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 |
3,907.00 |
3,905.25 |
-1.75 |
0.0% |
3,889.00 |
High |
3,920.50 |
3,936.25 |
15.75 |
0.4% |
3,936.25 |
Low |
3,884.50 |
3,890.25 |
5.75 |
0.1% |
3,878.25 |
Close |
3,912.00 |
3,931.00 |
19.00 |
0.5% |
3,931.00 |
Range |
36.00 |
46.00 |
10.00 |
27.8% |
58.00 |
ATR |
55.26 |
54.60 |
-0.66 |
-1.2% |
0.00 |
Volume |
1,296,054 |
1,050,298 |
-245,756 |
-19.0% |
5,761,535 |
|
Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,057.25 |
4,040.00 |
3,956.25 |
|
R3 |
4,011.25 |
3,994.00 |
3,943.75 |
|
R2 |
3,965.25 |
3,965.25 |
3,939.50 |
|
R1 |
3,948.00 |
3,948.00 |
3,935.25 |
3,956.50 |
PP |
3,919.25 |
3,919.25 |
3,919.25 |
3,923.50 |
S1 |
3,902.00 |
3,902.00 |
3,926.75 |
3,910.50 |
S2 |
3,873.25 |
3,873.25 |
3,922.50 |
|
S3 |
3,827.25 |
3,856.00 |
3,918.25 |
|
S4 |
3,781.25 |
3,810.00 |
3,905.75 |
|
|
Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,089.25 |
4,068.00 |
3,963.00 |
|
R3 |
4,031.25 |
4,010.00 |
3,947.00 |
|
R2 |
3,973.25 |
3,973.25 |
3,941.75 |
|
R1 |
3,952.00 |
3,952.00 |
3,936.25 |
3,962.50 |
PP |
3,915.25 |
3,915.25 |
3,915.25 |
3,920.50 |
S1 |
3,894.00 |
3,894.00 |
3,925.75 |
3,904.50 |
S2 |
3,857.25 |
3,857.25 |
3,920.25 |
|
S3 |
3,799.25 |
3,836.00 |
3,915.00 |
|
S4 |
3,741.25 |
3,778.00 |
3,899.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,936.25 |
3,878.25 |
58.00 |
1.5% |
35.25 |
0.9% |
91% |
True |
False |
1,152,307 |
10 |
3,936.25 |
3,656.50 |
279.75 |
7.1% |
49.50 |
1.3% |
98% |
True |
False |
1,242,966 |
20 |
3,936.25 |
3,656.50 |
279.75 |
7.1% |
59.75 |
1.5% |
98% |
True |
False |
1,469,036 |
40 |
3,936.25 |
3,596.00 |
340.25 |
8.7% |
55.00 |
1.4% |
98% |
True |
False |
1,373,226 |
60 |
3,936.25 |
3,534.00 |
402.25 |
10.2% |
51.25 |
1.3% |
99% |
True |
False |
1,029,204 |
80 |
3,936.25 |
3,215.75 |
720.50 |
18.3% |
56.75 |
1.4% |
99% |
True |
False |
772,690 |
100 |
3,936.25 |
3,190.25 |
746.00 |
19.0% |
58.25 |
1.5% |
99% |
True |
False |
618,601 |
120 |
3,936.25 |
3,190.25 |
746.00 |
19.0% |
60.00 |
1.5% |
99% |
True |
False |
515,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,131.75 |
2.618 |
4,056.75 |
1.618 |
4,010.75 |
1.000 |
3,982.25 |
0.618 |
3,964.75 |
HIGH |
3,936.25 |
0.618 |
3,918.75 |
0.500 |
3,913.25 |
0.382 |
3,907.75 |
LOW |
3,890.25 |
0.618 |
3,861.75 |
1.000 |
3,844.25 |
1.618 |
3,815.75 |
2.618 |
3,769.75 |
4.250 |
3,694.75 |
|
|
Fisher Pivots for day following 12-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,925.00 |
3,923.00 |
PP |
3,919.25 |
3,915.25 |
S1 |
3,913.25 |
3,907.25 |
|