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 |
1,809.3 |
1,805.0 |
-4.3 |
-0.2% |
1,826.0 |
High |
1,815.2 |
1,813.0 |
-2.2 |
-0.1% |
1,827.1 |
Low |
1,794.5 |
1,782.2 |
-12.3 |
-0.7% |
1,759.0 |
Close |
1,805.9 |
1,797.9 |
-8.0 |
-0.4% |
1,777.4 |
Range |
20.7 |
30.8 |
10.1 |
48.8% |
68.1 |
ATR |
29.1 |
29.2 |
0.1 |
0.4% |
0.0 |
Volume |
191,147 |
224,060 |
32,913 |
17.2% |
1,089,807 |
|
Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,890.1 |
1,874.8 |
1,814.8 |
|
R3 |
1,859.3 |
1,844.0 |
1,806.4 |
|
R2 |
1,828.5 |
1,828.5 |
1,803.5 |
|
R1 |
1,813.2 |
1,813.2 |
1,800.7 |
1,805.5 |
PP |
1,797.7 |
1,797.7 |
1,797.7 |
1,793.8 |
S1 |
1,782.4 |
1,782.4 |
1,795.1 |
1,774.7 |
S2 |
1,766.9 |
1,766.9 |
1,792.3 |
|
S3 |
1,736.1 |
1,751.6 |
1,789.4 |
|
S4 |
1,705.3 |
1,720.8 |
1,781.0 |
|
|
Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,992.1 |
1,952.9 |
1,814.9 |
|
R3 |
1,924.0 |
1,884.8 |
1,796.1 |
|
R2 |
1,855.9 |
1,855.9 |
1,789.9 |
|
R1 |
1,816.7 |
1,816.7 |
1,783.6 |
1,802.3 |
PP |
1,787.8 |
1,787.8 |
1,787.8 |
1,780.6 |
S1 |
1,748.6 |
1,748.6 |
1,771.2 |
1,734.2 |
S2 |
1,719.7 |
1,719.7 |
1,764.9 |
|
S3 |
1,651.6 |
1,680.5 |
1,758.7 |
|
S4 |
1,583.5 |
1,612.4 |
1,739.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,815.2 |
1,759.0 |
56.2 |
3.1% |
27.9 |
1.6% |
69% |
False |
False |
222,591 |
10 |
1,856.6 |
1,759.0 |
97.6 |
5.4% |
27.6 |
1.5% |
40% |
False |
False |
222,157 |
20 |
1,878.9 |
1,759.0 |
119.9 |
6.7% |
28.6 |
1.6% |
32% |
False |
False |
219,103 |
40 |
1,966.8 |
1,759.0 |
207.8 |
11.6% |
30.1 |
1.7% |
19% |
False |
False |
131,536 |
60 |
1,966.8 |
1,759.0 |
207.8 |
11.6% |
29.5 |
1.6% |
19% |
False |
False |
89,201 |
80 |
1,978.2 |
1,759.0 |
219.2 |
12.2% |
30.0 |
1.7% |
18% |
False |
False |
68,453 |
100 |
1,978.2 |
1,759.0 |
219.2 |
12.2% |
29.2 |
1.6% |
18% |
False |
False |
55,205 |
120 |
1,996.8 |
1,759.0 |
237.8 |
13.2% |
29.3 |
1.6% |
16% |
False |
False |
46,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,943.9 |
2.618 |
1,893.6 |
1.618 |
1,862.8 |
1.000 |
1,843.8 |
0.618 |
1,832.0 |
HIGH |
1,813.0 |
0.618 |
1,801.2 |
0.500 |
1,797.6 |
0.382 |
1,794.0 |
LOW |
1,782.2 |
0.618 |
1,763.2 |
1.000 |
1,751.4 |
1.618 |
1,732.4 |
2.618 |
1,701.6 |
4.250 |
1,651.3 |
|
|
Fisher Pivots for day following 24-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1,797.8 |
1,797.6 |
PP |
1,797.7 |
1,797.2 |
S1 |
1,797.6 |
1,796.9 |
|