| Trading Metrics calculated at close of trading on 16-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2021 |
16-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
14,041.0 |
14,118.0 |
77.0 |
0.5% |
14,082.0 |
| High |
14,069.0 |
14,153.0 |
84.0 |
0.6% |
14,185.0 |
| Low |
13,905.0 |
14,028.0 |
123.0 |
0.9% |
13,816.0 |
| Close |
14,035.0 |
14,054.0 |
19.0 |
0.1% |
14,035.0 |
| Range |
164.0 |
125.0 |
-39.0 |
-23.8% |
369.0 |
| ATR |
214.7 |
208.3 |
-6.4 |
-3.0% |
0.0 |
| Volume |
41,324 |
46,922 |
5,598 |
13.5% |
226,213 |
|
| Daily Pivots for day following 16-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,453.3 |
14,378.7 |
14,122.8 |
|
| R3 |
14,328.3 |
14,253.7 |
14,088.4 |
|
| R2 |
14,203.3 |
14,203.3 |
14,076.9 |
|
| R1 |
14,128.7 |
14,128.7 |
14,065.5 |
14,103.5 |
| PP |
14,078.3 |
14,078.3 |
14,078.3 |
14,065.8 |
| S1 |
14,003.7 |
14,003.7 |
14,042.5 |
13,978.5 |
| S2 |
13,953.3 |
13,953.3 |
14,031.1 |
|
| S3 |
13,828.3 |
13,878.7 |
14,019.6 |
|
| S4 |
13,703.3 |
13,753.7 |
13,985.3 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,119.0 |
14,946.0 |
14,238.0 |
|
| R3 |
14,750.0 |
14,577.0 |
14,136.5 |
|
| R2 |
14,381.0 |
14,381.0 |
14,102.7 |
|
| R1 |
14,208.0 |
14,208.0 |
14,068.8 |
14,110.0 |
| PP |
14,012.0 |
14,012.0 |
14,012.0 |
13,963.0 |
| S1 |
13,839.0 |
13,839.0 |
14,001.2 |
13,741.0 |
| S2 |
13,643.0 |
13,643.0 |
13,967.4 |
|
| S3 |
13,274.0 |
13,470.0 |
13,933.5 |
|
| S4 |
12,905.0 |
13,101.0 |
13,832.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,153.0 |
13,816.0 |
337.0 |
2.4% |
169.0 |
1.2% |
71% |
True |
False |
46,291 |
| 10 |
14,185.0 |
13,626.0 |
559.0 |
4.0% |
164.5 |
1.2% |
77% |
False |
False |
46,414 |
| 20 |
14,185.0 |
13,298.0 |
887.0 |
6.3% |
222.8 |
1.6% |
85% |
False |
False |
55,096 |
| 40 |
14,185.0 |
13,031.0 |
1,154.0 |
8.2% |
224.8 |
1.6% |
89% |
False |
False |
50,228 |
| 60 |
14,185.0 |
12,996.5 |
1,188.5 |
8.5% |
191.5 |
1.4% |
89% |
False |
False |
33,874 |
| 80 |
14,185.0 |
11,302.5 |
2,882.5 |
20.5% |
209.4 |
1.5% |
95% |
False |
False |
25,444 |
| 100 |
14,185.0 |
11,302.5 |
2,882.5 |
20.5% |
194.2 |
1.4% |
95% |
False |
False |
20,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,684.3 |
|
2.618 |
14,480.3 |
|
1.618 |
14,355.3 |
|
1.000 |
14,278.0 |
|
0.618 |
14,230.3 |
|
HIGH |
14,153.0 |
|
0.618 |
14,105.3 |
|
0.500 |
14,090.5 |
|
0.382 |
14,075.8 |
|
LOW |
14,028.0 |
|
0.618 |
13,950.8 |
|
1.000 |
13,903.0 |
|
1.618 |
13,825.8 |
|
2.618 |
13,700.8 |
|
4.250 |
13,496.8 |
|
|
| Fisher Pivots for day following 16-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
14,090.5 |
14,043.5 |
| PP |
14,078.3 |
14,033.0 |
| S1 |
14,066.2 |
14,022.5 |
|