Trading Metrics calculated at close of trading on 23-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,905.50 |
3,878.00 |
-27.50 |
-0.7% |
3,936.50 |
High |
3,914.50 |
3,896.00 |
-18.50 |
-0.5% |
3,959.25 |
Low |
3,861.25 |
3,804.75 |
-56.50 |
-1.5% |
3,880.50 |
Close |
3,873.50 |
3,878.00 |
4.50 |
0.1% |
3,903.00 |
Range |
53.25 |
91.25 |
38.00 |
71.4% |
78.75 |
ATR |
51.81 |
54.63 |
2.82 |
5.4% |
0.00 |
Volume |
1,514,278 |
2,282,940 |
768,662 |
50.8% |
5,797,493 |
|
Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,133.25 |
4,097.00 |
3,928.25 |
|
R3 |
4,042.00 |
4,005.75 |
3,903.00 |
|
R2 |
3,950.75 |
3,950.75 |
3,894.75 |
|
R1 |
3,914.50 |
3,914.50 |
3,886.25 |
3,923.50 |
PP |
3,859.50 |
3,859.50 |
3,859.50 |
3,864.25 |
S1 |
3,823.25 |
3,823.25 |
3,869.75 |
3,832.50 |
S2 |
3,768.25 |
3,768.25 |
3,861.25 |
|
S3 |
3,677.00 |
3,732.00 |
3,853.00 |
|
S4 |
3,585.75 |
3,640.75 |
3,827.75 |
|
|
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 |
3,936.00 |
3,804.75 |
131.25 |
3.4% |
55.25 |
1.4% |
56% |
False |
True |
1,628,857 |
10 |
3,959.25 |
3,804.75 |
154.50 |
4.0% |
46.75 |
1.2% |
47% |
False |
True |
1,438,380 |
20 |
3,959.25 |
3,656.50 |
302.75 |
7.8% |
60.50 |
1.6% |
73% |
False |
False |
1,530,529 |
40 |
3,959.25 |
3,652.50 |
306.75 |
7.9% |
55.25 |
1.4% |
74% |
False |
False |
1,402,265 |
60 |
3,959.25 |
3,583.75 |
375.50 |
9.7% |
51.75 |
1.3% |
78% |
False |
False |
1,188,126 |
80 |
3,959.25 |
3,215.75 |
743.50 |
19.2% |
57.00 |
1.5% |
89% |
False |
False |
892,541 |
100 |
3,959.25 |
3,215.75 |
743.50 |
19.2% |
57.25 |
1.5% |
89% |
False |
False |
714,360 |
120 |
3,959.25 |
3,190.25 |
769.00 |
19.8% |
61.00 |
1.6% |
89% |
False |
False |
595,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,283.75 |
2.618 |
4,135.00 |
1.618 |
4,043.75 |
1.000 |
3,987.25 |
0.618 |
3,952.50 |
HIGH |
3,896.00 |
0.618 |
3,861.25 |
0.500 |
3,850.50 |
0.382 |
3,839.50 |
LOW |
3,804.75 |
0.618 |
3,748.25 |
1.000 |
3,713.50 |
1.618 |
3,657.00 |
2.618 |
3,565.75 |
4.250 |
3,417.00 |
|
|
Fisher Pivots for day following 23-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,868.75 |
3,874.50 |
PP |
3,859.50 |
3,871.25 |
S1 |
3,850.50 |
3,868.00 |
|