| Trading Metrics calculated at close of trading on 18-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2021 |
18-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
6,684.0 |
6,680.0 |
-4.0 |
-0.1% |
6,479.0 |
| High |
6,718.0 |
6,693.5 |
-24.5 |
-0.4% |
6,565.5 |
| Low |
6,647.5 |
6,551.0 |
-96.5 |
-1.5% |
6,427.5 |
| Close |
6,661.0 |
6,570.0 |
-91.0 |
-1.4% |
6,532.0 |
| Range |
70.5 |
142.5 |
72.0 |
102.1% |
138.0 |
| ATR |
98.4 |
101.6 |
3.1 |
3.2% |
0.0 |
| Volume |
101,809 |
121,913 |
20,104 |
19.7% |
412,360 |
|
| Daily Pivots for day following 18-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,032.5 |
6,943.5 |
6,648.5 |
|
| R3 |
6,890.0 |
6,801.0 |
6,609.0 |
|
| R2 |
6,747.5 |
6,747.5 |
6,596.0 |
|
| R1 |
6,658.5 |
6,658.5 |
6,583.0 |
6,632.0 |
| PP |
6,605.0 |
6,605.0 |
6,605.0 |
6,591.5 |
| S1 |
6,516.0 |
6,516.0 |
6,557.0 |
6,489.0 |
| S2 |
6,462.5 |
6,462.5 |
6,544.0 |
|
| S3 |
6,320.0 |
6,373.5 |
6,531.0 |
|
| S4 |
6,177.5 |
6,231.0 |
6,491.5 |
|
|
| 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% |
114.5 |
1.7% |
44% |
False |
False |
105,283 |
| 10 |
6,749.5 |
6,406.0 |
343.5 |
5.2% |
91.5 |
1.4% |
48% |
False |
False |
94,903 |
| 20 |
6,749.5 |
6,300.0 |
449.5 |
6.8% |
99.0 |
1.5% |
60% |
False |
False |
100,850 |
| 40 |
6,910.0 |
6,300.0 |
610.0 |
9.3% |
103.5 |
1.6% |
44% |
False |
False |
96,771 |
| 60 |
6,910.0 |
6,216.5 |
693.5 |
10.6% |
93.0 |
1.4% |
51% |
False |
False |
87,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,299.0 |
|
2.618 |
7,066.5 |
|
1.618 |
6,924.0 |
|
1.000 |
6,836.0 |
|
0.618 |
6,781.5 |
|
HIGH |
6,693.5 |
|
0.618 |
6,639.0 |
|
0.500 |
6,622.0 |
|
0.382 |
6,605.5 |
|
LOW |
6,551.0 |
|
0.618 |
6,463.0 |
|
1.000 |
6,408.5 |
|
1.618 |
6,320.5 |
|
2.618 |
6,178.0 |
|
4.250 |
5,945.5 |
|
|
| Fisher Pivots for day following 18-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,622.0 |
6,650.0 |
| PP |
6,605.0 |
6,623.5 |
| S1 |
6,587.5 |
6,597.0 |
|