| Trading Metrics calculated at close of trading on 12-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2021 |
12-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
6,457.0 |
6,476.0 |
19.0 |
0.3% |
6,479.0 |
| High |
6,504.0 |
6,565.5 |
61.5 |
0.9% |
6,565.5 |
| Low |
6,453.0 |
6,431.0 |
-22.0 |
-0.3% |
6,427.5 |
| Close |
6,476.0 |
6,532.0 |
56.0 |
0.9% |
6,532.0 |
| Range |
51.0 |
134.5 |
83.5 |
163.7% |
138.0 |
| ATR |
93.1 |
96.1 |
3.0 |
3.2% |
0.0 |
| Volume |
64,770 |
85,501 |
20,731 |
32.0% |
412,360 |
|
| Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,913.0 |
6,857.0 |
6,606.0 |
|
| R3 |
6,778.5 |
6,722.5 |
6,569.0 |
|
| R2 |
6,644.0 |
6,644.0 |
6,556.5 |
|
| R1 |
6,588.0 |
6,588.0 |
6,544.5 |
6,616.0 |
| PP |
6,509.5 |
6,509.5 |
6,509.5 |
6,523.5 |
| S1 |
6,453.5 |
6,453.5 |
6,519.5 |
6,481.5 |
| S2 |
6,375.0 |
6,375.0 |
6,507.5 |
|
| S3 |
6,240.5 |
6,319.0 |
6,495.0 |
|
| S4 |
6,106.0 |
6,184.5 |
6,458.0 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,922.5 |
6,865.0 |
6,608.0 |
|
| R3 |
6,784.5 |
6,727.0 |
6,570.0 |
|
| R2 |
6,646.5 |
6,646.5 |
6,557.5 |
|
| R1 |
6,589.0 |
6,589.0 |
6,544.5 |
6,618.0 |
| PP |
6,508.5 |
6,508.5 |
6,508.5 |
6,522.5 |
| S1 |
6,451.0 |
6,451.0 |
6,519.5 |
6,480.0 |
| S2 |
6,370.5 |
6,370.5 |
6,506.5 |
|
| S3 |
6,232.5 |
6,313.0 |
6,494.0 |
|
| S4 |
6,094.5 |
6,175.0 |
6,456.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,565.5 |
6,427.5 |
138.0 |
2.1% |
83.0 |
1.3% |
76% |
True |
False |
82,472 |
| 10 |
6,565.5 |
6,324.0 |
241.5 |
3.7% |
82.5 |
1.3% |
86% |
True |
False |
86,846 |
| 20 |
6,736.0 |
6,300.0 |
436.0 |
6.7% |
89.5 |
1.4% |
53% |
False |
False |
95,189 |
| 40 |
6,910.0 |
6,265.0 |
645.0 |
9.9% |
102.5 |
1.6% |
41% |
False |
False |
99,744 |
| 60 |
6,910.0 |
6,216.5 |
693.5 |
10.6% |
88.0 |
1.3% |
45% |
False |
False |
80,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,137.0 |
|
2.618 |
6,917.5 |
|
1.618 |
6,783.0 |
|
1.000 |
6,700.0 |
|
0.618 |
6,648.5 |
|
HIGH |
6,565.5 |
|
0.618 |
6,514.0 |
|
0.500 |
6,498.0 |
|
0.382 |
6,482.5 |
|
LOW |
6,431.0 |
|
0.618 |
6,348.0 |
|
1.000 |
6,296.5 |
|
1.618 |
6,213.5 |
|
2.618 |
6,079.0 |
|
4.250 |
5,859.5 |
|
|
| Fisher Pivots for day following 12-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,521.0 |
6,520.0 |
| PP |
6,509.5 |
6,508.5 |
| S1 |
6,498.0 |
6,496.5 |
|