| Trading Metrics calculated at close of trading on 17-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2021 |
17-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
3,924.50 |
3,920.50 |
-4.00 |
-0.1% |
3,879.50 |
| High |
3,948.25 |
3,921.75 |
-26.50 |
-0.7% |
3,925.50 |
| Low |
3,908.75 |
3,886.75 |
-22.00 |
-0.6% |
3,868.00 |
| Close |
3,917.25 |
3,917.75 |
0.50 |
0.0% |
3,920.75 |
| Range |
39.50 |
35.00 |
-4.50 |
-11.4% |
57.50 |
| ATR |
52.79 |
51.52 |
-1.27 |
-2.4% |
0.00 |
| Volume |
6,840 |
1,650 |
-5,190 |
-75.9% |
10,813 |
|
| Daily Pivots for day following 17-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,013.75 |
4,000.75 |
3,937.00 |
|
| R3 |
3,978.75 |
3,965.75 |
3,927.50 |
|
| R2 |
3,943.75 |
3,943.75 |
3,924.25 |
|
| R1 |
3,930.75 |
3,930.75 |
3,921.00 |
3,919.75 |
| PP |
3,908.75 |
3,908.75 |
3,908.75 |
3,903.25 |
| S1 |
3,895.75 |
3,895.75 |
3,914.50 |
3,884.75 |
| S2 |
3,873.75 |
3,873.75 |
3,911.25 |
|
| S3 |
3,838.75 |
3,860.75 |
3,908.00 |
|
| S4 |
3,803.75 |
3,825.75 |
3,898.50 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,077.25 |
4,056.50 |
3,952.50 |
|
| R3 |
4,019.75 |
3,999.00 |
3,936.50 |
|
| R2 |
3,962.25 |
3,962.25 |
3,931.25 |
|
| R1 |
3,941.50 |
3,941.50 |
3,926.00 |
3,952.00 |
| PP |
3,904.75 |
3,904.75 |
3,904.75 |
3,910.00 |
| S1 |
3,884.00 |
3,884.00 |
3,915.50 |
3,894.50 |
| S2 |
3,847.25 |
3,847.25 |
3,910.25 |
|
| S3 |
3,789.75 |
3,826.50 |
3,905.00 |
|
| S4 |
3,732.25 |
3,769.00 |
3,889.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,948.25 |
3,868.00 |
80.25 |
2.0% |
41.00 |
1.0% |
62% |
False |
False |
2,963 |
| 10 |
3,948.25 |
3,798.50 |
149.75 |
3.8% |
36.50 |
0.9% |
80% |
False |
False |
3,475 |
| 20 |
3,948.25 |
3,647.50 |
300.75 |
7.7% |
57.00 |
1.5% |
90% |
False |
False |
3,290 |
| 40 |
3,948.25 |
3,586.50 |
361.75 |
9.2% |
54.50 |
1.4% |
92% |
False |
False |
2,512 |
| 60 |
3,948.25 |
3,524.75 |
423.50 |
10.8% |
49.25 |
1.3% |
93% |
False |
False |
1,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,070.50 |
|
2.618 |
4,013.50 |
|
1.618 |
3,978.50 |
|
1.000 |
3,956.75 |
|
0.618 |
3,943.50 |
|
HIGH |
3,921.75 |
|
0.618 |
3,908.50 |
|
0.500 |
3,904.25 |
|
0.382 |
3,900.00 |
|
LOW |
3,886.75 |
|
0.618 |
3,865.00 |
|
1.000 |
3,851.75 |
|
1.618 |
3,830.00 |
|
2.618 |
3,795.00 |
|
4.250 |
3,738.00 |
|
|
| Fisher Pivots for day following 17-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,913.25 |
3,916.75 |
| PP |
3,908.75 |
3,915.50 |
| S1 |
3,904.25 |
3,914.50 |
|