| 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 |
13,296.75 |
12,754.25 |
-542.50 |
-4.1% |
13,589.50 |
| High |
13,341.75 |
13,077.50 |
-264.25 |
-2.0% |
13,616.25 |
| Low |
12,754.75 |
12,654.00 |
-100.75 |
-0.8% |
12,654.00 |
| Close |
12,821.25 |
12,900.00 |
78.75 |
0.6% |
12,900.00 |
| Range |
587.00 |
423.50 |
-163.50 |
-27.9% |
962.25 |
| ATR |
293.41 |
302.71 |
9.29 |
3.2% |
0.00 |
| Volume |
2,715 |
4,287 |
1,572 |
57.9% |
14,342 |
|
| Daily Pivots for day following 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,147.75 |
13,947.25 |
13,133.00 |
|
| R3 |
13,724.25 |
13,523.75 |
13,016.50 |
|
| R2 |
13,300.75 |
13,300.75 |
12,977.75 |
|
| R1 |
13,100.25 |
13,100.25 |
12,938.75 |
13,200.50 |
| PP |
12,877.25 |
12,877.25 |
12,877.25 |
12,927.25 |
| S1 |
12,676.75 |
12,676.75 |
12,861.25 |
12,777.00 |
| S2 |
12,453.75 |
12,453.75 |
12,822.25 |
|
| S3 |
12,030.25 |
12,253.25 |
12,783.50 |
|
| S4 |
11,606.75 |
11,829.75 |
12,667.00 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,943.50 |
15,384.00 |
13,429.25 |
|
| R3 |
14,981.25 |
14,421.75 |
13,164.50 |
|
| R2 |
14,019.00 |
14,019.00 |
13,076.50 |
|
| R1 |
13,459.50 |
13,459.50 |
12,988.25 |
13,258.00 |
| PP |
13,056.75 |
13,056.75 |
13,056.75 |
12,956.00 |
| S1 |
12,497.25 |
12,497.25 |
12,811.75 |
12,296.00 |
| S2 |
12,094.50 |
12,094.50 |
12,723.50 |
|
| S3 |
11,132.25 |
11,535.00 |
12,635.50 |
|
| S4 |
10,170.00 |
10,572.75 |
12,370.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,616.25 |
12,654.00 |
962.25 |
7.5% |
474.00 |
3.7% |
26% |
False |
True |
2,868 |
| 10 |
13,888.25 |
12,654.00 |
1,234.25 |
9.6% |
340.25 |
2.6% |
20% |
False |
True |
1,801 |
| 20 |
13,888.25 |
12,654.00 |
1,234.25 |
9.6% |
283.50 |
2.2% |
20% |
False |
True |
1,318 |
| 40 |
13,888.25 |
12,481.00 |
1,407.25 |
10.9% |
271.00 |
2.1% |
30% |
False |
False |
1,007 |
| 60 |
13,888.25 |
12,211.75 |
1,676.50 |
13.0% |
232.75 |
1.8% |
41% |
False |
False |
731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,877.50 |
|
2.618 |
14,186.25 |
|
1.618 |
13,762.75 |
|
1.000 |
13,501.00 |
|
0.618 |
13,339.25 |
|
HIGH |
13,077.50 |
|
0.618 |
12,915.75 |
|
0.500 |
12,865.75 |
|
0.382 |
12,815.75 |
|
LOW |
12,654.00 |
|
0.618 |
12,392.25 |
|
1.000 |
12,230.50 |
|
1.618 |
11,968.75 |
|
2.618 |
11,545.25 |
|
4.250 |
10,854.00 |
|
|
| Fisher Pivots for day following 26-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,888.50 |
12,998.00 |
| PP |
12,877.25 |
12,965.25 |
| S1 |
12,865.75 |
12,932.50 |
|