| Trading Metrics calculated at close of trading on 12-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2021 |
12-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
2,282.8 |
2,273.5 |
-9.3 |
-0.4% |
2,234.0 |
| High |
2,303.7 |
2,294.4 |
-9.3 |
-0.4% |
2,316.9 |
| Low |
2,247.6 |
2,259.5 |
11.9 |
0.5% |
2,230.8 |
| Close |
2,281.2 |
2,286.4 |
5.2 |
0.2% |
2,286.4 |
| Range |
56.1 |
34.9 |
-21.2 |
-37.8% |
86.1 |
| ATR |
51.3 |
50.1 |
-1.2 |
-2.3% |
0.0 |
| Volume |
216,728 |
149,689 |
-67,039 |
-30.9% |
930,904 |
|
| Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.8 |
2,370.5 |
2,305.6 |
|
| R3 |
2,349.9 |
2,335.6 |
2,296.0 |
|
| R2 |
2,315.0 |
2,315.0 |
2,292.8 |
|
| R1 |
2,300.7 |
2,300.7 |
2,289.6 |
2,307.9 |
| PP |
2,280.1 |
2,280.1 |
2,280.1 |
2,283.7 |
| S1 |
2,265.8 |
2,265.8 |
2,283.2 |
2,273.0 |
| S2 |
2,245.2 |
2,245.2 |
2,280.0 |
|
| S3 |
2,210.3 |
2,230.9 |
2,276.8 |
|
| S4 |
2,175.4 |
2,196.0 |
2,267.2 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,536.3 |
2,497.5 |
2,333.8 |
|
| R3 |
2,450.2 |
2,411.4 |
2,310.1 |
|
| R2 |
2,364.1 |
2,364.1 |
2,302.2 |
|
| R1 |
2,325.3 |
2,325.3 |
2,294.3 |
2,344.7 |
| PP |
2,278.0 |
2,278.0 |
2,278.0 |
2,287.8 |
| S1 |
2,239.2 |
2,239.2 |
2,278.5 |
2,258.6 |
| S2 |
2,191.9 |
2,191.9 |
2,270.6 |
|
| S3 |
2,105.8 |
2,153.1 |
2,262.7 |
|
| S4 |
2,019.7 |
2,067.0 |
2,239.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,316.9 |
2,230.8 |
86.1 |
3.8% |
47.6 |
2.1% |
65% |
False |
False |
186,180 |
| 10 |
2,316.9 |
2,028.6 |
288.3 |
12.6% |
50.3 |
2.2% |
89% |
False |
False |
173,047 |
| 20 |
2,316.9 |
2,028.6 |
288.3 |
12.6% |
52.0 |
2.3% |
89% |
False |
False |
194,907 |
| 40 |
2,316.9 |
1,878.1 |
438.8 |
19.2% |
50.4 |
2.2% |
93% |
False |
False |
183,100 |
| 60 |
2,316.9 |
1,749.3 |
567.6 |
24.8% |
46.1 |
2.0% |
95% |
False |
False |
137,198 |
| 80 |
2,316.9 |
1,515.9 |
801.0 |
35.0% |
46.7 |
2.0% |
96% |
False |
False |
102,944 |
| 100 |
2,316.9 |
1,424.4 |
892.5 |
39.0% |
44.3 |
1.9% |
97% |
False |
False |
82,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,442.7 |
|
2.618 |
2,385.8 |
|
1.618 |
2,350.9 |
|
1.000 |
2,329.3 |
|
0.618 |
2,316.0 |
|
HIGH |
2,294.4 |
|
0.618 |
2,281.1 |
|
0.500 |
2,277.0 |
|
0.382 |
2,272.8 |
|
LOW |
2,259.5 |
|
0.618 |
2,237.9 |
|
1.000 |
2,224.6 |
|
1.618 |
2,203.0 |
|
2.618 |
2,168.1 |
|
4.250 |
2,111.2 |
|
|
| Fisher Pivots for day following 12-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,283.3 |
2,285.0 |
| PP |
2,280.1 |
2,283.6 |
| S1 |
2,277.0 |
2,282.3 |
|