| Trading Metrics calculated at close of trading on 17-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2021 |
17-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
6,715.0 |
6,684.0 |
-31.0 |
-0.5% |
6,479.0 |
| High |
6,749.5 |
6,718.0 |
-31.5 |
-0.5% |
6,565.5 |
| Low |
6,683.0 |
6,647.5 |
-35.5 |
-0.5% |
6,427.5 |
| Close |
6,696.0 |
6,661.0 |
-35.0 |
-0.5% |
6,532.0 |
| Range |
66.5 |
70.5 |
4.0 |
6.0% |
138.0 |
| ATR |
100.6 |
98.4 |
-2.1 |
-2.1% |
0.0 |
| Volume |
108,616 |
101,809 |
-6,807 |
-6.3% |
412,360 |
|
| Daily Pivots for day following 17-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,887.0 |
6,844.5 |
6,700.0 |
|
| R3 |
6,816.5 |
6,774.0 |
6,680.5 |
|
| R2 |
6,746.0 |
6,746.0 |
6,674.0 |
|
| R1 |
6,703.5 |
6,703.5 |
6,667.5 |
6,689.5 |
| PP |
6,675.5 |
6,675.5 |
6,675.5 |
6,668.5 |
| S1 |
6,633.0 |
6,633.0 |
6,654.5 |
6,619.0 |
| S2 |
6,605.0 |
6,605.0 |
6,648.0 |
|
| S3 |
6,534.5 |
6,562.5 |
6,641.5 |
|
| S4 |
6,464.0 |
6,492.0 |
6,622.0 |
|
|
| 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 |
6,749.5 |
6,431.0 |
318.5 |
4.8% |
96.0 |
1.4% |
72% |
False |
False |
93,855 |
| 10 |
6,749.5 |
6,406.0 |
343.5 |
5.2% |
85.0 |
1.3% |
74% |
False |
False |
91,286 |
| 20 |
6,749.5 |
6,300.0 |
449.5 |
6.7% |
95.5 |
1.4% |
80% |
False |
False |
99,784 |
| 40 |
6,910.0 |
6,265.0 |
645.0 |
9.7% |
104.0 |
1.6% |
61% |
False |
False |
97,560 |
| 60 |
6,910.0 |
6,216.5 |
693.5 |
10.4% |
91.5 |
1.4% |
64% |
False |
False |
85,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,017.5 |
|
2.618 |
6,902.5 |
|
1.618 |
6,832.0 |
|
1.000 |
6,788.5 |
|
0.618 |
6,761.5 |
|
HIGH |
6,718.0 |
|
0.618 |
6,691.0 |
|
0.500 |
6,683.0 |
|
0.382 |
6,674.5 |
|
LOW |
6,647.5 |
|
0.618 |
6,604.0 |
|
1.000 |
6,577.0 |
|
1.618 |
6,533.5 |
|
2.618 |
6,463.0 |
|
4.250 |
6,348.0 |
|
|
| Fisher Pivots for day following 17-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,683.0 |
6,660.5 |
| PP |
6,675.5 |
6,660.0 |
| S1 |
6,668.0 |
6,660.0 |
|