Trading Metrics calculated at close of trading on 22-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,910.50 |
3,905.50 |
-5.00 |
-0.1% |
3,936.50 |
High |
3,931.00 |
3,914.50 |
-16.50 |
-0.4% |
3,959.25 |
Low |
3,890.25 |
3,861.25 |
-29.00 |
-0.7% |
3,880.50 |
Close |
3,903.00 |
3,873.50 |
-29.50 |
-0.8% |
3,903.00 |
Range |
40.75 |
53.25 |
12.50 |
30.7% |
78.75 |
ATR |
51.70 |
51.81 |
0.11 |
0.2% |
0.00 |
Volume |
1,427,294 |
1,514,278 |
86,984 |
6.1% |
5,797,493 |
|
Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,042.75 |
4,011.50 |
3,902.75 |
|
R3 |
3,989.50 |
3,958.25 |
3,888.25 |
|
R2 |
3,936.25 |
3,936.25 |
3,883.25 |
|
R1 |
3,905.00 |
3,905.00 |
3,878.50 |
3,894.00 |
PP |
3,883.00 |
3,883.00 |
3,883.00 |
3,877.50 |
S1 |
3,851.75 |
3,851.75 |
3,868.50 |
3,840.75 |
S2 |
3,829.75 |
3,829.75 |
3,863.75 |
|
S3 |
3,776.50 |
3,798.50 |
3,858.75 |
|
S4 |
3,723.25 |
3,745.25 |
3,844.25 |
|
|
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 |
3,861.25 |
98.00 |
2.5% |
45.25 |
1.2% |
13% |
False |
True |
1,462,354 |
10 |
3,959.25 |
3,861.25 |
98.00 |
2.5% |
40.25 |
1.0% |
13% |
False |
True |
1,307,330 |
20 |
3,959.25 |
3,656.50 |
302.75 |
7.8% |
59.25 |
1.5% |
72% |
False |
False |
1,504,577 |
40 |
3,959.25 |
3,651.00 |
308.25 |
8.0% |
54.25 |
1.4% |
72% |
False |
False |
1,370,737 |
60 |
3,959.25 |
3,569.00 |
390.25 |
10.1% |
51.25 |
1.3% |
78% |
False |
False |
1,150,246 |
80 |
3,959.25 |
3,215.75 |
743.50 |
19.2% |
56.25 |
1.5% |
88% |
False |
False |
864,013 |
100 |
3,959.25 |
3,215.75 |
743.50 |
19.2% |
56.75 |
1.5% |
88% |
False |
False |
691,559 |
120 |
3,959.25 |
3,190.25 |
769.00 |
19.9% |
60.50 |
1.6% |
89% |
False |
False |
576,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,140.75 |
2.618 |
4,054.00 |
1.618 |
4,000.75 |
1.000 |
3,967.75 |
0.618 |
3,947.50 |
HIGH |
3,914.50 |
0.618 |
3,894.25 |
0.500 |
3,888.00 |
0.382 |
3,881.50 |
LOW |
3,861.25 |
0.618 |
3,828.25 |
1.000 |
3,808.00 |
1.618 |
3,775.00 |
2.618 |
3,721.75 |
4.250 |
3,635.00 |
|
|
Fisher Pivots for day following 22-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,888.00 |
3,898.50 |
PP |
3,883.00 |
3,890.25 |
S1 |
3,878.25 |
3,882.00 |
|