| 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 |
13,970.0 |
13,909.0 |
-61.0 |
-0.4% |
14,118.0 |
| High |
14,032.0 |
14,006.0 |
-26.0 |
-0.2% |
14,153.0 |
| Low |
13,791.0 |
13,655.0 |
-136.0 |
-1.0% |
13,844.0 |
| Close |
13,960.0 |
13,844.0 |
-116.0 |
-0.8% |
14,003.0 |
| Range |
241.0 |
351.0 |
110.0 |
45.6% |
309.0 |
| ATR |
202.6 |
213.2 |
10.6 |
5.2% |
0.0 |
| Volume |
63,895 |
93,785 |
29,890 |
46.8% |
248,536 |
|
| Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,888.0 |
14,717.0 |
14,037.1 |
|
| R3 |
14,537.0 |
14,366.0 |
13,940.5 |
|
| R2 |
14,186.0 |
14,186.0 |
13,908.4 |
|
| R1 |
14,015.0 |
14,015.0 |
13,876.2 |
13,925.0 |
| PP |
13,835.0 |
13,835.0 |
13,835.0 |
13,790.0 |
| S1 |
13,664.0 |
13,664.0 |
13,811.8 |
13,574.0 |
| S2 |
13,484.0 |
13,484.0 |
13,779.7 |
|
| S3 |
13,133.0 |
13,313.0 |
13,747.5 |
|
| S4 |
12,782.0 |
12,962.0 |
13,651.0 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,927.0 |
14,774.0 |
14,173.0 |
|
| R3 |
14,618.0 |
14,465.0 |
14,088.0 |
|
| R2 |
14,309.0 |
14,309.0 |
14,059.7 |
|
| R1 |
14,156.0 |
14,156.0 |
14,031.3 |
14,078.0 |
| PP |
14,000.0 |
14,000.0 |
14,000.0 |
13,961.0 |
| S1 |
13,847.0 |
13,847.0 |
13,974.7 |
13,769.0 |
| S2 |
13,691.0 |
13,691.0 |
13,946.4 |
|
| S3 |
13,382.0 |
13,538.0 |
13,918.0 |
|
| S4 |
13,073.0 |
13,229.0 |
13,833.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,064.0 |
13,655.0 |
409.0 |
3.0% |
217.4 |
1.6% |
46% |
False |
True |
71,858 |
| 10 |
14,153.0 |
13,655.0 |
498.0 |
3.6% |
193.2 |
1.4% |
38% |
False |
True |
59,075 |
| 20 |
14,185.0 |
13,298.0 |
887.0 |
6.4% |
224.4 |
1.6% |
62% |
False |
False |
59,733 |
| 40 |
14,185.0 |
13,218.0 |
967.0 |
7.0% |
217.3 |
1.6% |
65% |
False |
False |
52,919 |
| 60 |
14,185.0 |
12,996.5 |
1,188.5 |
8.6% |
200.5 |
1.4% |
71% |
False |
False |
39,855 |
| 80 |
14,185.0 |
11,302.5 |
2,882.5 |
20.8% |
209.5 |
1.5% |
88% |
False |
False |
29,930 |
| 100 |
14,185.0 |
11,302.5 |
2,882.5 |
20.8% |
198.1 |
1.4% |
88% |
False |
False |
23,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,497.8 |
|
2.618 |
14,924.9 |
|
1.618 |
14,573.9 |
|
1.000 |
14,357.0 |
|
0.618 |
14,222.9 |
|
HIGH |
14,006.0 |
|
0.618 |
13,871.9 |
|
0.500 |
13,830.5 |
|
0.382 |
13,789.1 |
|
LOW |
13,655.0 |
|
0.618 |
13,438.1 |
|
1.000 |
13,304.0 |
|
1.618 |
13,087.1 |
|
2.618 |
12,736.1 |
|
4.250 |
12,163.3 |
|
|
| Fisher Pivots for day following 23-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,839.5 |
13,843.8 |
| PP |
13,835.0 |
13,843.7 |
| S1 |
13,830.5 |
13,843.5 |
|