| Trading Metrics calculated at close of trading on 23-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
2,264.9 |
2,255.0 |
-9.9 |
-0.4% |
2,295.1 |
| High |
2,279.4 |
2,268.4 |
-11.0 |
-0.5% |
2,314.1 |
| Low |
2,233.6 |
2,168.8 |
-64.8 |
-2.9% |
2,204.1 |
| Close |
2,250.1 |
2,231.2 |
-18.9 |
-0.8% |
2,265.3 |
| Range |
45.8 |
99.6 |
53.8 |
117.5% |
110.0 |
| ATR |
51.8 |
55.2 |
3.4 |
6.6% |
0.0 |
| Volume |
185,473 |
261,206 |
75,733 |
40.8% |
752,243 |
|
| Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.6 |
2,476.0 |
2,286.0 |
|
| R3 |
2,422.0 |
2,376.4 |
2,258.6 |
|
| R2 |
2,322.4 |
2,322.4 |
2,249.5 |
|
| R1 |
2,276.8 |
2,276.8 |
2,240.3 |
2,249.8 |
| PP |
2,222.8 |
2,222.8 |
2,222.8 |
2,209.3 |
| S1 |
2,177.2 |
2,177.2 |
2,222.1 |
2,150.2 |
| S2 |
2,123.2 |
2,123.2 |
2,212.9 |
|
| S3 |
2,023.6 |
2,077.6 |
2,203.8 |
|
| S4 |
1,924.0 |
1,978.0 |
2,176.4 |
|
|
| 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 |
2,279.4 |
2,168.8 |
110.6 |
5.0% |
64.9 |
2.9% |
56% |
False |
True |
200,936 |
| 10 |
2,316.9 |
2,168.8 |
148.1 |
6.6% |
55.6 |
2.5% |
42% |
False |
True |
196,383 |
| 20 |
2,316.9 |
2,028.6 |
288.3 |
12.9% |
56.1 |
2.5% |
70% |
False |
False |
193,583 |
| 40 |
2,316.9 |
1,920.5 |
396.4 |
17.8% |
52.6 |
2.4% |
78% |
False |
False |
185,932 |
| 60 |
2,316.9 |
1,810.0 |
506.9 |
22.7% |
48.5 |
2.2% |
83% |
False |
False |
157,146 |
| 80 |
2,316.9 |
1,515.9 |
801.0 |
35.9% |
48.9 |
2.2% |
89% |
False |
False |
117,924 |
| 100 |
2,316.9 |
1,483.4 |
833.5 |
37.4% |
45.8 |
2.1% |
90% |
False |
False |
94,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,691.7 |
|
2.618 |
2,529.2 |
|
1.618 |
2,429.6 |
|
1.000 |
2,368.0 |
|
0.618 |
2,330.0 |
|
HIGH |
2,268.4 |
|
0.618 |
2,230.4 |
|
0.500 |
2,218.6 |
|
0.382 |
2,206.8 |
|
LOW |
2,168.8 |
|
0.618 |
2,107.2 |
|
1.000 |
2,069.2 |
|
1.618 |
2,007.6 |
|
2.618 |
1,908.0 |
|
4.250 |
1,745.5 |
|
|
| Fisher Pivots for day following 23-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,227.0 |
2,228.8 |
| PP |
2,222.8 |
2,226.5 |
| S1 |
2,218.6 |
2,224.1 |
|