| Trading Metrics calculated at close of trading on 22-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
2,221.1 |
2,264.9 |
43.8 |
2.0% |
2,295.1 |
| High |
2,276.7 |
2,279.4 |
2.7 |
0.1% |
2,314.1 |
| Low |
2,204.1 |
2,233.6 |
29.5 |
1.3% |
2,204.1 |
| Close |
2,265.3 |
2,250.1 |
-15.2 |
-0.7% |
2,265.3 |
| Range |
72.6 |
45.8 |
-26.8 |
-36.9% |
110.0 |
| ATR |
52.3 |
51.8 |
-0.5 |
-0.9% |
0.0 |
| Volume |
192,451 |
185,473 |
-6,978 |
-3.6% |
752,243 |
|
| Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,391.8 |
2,366.7 |
2,275.3 |
|
| R3 |
2,346.0 |
2,320.9 |
2,262.7 |
|
| R2 |
2,300.2 |
2,300.2 |
2,258.5 |
|
| R1 |
2,275.1 |
2,275.1 |
2,254.3 |
2,264.8 |
| PP |
2,254.4 |
2,254.4 |
2,254.4 |
2,249.2 |
| S1 |
2,229.3 |
2,229.3 |
2,245.9 |
2,219.0 |
| S2 |
2,208.6 |
2,208.6 |
2,241.7 |
|
| S3 |
2,162.8 |
2,183.5 |
2,237.5 |
|
| S4 |
2,117.0 |
2,137.7 |
2,224.9 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,591.2 |
2,538.2 |
2,325.8 |
|
| R3 |
2,481.2 |
2,428.2 |
2,295.6 |
|
| R2 |
2,371.2 |
2,371.2 |
2,285.5 |
|
| R1 |
2,318.2 |
2,318.2 |
2,275.4 |
2,289.7 |
| PP |
2,261.2 |
2,261.2 |
2,261.2 |
2,246.9 |
| S1 |
2,208.2 |
2,208.2 |
2,255.2 |
2,179.7 |
| S2 |
2,151.2 |
2,151.2 |
2,245.1 |
|
| S3 |
2,041.2 |
2,098.2 |
2,235.1 |
|
| S4 |
1,931.2 |
1,988.2 |
2,204.8 |
|
|
| 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 |
2,204.1 |
110.0 |
4.9% |
55.6 |
2.5% |
42% |
False |
False |
187,543 |
| 10 |
2,316.9 |
2,204.1 |
112.8 |
5.0% |
51.6 |
2.3% |
41% |
False |
False |
186,862 |
| 20 |
2,316.9 |
2,028.6 |
288.3 |
12.8% |
54.3 |
2.4% |
77% |
False |
False |
193,170 |
| 40 |
2,316.9 |
1,920.5 |
396.4 |
17.6% |
51.2 |
2.3% |
83% |
False |
False |
182,582 |
| 60 |
2,316.9 |
1,810.0 |
506.9 |
22.5% |
47.4 |
2.1% |
87% |
False |
False |
152,804 |
| 80 |
2,316.9 |
1,515.9 |
801.0 |
35.6% |
48.1 |
2.1% |
92% |
False |
False |
114,660 |
| 100 |
2,316.9 |
1,483.4 |
833.5 |
37.0% |
45.1 |
2.0% |
92% |
False |
False |
91,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,474.1 |
|
2.618 |
2,399.3 |
|
1.618 |
2,353.5 |
|
1.000 |
2,325.2 |
|
0.618 |
2,307.7 |
|
HIGH |
2,279.4 |
|
0.618 |
2,261.9 |
|
0.500 |
2,256.5 |
|
0.382 |
2,251.1 |
|
LOW |
2,233.6 |
|
0.618 |
2,205.3 |
|
1.000 |
2,187.8 |
|
1.618 |
2,159.5 |
|
2.618 |
2,113.7 |
|
4.250 |
2,039.0 |
|
|
| Fisher Pivots for day following 22-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,256.5 |
2,247.3 |
| PP |
2,254.4 |
2,244.5 |
| S1 |
2,252.2 |
2,241.8 |
|