Trading Metrics calculated at close of trading on 25-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2021 |
25-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,876.25 |
3,923.50 |
47.25 |
1.2% |
3,936.50 |
High |
3,927.75 |
3,934.50 |
6.75 |
0.2% |
3,959.25 |
Low |
3,851.75 |
3,810.25 |
-41.50 |
-1.1% |
3,880.50 |
Close |
3,922.50 |
3,828.00 |
-94.50 |
-2.4% |
3,903.00 |
Range |
76.00 |
124.25 |
48.25 |
63.5% |
78.75 |
ATR |
56.16 |
61.02 |
4.86 |
8.7% |
0.00 |
Volume |
1,944,661 |
2,863,387 |
918,726 |
47.2% |
5,797,493 |
|
Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,230.25 |
4,153.50 |
3,896.25 |
|
R3 |
4,106.00 |
4,029.25 |
3,862.25 |
|
R2 |
3,981.75 |
3,981.75 |
3,850.75 |
|
R1 |
3,905.00 |
3,905.00 |
3,839.50 |
3,881.25 |
PP |
3,857.50 |
3,857.50 |
3,857.50 |
3,845.75 |
S1 |
3,780.75 |
3,780.75 |
3,816.50 |
3,757.00 |
S2 |
3,733.25 |
3,733.25 |
3,805.25 |
|
S3 |
3,609.00 |
3,656.50 |
3,793.75 |
|
S4 |
3,484.75 |
3,532.25 |
3,759.75 |
|
|
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 |
3,934.50 |
3,804.75 |
129.75 |
3.4% |
77.00 |
2.0% |
18% |
True |
False |
2,006,512 |
10 |
3,959.25 |
3,804.75 |
154.50 |
4.0% |
60.00 |
1.6% |
15% |
False |
False |
1,674,911 |
20 |
3,959.25 |
3,656.50 |
302.75 |
7.9% |
61.25 |
1.6% |
57% |
False |
False |
1,583,707 |
40 |
3,959.25 |
3,652.50 |
306.75 |
8.0% |
58.25 |
1.5% |
57% |
False |
False |
1,494,208 |
60 |
3,959.25 |
3,583.75 |
375.50 |
9.8% |
54.00 |
1.4% |
65% |
False |
False |
1,268,065 |
80 |
3,959.25 |
3,215.75 |
743.50 |
19.4% |
57.00 |
1.5% |
82% |
False |
False |
952,593 |
100 |
3,959.25 |
3,215.75 |
743.50 |
19.4% |
57.75 |
1.5% |
82% |
False |
False |
762,399 |
120 |
3,959.25 |
3,190.25 |
769.00 |
20.1% |
62.00 |
1.6% |
83% |
False |
False |
635,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,462.50 |
2.618 |
4,259.75 |
1.618 |
4,135.50 |
1.000 |
4,058.75 |
0.618 |
4,011.25 |
HIGH |
3,934.50 |
0.618 |
3,887.00 |
0.500 |
3,872.50 |
0.382 |
3,857.75 |
LOW |
3,810.25 |
0.618 |
3,733.50 |
1.000 |
3,686.00 |
1.618 |
3,609.25 |
2.618 |
3,485.00 |
4.250 |
3,282.25 |
|
|
Fisher Pivots for day following 25-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,872.50 |
3,869.50 |
PP |
3,857.50 |
3,855.75 |
S1 |
3,842.75 |
3,842.00 |
|