| Trading Metrics calculated at close of trading on 24-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
2,255.0 |
2,232.3 |
-22.7 |
-1.0% |
2,295.1 |
| High |
2,268.4 |
2,295.5 |
27.1 |
1.2% |
2,314.1 |
| Low |
2,168.8 |
2,218.3 |
49.5 |
2.3% |
2,204.1 |
| Close |
2,231.2 |
2,285.1 |
53.9 |
2.4% |
2,265.3 |
| Range |
99.6 |
77.2 |
-22.4 |
-22.5% |
110.0 |
| ATR |
55.2 |
56.8 |
1.6 |
2.8% |
0.0 |
| Volume |
261,206 |
197,920 |
-63,286 |
-24.2% |
752,243 |
|
| Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,497.9 |
2,468.7 |
2,327.6 |
|
| R3 |
2,420.7 |
2,391.5 |
2,306.3 |
|
| R2 |
2,343.5 |
2,343.5 |
2,299.3 |
|
| R1 |
2,314.3 |
2,314.3 |
2,292.2 |
2,328.9 |
| PP |
2,266.3 |
2,266.3 |
2,266.3 |
2,273.6 |
| S1 |
2,237.1 |
2,237.1 |
2,278.0 |
2,251.7 |
| S2 |
2,189.1 |
2,189.1 |
2,270.9 |
|
| S3 |
2,111.9 |
2,159.9 |
2,263.9 |
|
| S4 |
2,034.7 |
2,082.7 |
2,242.6 |
|
|
| 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 |
2,295.5 |
2,168.8 |
126.7 |
5.5% |
70.1 |
3.1% |
92% |
True |
False |
203,206 |
| 10 |
2,316.9 |
2,168.8 |
148.1 |
6.5% |
60.0 |
2.6% |
79% |
False |
False |
199,017 |
| 20 |
2,316.9 |
2,028.6 |
288.3 |
12.6% |
57.5 |
2.5% |
89% |
False |
False |
193,947 |
| 40 |
2,316.9 |
1,920.5 |
396.4 |
17.3% |
54.0 |
2.4% |
92% |
False |
False |
189,605 |
| 60 |
2,316.9 |
1,810.0 |
506.9 |
22.2% |
49.2 |
2.2% |
94% |
False |
False |
160,438 |
| 80 |
2,316.9 |
1,515.9 |
801.0 |
35.1% |
49.4 |
2.2% |
96% |
False |
False |
120,397 |
| 100 |
2,316.9 |
1,488.9 |
828.0 |
36.2% |
46.2 |
2.0% |
96% |
False |
False |
96,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,623.6 |
|
2.618 |
2,497.6 |
|
1.618 |
2,420.4 |
|
1.000 |
2,372.7 |
|
0.618 |
2,343.2 |
|
HIGH |
2,295.5 |
|
0.618 |
2,266.0 |
|
0.500 |
2,256.9 |
|
0.382 |
2,247.8 |
|
LOW |
2,218.3 |
|
0.618 |
2,170.6 |
|
1.000 |
2,141.1 |
|
1.618 |
2,093.4 |
|
2.618 |
2,016.2 |
|
4.250 |
1,890.2 |
|
|
| Fisher Pivots for day following 24-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,275.7 |
2,267.5 |
| PP |
2,266.3 |
2,249.8 |
| S1 |
2,256.9 |
2,232.2 |
|