Trading Metrics calculated at close of trading on 19-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2021 |
19-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,928.25 |
3,910.50 |
-17.75 |
-0.5% |
3,936.50 |
High |
3,936.00 |
3,931.00 |
-5.00 |
-0.1% |
3,959.25 |
Low |
3,880.50 |
3,890.25 |
9.75 |
0.3% |
3,880.50 |
Close |
3,909.50 |
3,903.00 |
-6.50 |
-0.2% |
3,903.00 |
Range |
55.50 |
40.75 |
-14.75 |
-26.6% |
78.75 |
ATR |
52.54 |
51.70 |
-0.84 |
-1.6% |
0.00 |
Volume |
1,536,949 |
1,427,294 |
-109,655 |
-7.1% |
5,797,493 |
|
Daily Pivots for day following 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,030.25 |
4,007.50 |
3,925.50 |
|
R3 |
3,989.50 |
3,966.75 |
3,914.25 |
|
R2 |
3,948.75 |
3,948.75 |
3,910.50 |
|
R1 |
3,926.00 |
3,926.00 |
3,906.75 |
3,917.00 |
PP |
3,908.00 |
3,908.00 |
3,908.00 |
3,903.50 |
S1 |
3,885.25 |
3,885.25 |
3,899.25 |
3,876.25 |
S2 |
3,867.25 |
3,867.25 |
3,895.50 |
|
S3 |
3,826.50 |
3,844.50 |
3,891.75 |
|
S4 |
3,785.75 |
3,803.75 |
3,880.50 |
|
|
Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,150.50 |
4,105.50 |
3,946.25 |
|
R3 |
4,071.75 |
4,026.75 |
3,924.75 |
|
R2 |
3,993.00 |
3,993.00 |
3,917.50 |
|
R1 |
3,948.00 |
3,948.00 |
3,910.25 |
3,931.00 |
PP |
3,914.25 |
3,914.25 |
3,914.25 |
3,905.75 |
S1 |
3,869.25 |
3,869.25 |
3,895.75 |
3,852.50 |
S2 |
3,835.50 |
3,835.50 |
3,888.50 |
|
S3 |
3,756.75 |
3,790.50 |
3,881.25 |
|
S4 |
3,678.00 |
3,711.75 |
3,859.75 |
|
|
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% |
43.75 |
1.1% |
29% |
False |
False |
1,369,558 |
10 |
3,959.25 |
3,860.00 |
99.25 |
2.5% |
37.75 |
1.0% |
43% |
False |
False |
1,269,790 |
20 |
3,959.25 |
3,656.50 |
302.75 |
7.8% |
58.25 |
1.5% |
81% |
False |
False |
1,488,206 |
40 |
3,959.25 |
3,651.00 |
308.25 |
7.9% |
53.75 |
1.4% |
82% |
False |
False |
1,360,505 |
60 |
3,959.25 |
3,537.75 |
421.50 |
10.8% |
51.00 |
1.3% |
87% |
False |
False |
1,125,210 |
80 |
3,959.25 |
3,215.75 |
743.50 |
19.0% |
56.75 |
1.5% |
92% |
False |
False |
845,100 |
100 |
3,959.25 |
3,215.75 |
743.50 |
19.0% |
56.75 |
1.5% |
92% |
False |
False |
676,424 |
120 |
3,959.25 |
3,190.25 |
769.00 |
19.7% |
60.25 |
1.5% |
93% |
False |
False |
563,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,104.25 |
2.618 |
4,037.75 |
1.618 |
3,997.00 |
1.000 |
3,971.75 |
0.618 |
3,956.25 |
HIGH |
3,931.00 |
0.618 |
3,915.50 |
0.500 |
3,910.50 |
0.382 |
3,905.75 |
LOW |
3,890.25 |
0.618 |
3,865.00 |
1.000 |
3,849.50 |
1.618 |
3,824.25 |
2.618 |
3,783.50 |
4.250 |
3,717.00 |
|
|
Fisher Pivots for day following 19-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,910.50 |
3,908.25 |
PP |
3,908.00 |
3,906.50 |
S1 |
3,905.50 |
3,904.75 |
|