| Trading Metrics calculated at close of trading on 26-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2021 |
26-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
3,911.75 |
3,812.00 |
-99.75 |
-2.6% |
3,894.25 |
| High |
3,924.50 |
3,848.00 |
-76.50 |
-1.9% |
3,924.50 |
| Low |
3,800.00 |
3,775.00 |
-25.00 |
-0.7% |
3,775.00 |
| Close |
3,818.00 |
3,799.00 |
-19.00 |
-0.5% |
3,799.00 |
| Range |
124.50 |
73.00 |
-51.50 |
-41.4% |
149.50 |
| ATR |
60.39 |
61.29 |
0.90 |
1.5% |
0.00 |
| Volume |
13,010 |
11,848 |
-1,162 |
-8.9% |
56,845 |
|
| Daily Pivots for day following 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,026.25 |
3,985.75 |
3,839.25 |
|
| R3 |
3,953.25 |
3,912.75 |
3,819.00 |
|
| R2 |
3,880.25 |
3,880.25 |
3,812.50 |
|
| R1 |
3,839.75 |
3,839.75 |
3,805.75 |
3,823.50 |
| PP |
3,807.25 |
3,807.25 |
3,807.25 |
3,799.25 |
| S1 |
3,766.75 |
3,766.75 |
3,792.25 |
3,750.50 |
| S2 |
3,734.25 |
3,734.25 |
3,785.50 |
|
| S3 |
3,661.25 |
3,693.75 |
3,779.00 |
|
| S4 |
3,588.25 |
3,620.75 |
3,758.75 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,281.25 |
4,189.75 |
3,881.25 |
|
| R3 |
4,131.75 |
4,040.25 |
3,840.00 |
|
| R2 |
3,982.25 |
3,982.25 |
3,826.50 |
|
| R1 |
3,890.75 |
3,890.75 |
3,812.75 |
3,861.75 |
| PP |
3,832.75 |
3,832.75 |
3,832.75 |
3,818.50 |
| S1 |
3,741.25 |
3,741.25 |
3,785.25 |
3,712.25 |
| S2 |
3,683.25 |
3,683.25 |
3,771.50 |
|
| S3 |
3,533.75 |
3,591.75 |
3,758.00 |
|
| S4 |
3,384.25 |
3,442.25 |
3,716.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,924.50 |
3,775.00 |
149.50 |
3.9% |
83.25 |
2.2% |
16% |
False |
True |
11,369 |
| 10 |
3,948.25 |
3,775.00 |
173.25 |
4.6% |
63.00 |
1.7% |
14% |
False |
True |
8,529 |
| 20 |
3,948.25 |
3,647.50 |
300.75 |
7.9% |
58.00 |
1.5% |
50% |
False |
False |
6,104 |
| 40 |
3,948.25 |
3,642.75 |
305.50 |
8.0% |
58.50 |
1.5% |
51% |
False |
False |
4,220 |
| 60 |
3,948.25 |
3,586.50 |
361.75 |
9.5% |
53.00 |
1.4% |
59% |
False |
False |
2,980 |
| 80 |
3,948.25 |
3,226.25 |
722.00 |
19.0% |
55.25 |
1.5% |
79% |
False |
False |
2,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,158.25 |
|
2.618 |
4,039.00 |
|
1.618 |
3,966.00 |
|
1.000 |
3,921.00 |
|
0.618 |
3,893.00 |
|
HIGH |
3,848.00 |
|
0.618 |
3,820.00 |
|
0.500 |
3,811.50 |
|
0.382 |
3,803.00 |
|
LOW |
3,775.00 |
|
0.618 |
3,730.00 |
|
1.000 |
3,702.00 |
|
1.618 |
3,657.00 |
|
2.618 |
3,584.00 |
|
4.250 |
3,464.75 |
|
|
| Fisher Pivots for day following 26-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,811.50 |
3,849.75 |
| PP |
3,807.25 |
3,832.75 |
| S1 |
3,803.25 |
3,816.00 |
|