 |
13,508.75 |
|
R3 |
13,950.00 |
13,814.00 |
13,405.50 |
|
R2 |
13,574.00 |
13,574.00 |
13,371.00 |
|
R1 |
13,438.00 |
13,438.00 |
13,336.50 |
13,506.00 |
PP |
13,198.00 |
13,198.00 |
13,198.00 |
13,232.00 |
S1 |
13,062.00 |
13,062.00 |
13,267.50 |
13,130.00 |
S2 |
12,822.00 |
12,822.00 |
13,233.00 |
|
S3 |
12,446.00 |
12,686.00 |
13,198.50 |
|
S4 |
12,070.00 |
12,310.00 |
13,095.25 |
|
|
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 |
13,729.00 |
12,757.25 |
971.75 |
7.3% |
363.50 |
2.7% |
56% |
False |
False |
660,984 |
10 |
13,900.50 |
12,757.25 |
1,143.25 |
8.6% |
280.25 |
2.1% |
48% |
False |
False |
593,384 |
20 |
13,900.50 |
12,727.25 |
1,173.25 |
8.8% |
295.75 |
2.2% |
49% |
False |
False |
561,202 |
40 |
13,900.50 |
12,491.25 |
1,409.25 |
10.6% |
257.50 |
1.9% |
58% |
False |
False |
515,482 |
60 |
13,900.50 |
12,082.00 |
1,818.50 |
13.7% |
229.50 |
1.7% |
67% |
False |
False |
411,760 |
80 |
13,900.50 |
10,934.00 |
2,966.50 |
22.3% |
239.25 |
1.8% |
80% |
False |
False |
309,041 |
100 |
13,900.50 |
10,934.00 |
2,966.50 |
22.3% |
243.25 |
1.8% |
80% |
False |
False |
247,355 |
120 |
13,900.50 |
10,649.50 |
3,251.00 |
24.4% |
267.50 |
2.0% |
82% |
False |
False |
206,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,932.00 |
2.618 |
14,318.25 |
1.618 |
13,942.25 |
1.000 |
13,710.00 |
0.618 |
13,566.25 |
HIGH |
13,334.00 |
0.618 |
13,190.25 |
0.500 |
13,146.00 |
0.382 |
13,101.75 |
LOW |
12,958.00 |
0.618 |
12,725.75 |
1.000 |
12,582.00 |
1.618 |
12,349.75 |
2.618 |
11,973.75 |
4.250 |
11,360.00 |
|
|
Fisher Pivots for day following 24-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
13,250.00 |
13,265.75 |
PP |
13,198.00 |
13,229.50 |
S1 |
13,146.00 |
13,193.00 |
|