| Trading Metrics calculated at close of trading on 18-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2021 |
18-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
2,270.7 |
2,256.1 |
-14.6 |
-0.6% |
2,234.0 |
| High |
2,273.5 |
2,262.3 |
-11.2 |
-0.5% |
2,316.9 |
| Low |
2,222.5 |
2,207.0 |
-15.5 |
-0.7% |
2,230.8 |
| Close |
2,255.0 |
2,217.7 |
-37.3 |
-1.7% |
2,286.4 |
| Range |
51.0 |
55.3 |
4.3 |
8.4% |
86.1 |
| ATR |
50.4 |
50.7 |
0.4 |
0.7% |
0.0 |
| Volume |
186,571 |
178,982 |
-7,589 |
-4.1% |
930,904 |
|
| Daily Pivots for day following 18-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,394.9 |
2,361.6 |
2,248.1 |
|
| R3 |
2,339.6 |
2,306.3 |
2,232.9 |
|
| R2 |
2,284.3 |
2,284.3 |
2,227.8 |
|
| R1 |
2,251.0 |
2,251.0 |
2,222.8 |
2,240.0 |
| PP |
2,229.0 |
2,229.0 |
2,229.0 |
2,223.5 |
| S1 |
2,195.7 |
2,195.7 |
2,212.6 |
2,184.7 |
| S2 |
2,173.7 |
2,173.7 |
2,207.6 |
|
| S3 |
2,118.4 |
2,140.4 |
2,202.5 |
|
| S4 |
2,063.1 |
2,085.1 |
2,187.3 |
|
|
| 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 |
2,314.1 |
2,207.0 |
107.1 |
4.8% |
50.1 |
2.3% |
10% |
False |
True |
185,241 |
| 10 |
2,316.9 |
2,147.2 |
169.7 |
7.7% |
49.2 |
2.2% |
42% |
False |
False |
183,022 |
| 20 |
2,316.9 |
2,028.6 |
288.3 |
13.0% |
52.7 |
2.4% |
66% |
False |
False |
192,327 |
| 40 |
2,316.9 |
1,878.1 |
438.8 |
19.8% |
52.2 |
2.4% |
77% |
False |
False |
182,920 |
| 60 |
2,316.9 |
1,755.2 |
561.7 |
25.3% |
46.8 |
2.1% |
82% |
False |
False |
146,522 |
| 80 |
2,316.9 |
1,515.9 |
801.0 |
36.1% |
47.5 |
2.1% |
88% |
False |
False |
109,937 |
| 100 |
2,316.9 |
1,426.9 |
890.0 |
40.1% |
44.6 |
2.0% |
89% |
False |
False |
87,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,497.3 |
|
2.618 |
2,407.1 |
|
1.618 |
2,351.8 |
|
1.000 |
2,317.6 |
|
0.618 |
2,296.5 |
|
HIGH |
2,262.3 |
|
0.618 |
2,241.2 |
|
0.500 |
2,234.7 |
|
0.382 |
2,228.1 |
|
LOW |
2,207.0 |
|
0.618 |
2,172.8 |
|
1.000 |
2,151.7 |
|
1.618 |
2,117.5 |
|
2.618 |
2,062.2 |
|
4.250 |
1,972.0 |
|
|
| Fisher Pivots for day following 18-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,234.7 |
2,260.6 |
| PP |
2,229.0 |
2,246.3 |
| S1 |
2,223.4 |
2,232.0 |
|