Trading Metrics calculated at close of trading on 24-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
13,223.25 |
13,155.00 |
-68.25 |
-0.5% |
13,810.00 |
High |
13,324.00 |
13,318.75 |
-5.25 |
0.0% |
13,888.25 |
Low |
12,748.75 |
12,945.75 |
197.00 |
1.5% |
13,459.00 |
Close |
13,180.75 |
13,290.75 |
110.00 |
0.8% |
13,564.50 |
Range |
575.25 |
373.00 |
-202.25 |
-35.2% |
429.25 |
ATR |
262.97 |
270.83 |
7.86 |
3.0% |
0.00 |
Volume |
3,499 |
2,287 |
-1,212 |
-34.6% |
3,030 |
|
Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,304.00 |
14,170.50 |
13,496.00 |
|
R3 |
13,931.00 |
13,797.50 |
13,393.25 |
|
R2 |
13,558.00 |
13,558.00 |
13,359.25 |
|
R1 |
13,424.50 |
13,424.50 |
13,325.00 |
13,491.25 |
PP |
13,185.00 |
13,185.00 |
13,185.00 |
13,218.50 |
S1 |
13,051.50 |
13,051.50 |
13,256.50 |
13,118.25 |
S2 |
12,812.00 |
12,812.00 |
13,222.25 |
|
S3 |
12,439.00 |
12,678.50 |
13,188.25 |
|
S4 |
12,066.00 |
12,305.50 |
13,085.50 |
|
|
Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,925.00 |
14,674.00 |
13,800.50 |
|
R3 |
14,495.75 |
14,244.75 |
13,682.50 |
|
R2 |
14,066.50 |
14,066.50 |
13,643.25 |
|
R1 |
13,815.50 |
13,815.50 |
13,603.75 |
13,726.50 |
PP |
13,637.25 |
13,637.25 |
13,637.25 |
13,592.75 |
S1 |
13,386.25 |
13,386.25 |
13,525.25 |
13,297.00 |
S2 |
13,208.00 |
13,208.00 |
13,485.75 |
|
S3 |
12,778.75 |
12,957.00 |
13,446.50 |
|
S4 |
12,349.50 |
12,527.75 |
13,328.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,717.00 |
12,748.75 |
968.25 |
7.3% |
360.25 |
2.7% |
56% |
False |
False |
1,733 |
10 |
13,888.25 |
12,748.75 |
1,139.50 |
8.6% |
276.50 |
2.1% |
48% |
False |
False |
1,246 |
20 |
13,888.25 |
12,714.75 |
1,173.50 |
8.8% |
292.00 |
2.2% |
49% |
False |
False |
1,094 |
40 |
13,888.25 |
12,481.00 |
1,407.25 |
10.6% |
253.25 |
1.9% |
58% |
False |
False |
849 |
60 |
13,888.25 |
12,075.75 |
1,812.50 |
13.6% |
222.50 |
1.7% |
67% |
False |
False |
615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,904.00 |
2.618 |
14,295.25 |
1.618 |
13,922.25 |
1.000 |
13,691.75 |
0.618 |
13,549.25 |
HIGH |
13,318.75 |
0.618 |
13,176.25 |
0.500 |
13,132.25 |
0.382 |
13,088.25 |
LOW |
12,945.75 |
0.618 |
12,715.25 |
1.000 |
12,572.75 |
1.618 |
12,342.25 |
2.618 |
11,969.25 |
4.250 |
11,360.50 |
|
|
Fisher Pivots for day following 24-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
13,238.00 |
13,254.75 |
PP |
13,185.00 |
13,218.50 |
S1 |
13,132.25 |
13,182.50 |
|