Trading Metrics calculated at close of trading on 23-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,652.0 |
3,643.0 |
-9.0 |
-0.2% |
3,648.0 |
High |
3,665.0 |
3,650.0 |
-15.0 |
-0.4% |
3,683.0 |
Low |
3,601.0 |
3,580.0 |
-21.0 |
-0.6% |
3,610.0 |
Close |
3,641.0 |
3,621.0 |
-20.0 |
-0.5% |
3,655.0 |
Range |
64.0 |
70.0 |
6.0 |
9.4% |
73.0 |
ATR |
48.1 |
49.7 |
1.6 |
3.2% |
0.0 |
Volume |
15,051 |
8,441 |
-6,610 |
-43.9% |
31,255 |
|
Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,827.0 |
3,794.0 |
3,659.5 |
|
R3 |
3,757.0 |
3,724.0 |
3,640.3 |
|
R2 |
3,687.0 |
3,687.0 |
3,633.8 |
|
R1 |
3,654.0 |
3,654.0 |
3,627.4 |
3,635.5 |
PP |
3,617.0 |
3,617.0 |
3,617.0 |
3,607.8 |
S1 |
3,584.0 |
3,584.0 |
3,614.6 |
3,565.5 |
S2 |
3,547.0 |
3,547.0 |
3,608.2 |
|
S3 |
3,477.0 |
3,514.0 |
3,601.8 |
|
S4 |
3,407.0 |
3,444.0 |
3,582.5 |
|
|
Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,868.3 |
3,834.7 |
3,695.2 |
|
R3 |
3,795.3 |
3,761.7 |
3,675.1 |
|
R2 |
3,722.3 |
3,722.3 |
3,668.4 |
|
R1 |
3,688.7 |
3,688.7 |
3,661.7 |
3,705.5 |
PP |
3,649.3 |
3,649.3 |
3,649.3 |
3,657.8 |
S1 |
3,615.7 |
3,615.7 |
3,648.3 |
3,632.5 |
S2 |
3,576.3 |
3,576.3 |
3,641.6 |
|
S3 |
3,503.3 |
3,542.7 |
3,634.9 |
|
S4 |
3,430.3 |
3,469.7 |
3,614.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,665.0 |
3,580.0 |
85.0 |
2.3% |
47.0 |
1.3% |
48% |
False |
True |
5,659 |
10 |
3,683.0 |
3,568.0 |
115.0 |
3.2% |
40.7 |
1.1% |
46% |
False |
False |
10,158 |
20 |
3,683.0 |
3,360.0 |
323.0 |
8.9% |
50.2 |
1.4% |
81% |
False |
False |
9,196 |
40 |
3,683.0 |
3,360.0 |
323.0 |
8.9% |
42.8 |
1.2% |
81% |
False |
False |
5,832 |
60 |
3,683.0 |
3,335.0 |
348.0 |
9.6% |
34.7 |
1.0% |
82% |
False |
False |
4,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,947.5 |
2.618 |
3,833.3 |
1.618 |
3,763.3 |
1.000 |
3,720.0 |
0.618 |
3,693.3 |
HIGH |
3,650.0 |
0.618 |
3,623.3 |
0.500 |
3,615.0 |
0.382 |
3,606.7 |
LOW |
3,580.0 |
0.618 |
3,536.7 |
1.000 |
3,510.0 |
1.618 |
3,466.7 |
2.618 |
3,396.7 |
4.250 |
3,282.5 |
|
|
Fisher Pivots for day following 23-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,619.0 |
3,622.5 |
PP |
3,617.0 |
3,622.0 |
S1 |
3,615.0 |
3,621.5 |
|