| Trading Metrics calculated at close of trading on 25-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2021 |
25-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
2,232.3 |
2,292.1 |
59.8 |
2.7% |
2,295.1 |
| High |
2,295.5 |
2,302.7 |
7.2 |
0.3% |
2,314.1 |
| Low |
2,218.3 |
2,191.9 |
-26.4 |
-1.2% |
2,204.1 |
| Close |
2,285.1 |
2,200.0 |
-85.1 |
-3.7% |
2,265.3 |
| Range |
77.2 |
110.8 |
33.6 |
43.5% |
110.0 |
| ATR |
56.8 |
60.7 |
3.9 |
6.8% |
0.0 |
| Volume |
197,920 |
274,663 |
76,743 |
38.8% |
752,243 |
|
| Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,563.9 |
2,492.8 |
2,260.9 |
|
| R3 |
2,453.1 |
2,382.0 |
2,230.5 |
|
| R2 |
2,342.3 |
2,342.3 |
2,220.3 |
|
| R1 |
2,271.2 |
2,271.2 |
2,210.2 |
2,251.4 |
| PP |
2,231.5 |
2,231.5 |
2,231.5 |
2,221.6 |
| S1 |
2,160.4 |
2,160.4 |
2,189.8 |
2,140.6 |
| S2 |
2,120.7 |
2,120.7 |
2,179.7 |
|
| S3 |
2,009.9 |
2,049.6 |
2,169.5 |
|
| S4 |
1,899.1 |
1,938.8 |
2,139.1 |
|
|
| 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 |
2,302.7 |
2,168.8 |
133.9 |
6.1% |
81.2 |
3.7% |
23% |
True |
False |
222,342 |
| 10 |
2,314.1 |
2,168.8 |
145.3 |
6.6% |
65.6 |
3.0% |
21% |
False |
False |
203,792 |
| 20 |
2,316.9 |
2,028.6 |
288.3 |
13.1% |
59.7 |
2.7% |
59% |
False |
False |
194,198 |
| 40 |
2,316.9 |
1,920.5 |
396.4 |
18.0% |
55.7 |
2.5% |
71% |
False |
False |
192,838 |
| 60 |
2,316.9 |
1,810.0 |
506.9 |
23.0% |
50.6 |
2.3% |
77% |
False |
False |
165,013 |
| 80 |
2,316.9 |
1,515.9 |
801.0 |
36.4% |
50.3 |
2.3% |
85% |
False |
False |
123,827 |
| 100 |
2,316.9 |
1,488.9 |
828.0 |
37.6% |
47.0 |
2.1% |
86% |
False |
False |
99,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,773.6 |
|
2.618 |
2,592.8 |
|
1.618 |
2,482.0 |
|
1.000 |
2,413.5 |
|
0.618 |
2,371.2 |
|
HIGH |
2,302.7 |
|
0.618 |
2,260.4 |
|
0.500 |
2,247.3 |
|
0.382 |
2,234.2 |
|
LOW |
2,191.9 |
|
0.618 |
2,123.4 |
|
1.000 |
2,081.1 |
|
1.618 |
2,012.6 |
|
2.618 |
1,901.8 |
|
4.250 |
1,721.0 |
|
|
| Fisher Pivots for day following 25-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,247.3 |
2,235.8 |
| PP |
2,231.5 |
2,223.8 |
| S1 |
2,215.8 |
2,211.9 |
|