Trading Metrics calculated at close of trading on 18-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2021 |
18-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,929.00 |
3,928.25 |
-0.75 |
0.0% |
3,889.00 |
High |
3,932.25 |
3,936.00 |
3.75 |
0.1% |
3,936.25 |
Low |
3,896.50 |
3,880.50 |
-16.00 |
-0.4% |
3,878.25 |
Close |
3,928.00 |
3,909.50 |
-18.50 |
-0.5% |
3,931.00 |
Range |
35.75 |
55.50 |
19.75 |
55.2% |
58.00 |
ATR |
52.32 |
52.54 |
0.23 |
0.4% |
0.00 |
Volume |
1,382,825 |
1,536,949 |
154,124 |
11.1% |
5,761,535 |
|
Daily Pivots for day following 18-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,075.25 |
4,047.75 |
3,940.00 |
|
R3 |
4,019.75 |
3,992.25 |
3,924.75 |
|
R2 |
3,964.25 |
3,964.25 |
3,919.75 |
|
R1 |
3,936.75 |
3,936.75 |
3,914.50 |
3,922.75 |
PP |
3,908.75 |
3,908.75 |
3,908.75 |
3,901.50 |
S1 |
3,881.25 |
3,881.25 |
3,904.50 |
3,867.25 |
S2 |
3,853.25 |
3,853.25 |
3,899.25 |
|
S3 |
3,797.75 |
3,825.75 |
3,894.25 |
|
S4 |
3,742.25 |
3,770.25 |
3,879.00 |
|
|
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 |
3,880.50 |
78.75 |
2.0% |
42.75 |
1.1% |
37% |
False |
True |
1,343,310 |
10 |
3,959.25 |
3,811.25 |
148.00 |
3.8% |
39.50 |
1.0% |
66% |
False |
False |
1,240,701 |
20 |
3,959.25 |
3,656.50 |
302.75 |
7.7% |
57.50 |
1.5% |
84% |
False |
False |
1,470,255 |
40 |
3,959.25 |
3,596.00 |
363.25 |
9.3% |
55.75 |
1.4% |
86% |
False |
False |
1,370,762 |
60 |
3,959.25 |
3,534.00 |
425.25 |
10.9% |
51.00 |
1.3% |
88% |
False |
False |
1,101,648 |
80 |
3,959.25 |
3,215.75 |
743.50 |
19.0% |
56.50 |
1.4% |
93% |
False |
False |
827,264 |
100 |
3,959.25 |
3,198.50 |
760.75 |
19.5% |
57.25 |
1.5% |
93% |
False |
False |
662,218 |
120 |
3,959.25 |
3,190.25 |
769.00 |
19.7% |
60.25 |
1.5% |
94% |
False |
False |
552,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,172.00 |
2.618 |
4,081.25 |
1.618 |
4,025.75 |
1.000 |
3,991.50 |
0.618 |
3,970.25 |
HIGH |
3,936.00 |
0.618 |
3,914.75 |
0.500 |
3,908.25 |
0.382 |
3,901.75 |
LOW |
3,880.50 |
0.618 |
3,846.25 |
1.000 |
3,825.00 |
1.618 |
3,790.75 |
2.618 |
3,735.25 |
4.250 |
3,644.50 |
|
|
Fisher Pivots for day following 18-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,909.00 |
3,920.00 |
PP |
3,908.75 |
3,916.50 |
S1 |
3,908.25 |
3,913.00 |
|