| Trading Metrics calculated at close of trading on 26-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2021 |
26-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
2,292.1 |
2,196.0 |
-96.1 |
-4.2% |
2,264.9 |
| High |
2,302.7 |
2,235.8 |
-66.9 |
-2.9% |
2,302.7 |
| Low |
2,191.9 |
2,160.1 |
-31.8 |
-1.5% |
2,160.1 |
| Close |
2,200.0 |
2,199.2 |
-0.8 |
0.0% |
2,199.2 |
| Range |
110.8 |
75.7 |
-35.1 |
-31.7% |
142.6 |
| ATR |
60.7 |
61.7 |
1.1 |
1.8% |
0.0 |
| Volume |
274,663 |
296,627 |
21,964 |
8.0% |
1,215,889 |
|
| Daily Pivots for day following 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,425.5 |
2,388.0 |
2,240.8 |
|
| R3 |
2,349.8 |
2,312.3 |
2,220.0 |
|
| R2 |
2,274.1 |
2,274.1 |
2,213.1 |
|
| R1 |
2,236.6 |
2,236.6 |
2,206.1 |
2,255.4 |
| PP |
2,198.4 |
2,198.4 |
2,198.4 |
2,207.7 |
| S1 |
2,160.9 |
2,160.9 |
2,192.3 |
2,179.7 |
| S2 |
2,122.7 |
2,122.7 |
2,185.3 |
|
| S3 |
2,047.0 |
2,085.2 |
2,178.4 |
|
| S4 |
1,971.3 |
2,009.5 |
2,157.6 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,648.5 |
2,566.4 |
2,277.6 |
|
| R3 |
2,505.9 |
2,423.8 |
2,238.4 |
|
| R2 |
2,363.3 |
2,363.3 |
2,225.3 |
|
| R1 |
2,281.2 |
2,281.2 |
2,212.3 |
2,251.0 |
| PP |
2,220.7 |
2,220.7 |
2,220.7 |
2,205.5 |
| S1 |
2,138.6 |
2,138.6 |
2,186.1 |
2,108.4 |
| S2 |
2,078.1 |
2,078.1 |
2,173.1 |
|
| S3 |
1,935.5 |
1,996.0 |
2,160.0 |
|
| S4 |
1,792.9 |
1,853.4 |
2,120.8 |
|
|
| 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 |
2,160.1 |
142.6 |
6.5% |
81.8 |
3.7% |
27% |
False |
True |
243,177 |
| 10 |
2,314.1 |
2,160.1 |
154.0 |
7.0% |
67.6 |
3.1% |
25% |
False |
True |
211,782 |
| 20 |
2,316.9 |
2,028.6 |
288.3 |
13.1% |
60.3 |
2.7% |
59% |
False |
False |
197,424 |
| 40 |
2,316.9 |
1,920.5 |
396.4 |
18.0% |
56.1 |
2.6% |
70% |
False |
False |
196,169 |
| 60 |
2,316.9 |
1,814.4 |
502.5 |
22.8% |
51.1 |
2.3% |
77% |
False |
False |
169,945 |
| 80 |
2,316.9 |
1,523.2 |
793.7 |
36.1% |
50.8 |
2.3% |
85% |
False |
False |
127,535 |
| 100 |
2,316.9 |
1,515.9 |
801.0 |
36.4% |
47.3 |
2.2% |
85% |
False |
False |
102,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,557.5 |
|
2.618 |
2,434.0 |
|
1.618 |
2,358.3 |
|
1.000 |
2,311.5 |
|
0.618 |
2,282.6 |
|
HIGH |
2,235.8 |
|
0.618 |
2,206.9 |
|
0.500 |
2,198.0 |
|
0.382 |
2,189.0 |
|
LOW |
2,160.1 |
|
0.618 |
2,113.3 |
|
1.000 |
2,084.4 |
|
1.618 |
2,037.6 |
|
2.618 |
1,961.9 |
|
4.250 |
1,838.4 |
|
|
| Fisher Pivots for day following 26-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,198.8 |
2,231.4 |
| PP |
2,198.4 |
2,220.7 |
| S1 |
2,198.0 |
2,209.9 |
|