| Trading Metrics calculated at close of trading on 26-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2021 |
26-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
3,923.50 |
3,823.25 |
-100.25 |
-2.6% |
3,905.50 |
| High |
3,934.50 |
3,858.50 |
-76.00 |
-1.9% |
3,934.50 |
| Low |
3,810.25 |
3,785.00 |
-25.25 |
-0.7% |
3,785.00 |
| Close |
3,828.00 |
3,809.25 |
-18.75 |
-0.5% |
3,809.25 |
| Range |
124.25 |
73.50 |
-50.75 |
-40.8% |
149.50 |
| ATR |
61.02 |
61.91 |
0.89 |
1.5% |
0.00 |
| Volume |
2,863,387 |
3,010,481 |
147,094 |
5.1% |
11,615,747 |
|
| Daily Pivots for day following 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,038.00 |
3,997.25 |
3,849.75 |
|
| R3 |
3,964.50 |
3,923.75 |
3,829.50 |
|
| R2 |
3,891.00 |
3,891.00 |
3,822.75 |
|
| R1 |
3,850.25 |
3,850.25 |
3,816.00 |
3,834.00 |
| PP |
3,817.50 |
3,817.50 |
3,817.50 |
3,809.50 |
| S1 |
3,776.75 |
3,776.75 |
3,802.50 |
3,760.50 |
| S2 |
3,744.00 |
3,744.00 |
3,795.75 |
|
| S3 |
3,670.50 |
3,703.25 |
3,789.00 |
|
| S4 |
3,597.00 |
3,629.75 |
3,768.75 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,291.50 |
4,199.75 |
3,891.50 |
|
| R3 |
4,142.00 |
4,050.25 |
3,850.25 |
|
| R2 |
3,992.50 |
3,992.50 |
3,836.75 |
|
| R1 |
3,900.75 |
3,900.75 |
3,823.00 |
3,872.00 |
| PP |
3,843.00 |
3,843.00 |
3,843.00 |
3,828.50 |
| S1 |
3,751.25 |
3,751.25 |
3,795.50 |
3,722.50 |
| S2 |
3,693.50 |
3,693.50 |
3,781.75 |
|
| S3 |
3,544.00 |
3,601.75 |
3,768.25 |
|
| S4 |
3,394.50 |
3,452.25 |
3,727.00 |
|
|
| 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 |
3,785.00 |
149.50 |
3.9% |
83.75 |
2.2% |
16% |
False |
True |
2,323,149 |
| 10 |
3,959.25 |
3,785.00 |
174.25 |
4.6% |
63.75 |
1.7% |
14% |
False |
True |
1,846,353 |
| 20 |
3,959.25 |
3,656.50 |
302.75 |
7.9% |
59.00 |
1.5% |
50% |
False |
False |
1,626,736 |
| 40 |
3,959.25 |
3,652.50 |
306.75 |
8.1% |
59.25 |
1.6% |
51% |
False |
False |
1,544,654 |
| 60 |
3,959.25 |
3,596.00 |
363.25 |
9.5% |
54.25 |
1.4% |
59% |
False |
False |
1,317,872 |
| 80 |
3,959.25 |
3,234.25 |
725.00 |
19.0% |
57.00 |
1.5% |
79% |
False |
False |
990,172 |
| 100 |
3,959.25 |
3,215.75 |
743.50 |
19.5% |
57.75 |
1.5% |
80% |
False |
False |
792,473 |
| 120 |
3,959.25 |
3,190.25 |
769.00 |
20.2% |
61.25 |
1.6% |
80% |
False |
False |
660,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,171.00 |
|
2.618 |
4,051.00 |
|
1.618 |
3,977.50 |
|
1.000 |
3,932.00 |
|
0.618 |
3,904.00 |
|
HIGH |
3,858.50 |
|
0.618 |
3,830.50 |
|
0.500 |
3,821.75 |
|
0.382 |
3,813.00 |
|
LOW |
3,785.00 |
|
0.618 |
3,739.50 |
|
1.000 |
3,711.50 |
|
1.618 |
3,666.00 |
|
2.618 |
3,592.50 |
|
4.250 |
3,472.50 |
|
|
| Fisher Pivots for day following 26-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,821.75 |
3,859.75 |
| PP |
3,817.50 |
3,843.00 |
| S1 |
3,813.50 |
3,826.00 |
|