Trading Metrics calculated at close of trading on 24-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,878.00 |
3,876.25 |
-1.75 |
0.0% |
3,936.50 |
High |
3,896.00 |
3,927.75 |
31.75 |
0.8% |
3,959.25 |
Low |
3,804.75 |
3,851.75 |
47.00 |
1.2% |
3,880.50 |
Close |
3,878.00 |
3,922.50 |
44.50 |
1.1% |
3,903.00 |
Range |
91.25 |
76.00 |
-15.25 |
-16.7% |
78.75 |
ATR |
54.63 |
56.16 |
1.53 |
2.8% |
0.00 |
Volume |
2,282,940 |
1,944,661 |
-338,279 |
-14.8% |
5,797,493 |
|
Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,128.75 |
4,101.50 |
3,964.25 |
|
R3 |
4,052.75 |
4,025.50 |
3,943.50 |
|
R2 |
3,976.75 |
3,976.75 |
3,936.50 |
|
R1 |
3,949.50 |
3,949.50 |
3,929.50 |
3,963.00 |
PP |
3,900.75 |
3,900.75 |
3,900.75 |
3,907.50 |
S1 |
3,873.50 |
3,873.50 |
3,915.50 |
3,887.00 |
S2 |
3,824.75 |
3,824.75 |
3,908.50 |
|
S3 |
3,748.75 |
3,797.50 |
3,901.50 |
|
S4 |
3,672.75 |
3,721.50 |
3,880.75 |
|
|
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 |
3.3% |
63.25 |
1.6% |
90% |
False |
False |
1,741,224 |
10 |
3,959.25 |
3,804.75 |
154.50 |
3.9% |
52.50 |
1.3% |
76% |
False |
False |
1,544,654 |
20 |
3,959.25 |
3,656.50 |
302.75 |
7.7% |
62.25 |
1.6% |
88% |
False |
False |
1,569,139 |
40 |
3,959.25 |
3,652.50 |
306.75 |
7.8% |
56.75 |
1.4% |
88% |
False |
False |
1,441,640 |
60 |
3,959.25 |
3,583.75 |
375.50 |
9.6% |
52.25 |
1.3% |
90% |
False |
False |
1,220,461 |
80 |
3,959.25 |
3,215.75 |
743.50 |
19.0% |
56.50 |
1.4% |
95% |
False |
False |
916,820 |
100 |
3,959.25 |
3,215.75 |
743.50 |
19.0% |
57.00 |
1.5% |
95% |
False |
False |
733,776 |
120 |
3,959.25 |
3,190.25 |
769.00 |
19.6% |
61.25 |
1.6% |
95% |
False |
False |
611,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,250.75 |
2.618 |
4,126.75 |
1.618 |
4,050.75 |
1.000 |
4,003.75 |
0.618 |
3,974.75 |
HIGH |
3,927.75 |
0.618 |
3,898.75 |
0.500 |
3,889.75 |
0.382 |
3,880.75 |
LOW |
3,851.75 |
0.618 |
3,804.75 |
1.000 |
3,775.75 |
1.618 |
3,728.75 |
2.618 |
3,652.75 |
4.250 |
3,528.75 |
|
|
Fisher Pivots for day following 24-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,911.50 |
3,903.75 |
PP |
3,900.75 |
3,885.00 |
S1 |
3,889.75 |
3,866.25 |
|