| Trading Metrics calculated at close of trading on 14-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2022 |
14-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
4,140.0 |
4,092.5 |
-47.5 |
-1.1% |
4,089.0 |
| High |
4,173.0 |
4,093.5 |
-79.5 |
-1.9% |
4,230.5 |
| Low |
4,057.0 |
3,996.0 |
-61.0 |
-1.5% |
4,057.0 |
| Close |
4,145.0 |
4,052.0 |
-93.0 |
-2.2% |
4,145.0 |
| Range |
116.0 |
97.5 |
-18.5 |
-15.9% |
173.5 |
| ATR |
90.5 |
94.7 |
4.2 |
4.6% |
0.0 |
| Volume |
801,781 |
1,303,074 |
501,293 |
62.5% |
3,588,661 |
|
| Daily Pivots for day following 14-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,339.7 |
4,293.3 |
4,105.6 |
|
| R3 |
4,242.2 |
4,195.8 |
4,078.8 |
|
| R2 |
4,144.7 |
4,144.7 |
4,069.9 |
|
| R1 |
4,098.3 |
4,098.3 |
4,060.9 |
4,072.8 |
| PP |
4,047.2 |
4,047.2 |
4,047.2 |
4,034.4 |
| S1 |
4,000.8 |
4,000.8 |
4,043.1 |
3,975.3 |
| S2 |
3,949.7 |
3,949.7 |
4,034.1 |
|
| S3 |
3,852.2 |
3,903.3 |
4,025.2 |
|
| S4 |
3,754.7 |
3,805.8 |
3,998.4 |
|
|
| Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,664.7 |
4,578.3 |
4,240.4 |
|
| R3 |
4,491.2 |
4,404.8 |
4,192.7 |
|
| R2 |
4,317.7 |
4,317.7 |
4,176.8 |
|
| R1 |
4,231.3 |
4,231.3 |
4,160.9 |
4,274.5 |
| PP |
4,144.2 |
4,144.2 |
4,144.2 |
4,165.8 |
| S1 |
4,057.8 |
4,057.8 |
4,129.1 |
4,101.0 |
| S2 |
3,970.7 |
3,970.7 |
4,113.2 |
|
| S3 |
3,797.2 |
3,884.3 |
4,097.3 |
|
| S4 |
3,623.7 |
3,710.8 |
4,049.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,230.5 |
3,996.0 |
234.5 |
5.8% |
86.8 |
2.1% |
24% |
False |
True |
854,586 |
| 10 |
4,250.0 |
3,996.0 |
254.0 |
6.3% |
81.7 |
2.0% |
22% |
False |
True |
800,053 |
| 20 |
4,298.5 |
3,990.5 |
308.0 |
7.6% |
95.1 |
2.3% |
20% |
False |
False |
896,474 |
| 40 |
4,381.5 |
3,990.5 |
391.0 |
9.6% |
76.2 |
1.9% |
16% |
False |
False |
699,623 |
| 60 |
4,381.5 |
3,980.0 |
401.5 |
9.9% |
77.1 |
1.9% |
18% |
False |
False |
563,404 |
| 80 |
4,392.5 |
3,980.0 |
412.5 |
10.2% |
64.2 |
1.6% |
17% |
False |
False |
423,557 |
| 100 |
4,392.5 |
3,935.0 |
457.5 |
11.3% |
60.3 |
1.5% |
26% |
False |
False |
339,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,507.9 |
|
2.618 |
4,348.8 |
|
1.618 |
4,251.3 |
|
1.000 |
4,191.0 |
|
0.618 |
4,153.8 |
|
HIGH |
4,093.5 |
|
0.618 |
4,056.3 |
|
0.500 |
4,044.8 |
|
0.382 |
4,033.2 |
|
LOW |
3,996.0 |
|
0.618 |
3,935.7 |
|
1.000 |
3,898.5 |
|
1.618 |
3,838.2 |
|
2.618 |
3,740.7 |
|
4.250 |
3,581.6 |
|
|
| Fisher Pivots for day following 14-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,049.6 |
4,113.3 |
| PP |
4,047.2 |
4,092.8 |
| S1 |
4,044.8 |
4,072.4 |
|