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 |
1,812.2 |
1,807.9 |
-4.3 |
-0.2% |
1,828.0 |
High |
1,817.6 |
1,815.0 |
-2.6 |
-0.1% |
1,829.9 |
Low |
1,797.4 |
1,785.0 |
-12.4 |
-0.7% |
1,762.9 |
Close |
1,808.6 |
1,800.8 |
-7.8 |
-0.4% |
1,780.3 |
Range |
20.2 |
30.0 |
9.8 |
48.5% |
67.0 |
ATR |
28.2 |
28.3 |
0.1 |
0.5% |
0.0 |
Volume |
5,533 |
6,490 |
957 |
17.3% |
28,234 |
|
Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,890.3 |
1,875.5 |
1,817.3 |
|
R3 |
1,860.3 |
1,845.5 |
1,809.1 |
|
R2 |
1,830.3 |
1,830.3 |
1,806.3 |
|
R1 |
1,815.5 |
1,815.5 |
1,803.6 |
1,807.9 |
PP |
1,800.3 |
1,800.3 |
1,800.3 |
1,796.5 |
S1 |
1,785.5 |
1,785.5 |
1,798.1 |
1,777.9 |
S2 |
1,770.3 |
1,770.3 |
1,795.3 |
|
S3 |
1,740.3 |
1,755.5 |
1,792.6 |
|
S4 |
1,710.3 |
1,725.5 |
1,784.3 |
|
|
Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,992.0 |
1,953.2 |
1,817.2 |
|
R3 |
1,925.0 |
1,886.2 |
1,798.7 |
|
R2 |
1,858.0 |
1,858.0 |
1,792.6 |
|
R1 |
1,819.2 |
1,819.2 |
1,786.4 |
1,805.1 |
PP |
1,791.0 |
1,791.0 |
1,791.0 |
1,784.0 |
S1 |
1,752.2 |
1,752.2 |
1,774.2 |
1,738.1 |
S2 |
1,724.0 |
1,724.0 |
1,768.0 |
|
S3 |
1,657.0 |
1,685.2 |
1,761.9 |
|
S4 |
1,590.0 |
1,618.2 |
1,743.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,817.6 |
1,762.9 |
54.7 |
3.0% |
27.0 |
1.5% |
69% |
False |
False |
6,363 |
10 |
1,858.9 |
1,762.9 |
96.0 |
5.3% |
26.5 |
1.5% |
39% |
False |
False |
6,020 |
20 |
1,881.0 |
1,762.9 |
118.1 |
6.6% |
27.6 |
1.5% |
32% |
False |
False |
6,593 |
40 |
1,969.3 |
1,762.9 |
206.4 |
11.5% |
29.1 |
1.6% |
18% |
False |
False |
6,113 |
60 |
1,969.3 |
1,762.9 |
206.4 |
11.5% |
28.6 |
1.6% |
18% |
False |
False |
4,815 |
80 |
1,983.0 |
1,762.9 |
220.1 |
12.2% |
29.2 |
1.6% |
17% |
False |
False |
4,243 |
100 |
1,983.0 |
1,762.9 |
220.1 |
12.2% |
28.4 |
1.6% |
17% |
False |
False |
3,718 |
120 |
1,997.0 |
1,762.9 |
234.1 |
13.0% |
28.1 |
1.6% |
16% |
False |
False |
3,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,942.5 |
2.618 |
1,893.5 |
1.618 |
1,863.5 |
1.000 |
1,845.0 |
0.618 |
1,833.5 |
HIGH |
1,815.0 |
0.618 |
1,803.5 |
0.500 |
1,800.0 |
0.382 |
1,796.5 |
LOW |
1,785.0 |
0.618 |
1,766.5 |
1.000 |
1,755.0 |
1.618 |
1,736.5 |
2.618 |
1,706.5 |
4.250 |
1,657.5 |
|
|
Fisher Pivots for day following 24-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1,800.5 |
1,800.4 |
PP |
1,800.3 |
1,800.0 |
S1 |
1,800.0 |
1,799.6 |
|