| Trading Metrics calculated at close of trading on 17-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2021 |
17-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
2,295.1 |
2,270.7 |
-24.4 |
-1.1% |
2,234.0 |
| High |
2,314.1 |
2,273.5 |
-40.6 |
-1.8% |
2,316.9 |
| Low |
2,261.0 |
2,222.5 |
-38.5 |
-1.7% |
2,230.8 |
| Close |
2,270.8 |
2,255.0 |
-15.8 |
-0.7% |
2,286.4 |
| Range |
53.1 |
51.0 |
-2.1 |
-4.0% |
86.1 |
| ATR |
50.3 |
50.4 |
0.0 |
0.1% |
0.0 |
| Volume |
194,239 |
186,571 |
-7,668 |
-3.9% |
930,904 |
|
| Daily Pivots for day following 17-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,403.3 |
2,380.2 |
2,283.1 |
|
| R3 |
2,352.3 |
2,329.2 |
2,269.0 |
|
| R2 |
2,301.3 |
2,301.3 |
2,264.4 |
|
| R1 |
2,278.2 |
2,278.2 |
2,259.7 |
2,264.3 |
| PP |
2,250.3 |
2,250.3 |
2,250.3 |
2,243.4 |
| S1 |
2,227.2 |
2,227.2 |
2,250.3 |
2,213.3 |
| S2 |
2,199.3 |
2,199.3 |
2,245.7 |
|
| S3 |
2,148.3 |
2,176.2 |
2,241.0 |
|
| S4 |
2,097.3 |
2,125.2 |
2,227.0 |
|
|
| 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 |
2,222.5 |
94.4 |
4.2% |
49.8 |
2.2% |
34% |
False |
True |
194,828 |
| 10 |
2,316.9 |
2,127.7 |
189.2 |
8.4% |
46.9 |
2.1% |
67% |
False |
False |
180,282 |
| 20 |
2,316.9 |
2,028.6 |
288.3 |
12.8% |
51.8 |
2.3% |
79% |
False |
False |
193,066 |
| 40 |
2,316.9 |
1,878.1 |
438.8 |
19.5% |
51.6 |
2.3% |
86% |
False |
False |
183,334 |
| 60 |
2,316.9 |
1,751.7 |
565.2 |
25.1% |
46.4 |
2.1% |
89% |
False |
False |
143,541 |
| 80 |
2,316.9 |
1,515.9 |
801.0 |
35.5% |
47.3 |
2.1% |
92% |
False |
False |
107,702 |
| 100 |
2,316.9 |
1,424.4 |
892.5 |
39.6% |
44.5 |
2.0% |
93% |
False |
False |
86,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,490.3 |
|
2.618 |
2,407.0 |
|
1.618 |
2,356.0 |
|
1.000 |
2,324.5 |
|
0.618 |
2,305.0 |
|
HIGH |
2,273.5 |
|
0.618 |
2,254.0 |
|
0.500 |
2,248.0 |
|
0.382 |
2,242.0 |
|
LOW |
2,222.5 |
|
0.618 |
2,191.0 |
|
1.000 |
2,171.5 |
|
1.618 |
2,140.0 |
|
2.618 |
2,089.0 |
|
4.250 |
2,005.8 |
|
|
| Fisher Pivots for day following 17-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,252.7 |
2,268.3 |
| PP |
2,250.3 |
2,263.9 |
| S1 |
2,248.0 |
2,259.4 |
|