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 |
3,936.50 |
3,929.00 |
-7.50 |
-0.2% |
3,889.00 |
High |
3,959.25 |
3,932.25 |
-27.00 |
-0.7% |
3,936.25 |
Low |
3,918.75 |
3,896.50 |
-22.25 |
-0.6% |
3,878.25 |
Close |
3,927.75 |
3,928.00 |
0.25 |
0.0% |
3,931.00 |
Range |
40.50 |
35.75 |
-4.75 |
-11.7% |
58.00 |
ATR |
53.59 |
52.32 |
-1.27 |
-2.4% |
0.00 |
Volume |
1,450,425 |
1,382,825 |
-67,600 |
-4.7% |
5,761,535 |
|
Daily Pivots for day following 17-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,026.25 |
4,012.75 |
3,947.75 |
|
R3 |
3,990.50 |
3,977.00 |
3,937.75 |
|
R2 |
3,954.75 |
3,954.75 |
3,934.50 |
|
R1 |
3,941.25 |
3,941.25 |
3,931.25 |
3,930.00 |
PP |
3,919.00 |
3,919.00 |
3,919.00 |
3,913.25 |
S1 |
3,905.50 |
3,905.50 |
3,924.75 |
3,894.50 |
S2 |
3,883.25 |
3,883.25 |
3,921.50 |
|
S3 |
3,847.50 |
3,869.75 |
3,918.25 |
|
S4 |
3,811.75 |
3,834.00 |
3,908.25 |
|
|
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 |
3,959.25 |
3,878.25 |
81.00 |
2.1% |
41.75 |
1.1% |
61% |
False |
False |
1,348,085 |
10 |
3,959.25 |
3,807.75 |
151.50 |
3.9% |
37.50 |
1.0% |
79% |
False |
False |
1,215,575 |
20 |
3,959.25 |
3,656.50 |
302.75 |
7.7% |
58.00 |
1.5% |
90% |
False |
False |
1,455,846 |
40 |
3,959.25 |
3,596.00 |
363.25 |
9.2% |
55.50 |
1.4% |
91% |
False |
False |
1,375,617 |
60 |
3,959.25 |
3,534.00 |
425.25 |
10.8% |
50.75 |
1.3% |
93% |
False |
False |
1,076,158 |
80 |
3,959.25 |
3,215.75 |
743.50 |
18.9% |
56.50 |
1.4% |
96% |
False |
False |
808,072 |
100 |
3,959.25 |
3,190.25 |
769.00 |
19.6% |
57.50 |
1.5% |
96% |
False |
False |
646,870 |
120 |
3,959.25 |
3,190.25 |
769.00 |
19.6% |
60.25 |
1.5% |
96% |
False |
False |
539,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,084.25 |
2.618 |
4,025.75 |
1.618 |
3,990.00 |
1.000 |
3,968.00 |
0.618 |
3,954.25 |
HIGH |
3,932.25 |
0.618 |
3,918.50 |
0.500 |
3,914.50 |
0.382 |
3,910.25 |
LOW |
3,896.50 |
0.618 |
3,874.50 |
1.000 |
3,860.75 |
1.618 |
3,838.75 |
2.618 |
3,803.00 |
4.250 |
3,744.50 |
|
|
Fisher Pivots for day following 17-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,923.50 |
3,927.00 |
PP |
3,919.00 |
3,925.75 |
S1 |
3,914.50 |
3,924.75 |
|