| Trading Metrics calculated at close of trading on 22-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
6,584.0 |
6,586.0 |
2.0 |
0.0% |
6,576.0 |
| High |
6,607.5 |
6,586.0 |
-21.5 |
-0.3% |
6,749.5 |
| Low |
6,538.5 |
6,505.5 |
-33.0 |
-0.5% |
6,538.5 |
| Close |
6,605.5 |
6,582.0 |
-23.5 |
-0.4% |
6,605.5 |
| Range |
69.0 |
80.5 |
11.5 |
16.7% |
211.0 |
| ATR |
99.2 |
99.3 |
0.1 |
0.1% |
0.0 |
| Volume |
119,775 |
88,531 |
-31,244 |
-26.1% |
560,693 |
|
| Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,799.5 |
6,771.0 |
6,626.5 |
|
| R3 |
6,719.0 |
6,690.5 |
6,604.0 |
|
| R2 |
6,638.5 |
6,638.5 |
6,597.0 |
|
| R1 |
6,610.0 |
6,610.0 |
6,589.5 |
6,584.0 |
| PP |
6,558.0 |
6,558.0 |
6,558.0 |
6,545.0 |
| S1 |
6,529.5 |
6,529.5 |
6,574.5 |
6,503.5 |
| S2 |
6,477.5 |
6,477.5 |
6,567.0 |
|
| S3 |
6,397.0 |
6,449.0 |
6,560.0 |
|
| S4 |
6,316.5 |
6,368.5 |
6,537.5 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,264.0 |
7,146.0 |
6,721.5 |
|
| R3 |
7,053.0 |
6,935.0 |
6,663.5 |
|
| R2 |
6,842.0 |
6,842.0 |
6,644.0 |
|
| R1 |
6,724.0 |
6,724.0 |
6,625.0 |
6,783.0 |
| PP |
6,631.0 |
6,631.0 |
6,631.0 |
6,661.0 |
| S1 |
6,513.0 |
6,513.0 |
6,586.0 |
6,572.0 |
| S2 |
6,420.0 |
6,420.0 |
6,567.0 |
|
| S3 |
6,209.0 |
6,302.0 |
6,547.5 |
|
| S4 |
5,998.0 |
6,091.0 |
6,489.5 |
|
|
| 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 |
6,505.5 |
244.0 |
3.7% |
86.0 |
1.3% |
31% |
False |
True |
108,128 |
| 10 |
6,749.5 |
6,427.5 |
322.0 |
4.9% |
93.5 |
1.4% |
48% |
False |
False |
97,164 |
| 20 |
6,749.5 |
6,300.0 |
449.5 |
6.8% |
97.0 |
1.5% |
63% |
False |
False |
102,108 |
| 40 |
6,910.0 |
6,300.0 |
610.0 |
9.3% |
102.0 |
1.5% |
46% |
False |
False |
98,202 |
| 60 |
6,910.0 |
6,216.5 |
693.5 |
10.5% |
94.0 |
1.4% |
53% |
False |
False |
91,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,928.0 |
|
2.618 |
6,796.5 |
|
1.618 |
6,716.0 |
|
1.000 |
6,666.5 |
|
0.618 |
6,635.5 |
|
HIGH |
6,586.0 |
|
0.618 |
6,555.0 |
|
0.500 |
6,546.0 |
|
0.382 |
6,536.5 |
|
LOW |
6,505.5 |
|
0.618 |
6,456.0 |
|
1.000 |
6,425.0 |
|
1.618 |
6,375.5 |
|
2.618 |
6,295.0 |
|
4.250 |
6,163.5 |
|
|
| Fisher Pivots for day following 22-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,570.0 |
6,599.5 |
| PP |
6,558.0 |
6,593.5 |
| S1 |
6,546.0 |
6,588.0 |
|