| Trading Metrics calculated at close of trading on 22-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
3,901.50 |
3,894.25 |
-7.25 |
-0.2% |
3,924.50 |
| High |
3,920.25 |
3,903.75 |
-16.50 |
-0.4% |
3,948.25 |
| Low |
3,880.75 |
3,851.00 |
-29.75 |
-0.8% |
3,870.50 |
| Close |
3,892.50 |
3,863.25 |
-29.25 |
-0.8% |
3,892.50 |
| Range |
39.50 |
52.75 |
13.25 |
33.5% |
77.75 |
| ATR |
50.93 |
51.06 |
0.13 |
0.3% |
0.00 |
| Volume |
8,303 |
3,341 |
-4,962 |
-59.8% |
24,934 |
|
| Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,031.00 |
3,999.75 |
3,892.25 |
|
| R3 |
3,978.25 |
3,947.00 |
3,877.75 |
|
| R2 |
3,925.50 |
3,925.50 |
3,873.00 |
|
| R1 |
3,894.25 |
3,894.25 |
3,868.00 |
3,883.50 |
| PP |
3,872.75 |
3,872.75 |
3,872.75 |
3,867.25 |
| S1 |
3,841.50 |
3,841.50 |
3,858.50 |
3,830.75 |
| S2 |
3,820.00 |
3,820.00 |
3,853.50 |
|
| S3 |
3,767.25 |
3,788.75 |
3,848.75 |
|
| S4 |
3,714.50 |
3,736.00 |
3,834.25 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,137.00 |
4,092.50 |
3,935.25 |
|
| R3 |
4,059.25 |
4,014.75 |
3,914.00 |
|
| R2 |
3,981.50 |
3,981.50 |
3,906.75 |
|
| R1 |
3,937.00 |
3,937.00 |
3,899.75 |
3,920.50 |
| PP |
3,903.75 |
3,903.75 |
3,903.75 |
3,895.50 |
| S1 |
3,859.25 |
3,859.25 |
3,885.25 |
3,842.50 |
| S2 |
3,826.00 |
3,826.00 |
3,878.25 |
|
| S3 |
3,748.25 |
3,781.50 |
3,871.00 |
|
| S4 |
3,670.50 |
3,703.75 |
3,849.75 |
|
|
| 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 |
3,851.00 |
97.25 |
2.5% |
44.50 |
1.2% |
13% |
False |
True |
5,655 |
| 10 |
3,948.25 |
3,851.00 |
97.25 |
2.5% |
39.25 |
1.0% |
13% |
False |
True |
3,908 |
| 20 |
3,948.25 |
3,647.50 |
300.75 |
7.8% |
58.25 |
1.5% |
72% |
False |
False |
4,076 |
| 40 |
3,948.25 |
3,641.25 |
307.00 |
7.9% |
53.25 |
1.4% |
72% |
False |
False |
2,933 |
| 60 |
3,948.25 |
3,572.00 |
376.25 |
9.7% |
49.75 |
1.3% |
77% |
False |
False |
2,094 |
| 80 |
3,948.25 |
3,208.00 |
740.25 |
19.2% |
54.25 |
1.4% |
89% |
False |
False |
1,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,128.00 |
|
2.618 |
4,041.75 |
|
1.618 |
3,989.00 |
|
1.000 |
3,956.50 |
|
0.618 |
3,936.25 |
|
HIGH |
3,903.75 |
|
0.618 |
3,883.50 |
|
0.500 |
3,877.50 |
|
0.382 |
3,871.25 |
|
LOW |
3,851.00 |
|
0.618 |
3,818.50 |
|
1.000 |
3,798.25 |
|
1.618 |
3,765.75 |
|
2.618 |
3,713.00 |
|
4.250 |
3,626.75 |
|
|
| Fisher Pivots for day following 22-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,877.50 |
3,888.50 |
| PP |
3,872.75 |
3,880.00 |
| S1 |
3,868.00 |
3,871.75 |
|