| Trading Metrics calculated at close of trading on 15-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2021 |
15-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
6,476.0 |
6,576.0 |
100.0 |
1.5% |
6,479.0 |
| High |
6,565.5 |
6,727.5 |
162.0 |
2.5% |
6,565.5 |
| Low |
6,431.0 |
6,570.0 |
139.0 |
2.2% |
6,427.5 |
| Close |
6,532.0 |
6,715.5 |
183.5 |
2.8% |
6,532.0 |
| Range |
134.5 |
157.5 |
23.0 |
17.1% |
138.0 |
| ATR |
96.1 |
103.2 |
7.1 |
7.4% |
0.0 |
| Volume |
85,501 |
108,580 |
23,079 |
27.0% |
412,360 |
|
| Daily Pivots for day following 15-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,143.5 |
7,087.0 |
6,802.0 |
|
| R3 |
6,986.0 |
6,929.5 |
6,759.0 |
|
| R2 |
6,828.5 |
6,828.5 |
6,744.5 |
|
| R1 |
6,772.0 |
6,772.0 |
6,730.0 |
6,800.0 |
| PP |
6,671.0 |
6,671.0 |
6,671.0 |
6,685.0 |
| S1 |
6,614.5 |
6,614.5 |
6,701.0 |
6,643.0 |
| S2 |
6,513.5 |
6,513.5 |
6,686.5 |
|
| S3 |
6,356.0 |
6,457.0 |
6,672.0 |
|
| S4 |
6,198.5 |
6,299.5 |
6,629.0 |
|
|
| 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 |
6,727.5 |
6,427.5 |
300.0 |
4.5% |
101.0 |
1.5% |
96% |
True |
False |
86,201 |
| 10 |
6,727.5 |
6,406.0 |
321.5 |
4.8% |
86.0 |
1.3% |
96% |
True |
False |
87,118 |
| 20 |
6,736.0 |
6,300.0 |
436.0 |
6.5% |
96.0 |
1.4% |
95% |
False |
False |
98,109 |
| 40 |
6,910.0 |
6,265.0 |
645.0 |
9.6% |
104.5 |
1.6% |
70% |
False |
False |
97,669 |
| 60 |
6,910.0 |
6,216.5 |
693.5 |
10.3% |
90.0 |
1.3% |
72% |
False |
False |
82,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,397.0 |
|
2.618 |
7,140.0 |
|
1.618 |
6,982.5 |
|
1.000 |
6,885.0 |
|
0.618 |
6,825.0 |
|
HIGH |
6,727.5 |
|
0.618 |
6,667.5 |
|
0.500 |
6,649.0 |
|
0.382 |
6,630.0 |
|
LOW |
6,570.0 |
|
0.618 |
6,472.5 |
|
1.000 |
6,412.5 |
|
1.618 |
6,315.0 |
|
2.618 |
6,157.5 |
|
4.250 |
5,900.5 |
|
|
| Fisher Pivots for day following 15-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,693.0 |
6,670.0 |
| PP |
6,671.0 |
6,624.5 |
| S1 |
6,649.0 |
6,579.0 |
|