| Trading Metrics calculated at close of trading on 23-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
6,586.0 |
6,541.5 |
-44.5 |
-0.7% |
6,576.0 |
| High |
6,586.0 |
6,634.5 |
48.5 |
0.7% |
6,749.5 |
| Low |
6,505.5 |
6,511.5 |
6.0 |
0.1% |
6,538.5 |
| Close |
6,582.0 |
6,576.0 |
-6.0 |
-0.1% |
6,605.5 |
| Range |
80.5 |
123.0 |
42.5 |
52.8% |
211.0 |
| ATR |
99.3 |
101.0 |
1.7 |
1.7% |
0.0 |
| Volume |
88,531 |
121,802 |
33,271 |
37.6% |
560,693 |
|
| Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,943.0 |
6,882.5 |
6,643.5 |
|
| R3 |
6,820.0 |
6,759.5 |
6,610.0 |
|
| R2 |
6,697.0 |
6,697.0 |
6,598.5 |
|
| R1 |
6,636.5 |
6,636.5 |
6,587.5 |
6,667.0 |
| PP |
6,574.0 |
6,574.0 |
6,574.0 |
6,589.0 |
| S1 |
6,513.5 |
6,513.5 |
6,564.5 |
6,544.0 |
| S2 |
6,451.0 |
6,451.0 |
6,553.5 |
|
| S3 |
6,328.0 |
6,390.5 |
6,542.0 |
|
| S4 |
6,205.0 |
6,267.5 |
6,508.5 |
|
|
| 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 |
6,718.0 |
6,505.5 |
212.5 |
3.2% |
97.0 |
1.5% |
33% |
False |
False |
110,766 |
| 10 |
6,749.5 |
6,427.5 |
322.0 |
4.9% |
100.0 |
1.5% |
46% |
False |
False |
101,893 |
| 20 |
6,749.5 |
6,300.0 |
449.5 |
6.8% |
99.0 |
1.5% |
61% |
False |
False |
104,314 |
| 40 |
6,910.0 |
6,300.0 |
610.0 |
9.3% |
103.5 |
1.6% |
45% |
False |
False |
100,499 |
| 60 |
6,910.0 |
6,216.5 |
693.5 |
10.5% |
96.0 |
1.5% |
52% |
False |
False |
93,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,157.0 |
|
2.618 |
6,956.5 |
|
1.618 |
6,833.5 |
|
1.000 |
6,757.5 |
|
0.618 |
6,710.5 |
|
HIGH |
6,634.5 |
|
0.618 |
6,587.5 |
|
0.500 |
6,573.0 |
|
0.382 |
6,558.5 |
|
LOW |
6,511.5 |
|
0.618 |
6,435.5 |
|
1.000 |
6,388.5 |
|
1.618 |
6,312.5 |
|
2.618 |
6,189.5 |
|
4.250 |
5,989.0 |
|
|
| Fisher Pivots for day following 23-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,575.0 |
6,574.0 |
| PP |
6,574.0 |
6,572.0 |
| S1 |
6,573.0 |
6,570.0 |
|