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 |
3,627.0 |
3,655.0 |
28.0 |
0.8% |
3,648.0 |
High |
3,656.0 |
3,667.0 |
11.0 |
0.3% |
3,683.0 |
Low |
3,606.0 |
3,581.0 |
-25.0 |
-0.7% |
3,610.0 |
Close |
3,642.0 |
3,629.0 |
-13.0 |
-0.4% |
3,655.0 |
Range |
50.0 |
86.0 |
36.0 |
72.0% |
73.0 |
ATR |
49.7 |
52.3 |
2.6 |
5.2% |
0.0 |
Volume |
35,087 |
1,523 |
-33,564 |
-95.7% |
31,255 |
|
Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,883.7 |
3,842.3 |
3,676.3 |
|
R3 |
3,797.7 |
3,756.3 |
3,652.7 |
|
R2 |
3,711.7 |
3,711.7 |
3,644.8 |
|
R1 |
3,670.3 |
3,670.3 |
3,636.9 |
3,648.0 |
PP |
3,625.7 |
3,625.7 |
3,625.7 |
3,614.5 |
S1 |
3,584.3 |
3,584.3 |
3,621.1 |
3,562.0 |
S2 |
3,539.7 |
3,539.7 |
3,613.2 |
|
S3 |
3,453.7 |
3,498.3 |
3,605.4 |
|
S4 |
3,367.7 |
3,412.3 |
3,581.7 |
|
|
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 |
3,667.0 |
3,580.0 |
87.0 |
2.4% |
60.2 |
1.7% |
56% |
True |
False |
12,063 |
10 |
3,683.0 |
3,580.0 |
103.0 |
2.8% |
46.7 |
1.3% |
48% |
False |
False |
9,732 |
20 |
3,683.0 |
3,360.0 |
323.0 |
8.9% |
48.5 |
1.3% |
83% |
False |
False |
10,784 |
40 |
3,683.0 |
3,360.0 |
323.0 |
8.9% |
44.6 |
1.2% |
83% |
False |
False |
6,747 |
60 |
3,683.0 |
3,335.0 |
348.0 |
9.6% |
37.0 |
1.0% |
84% |
False |
False |
4,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,032.5 |
2.618 |
3,892.1 |
1.618 |
3,806.1 |
1.000 |
3,753.0 |
0.618 |
3,720.1 |
HIGH |
3,667.0 |
0.618 |
3,634.1 |
0.500 |
3,624.0 |
0.382 |
3,613.9 |
LOW |
3,581.0 |
0.618 |
3,527.9 |
1.000 |
3,495.0 |
1.618 |
3,441.9 |
2.618 |
3,355.9 |
4.250 |
3,215.5 |
|
|
Fisher Pivots for day following 25-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,627.3 |
3,627.2 |
PP |
3,625.7 |
3,625.3 |
S1 |
3,624.0 |
3,623.5 |
|