| Trading Metrics calculated at close of trading on 16-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2021 |
16-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
2,273.5 |
2,295.1 |
21.6 |
1.0% |
2,234.0 |
| High |
2,294.4 |
2,314.1 |
19.7 |
0.9% |
2,316.9 |
| Low |
2,259.5 |
2,261.0 |
1.5 |
0.1% |
2,230.8 |
| Close |
2,286.4 |
2,270.8 |
-15.6 |
-0.7% |
2,286.4 |
| Range |
34.9 |
53.1 |
18.2 |
52.1% |
86.1 |
| ATR |
50.1 |
50.3 |
0.2 |
0.4% |
0.0 |
| Volume |
149,689 |
194,239 |
44,550 |
29.8% |
930,904 |
|
| Daily Pivots for day following 16-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,441.3 |
2,409.1 |
2,300.0 |
|
| R3 |
2,388.2 |
2,356.0 |
2,285.4 |
|
| R2 |
2,335.1 |
2,335.1 |
2,280.5 |
|
| R1 |
2,302.9 |
2,302.9 |
2,275.7 |
2,292.5 |
| PP |
2,282.0 |
2,282.0 |
2,282.0 |
2,276.7 |
| S1 |
2,249.8 |
2,249.8 |
2,265.9 |
2,239.4 |
| S2 |
2,228.9 |
2,228.9 |
2,261.1 |
|
| S3 |
2,175.8 |
2,196.7 |
2,256.2 |
|
| S4 |
2,122.7 |
2,143.6 |
2,241.6 |
|
|
| 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 |
2,247.6 |
69.3 |
3.1% |
46.3 |
2.0% |
33% |
False |
False |
191,829 |
| 10 |
2,316.9 |
2,113.8 |
203.1 |
8.9% |
45.7 |
2.0% |
77% |
False |
False |
176,498 |
| 20 |
2,316.9 |
2,028.6 |
288.3 |
12.7% |
51.4 |
2.3% |
84% |
False |
False |
192,715 |
| 40 |
2,316.9 |
1,878.1 |
438.8 |
19.3% |
50.9 |
2.2% |
89% |
False |
False |
182,991 |
| 60 |
2,316.9 |
1,751.7 |
565.2 |
24.9% |
46.2 |
2.0% |
92% |
False |
False |
140,434 |
| 80 |
2,316.9 |
1,515.9 |
801.0 |
35.3% |
47.0 |
2.1% |
94% |
False |
False |
105,372 |
| 100 |
2,316.9 |
1,424.4 |
892.5 |
39.3% |
44.5 |
2.0% |
95% |
False |
False |
84,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,539.8 |
|
2.618 |
2,453.1 |
|
1.618 |
2,400.0 |
|
1.000 |
2,367.2 |
|
0.618 |
2,346.9 |
|
HIGH |
2,314.1 |
|
0.618 |
2,293.8 |
|
0.500 |
2,287.6 |
|
0.382 |
2,281.3 |
|
LOW |
2,261.0 |
|
0.618 |
2,228.2 |
|
1.000 |
2,207.9 |
|
1.618 |
2,175.1 |
|
2.618 |
2,122.0 |
|
4.250 |
2,035.3 |
|
|
| Fisher Pivots for day following 16-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,287.6 |
2,280.9 |
| PP |
2,282.0 |
2,277.5 |
| S1 |
2,276.4 |
2,274.2 |
|