| Trading Metrics calculated at close of trading on 15-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2022 |
15-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
4,092.5 |
4,051.0 |
-41.5 |
-1.0% |
4,089.0 |
| High |
4,093.5 |
4,145.0 |
51.5 |
1.3% |
4,230.5 |
| Low |
3,996.0 |
4,029.5 |
33.5 |
0.8% |
4,057.0 |
| Close |
4,052.0 |
4,125.0 |
73.0 |
1.8% |
4,145.0 |
| Range |
97.5 |
115.5 |
18.0 |
18.5% |
173.5 |
| ATR |
94.7 |
96.2 |
1.5 |
1.6% |
0.0 |
| Volume |
1,303,074 |
926,688 |
-376,386 |
-28.9% |
3,588,661 |
|
| Daily Pivots for day following 15-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,446.3 |
4,401.2 |
4,188.5 |
|
| R3 |
4,330.8 |
4,285.7 |
4,156.8 |
|
| R2 |
4,215.3 |
4,215.3 |
4,146.2 |
|
| R1 |
4,170.2 |
4,170.2 |
4,135.6 |
4,192.8 |
| PP |
4,099.8 |
4,099.8 |
4,099.8 |
4,111.1 |
| S1 |
4,054.7 |
4,054.7 |
4,114.4 |
4,077.3 |
| S2 |
3,984.3 |
3,984.3 |
4,103.8 |
|
| S3 |
3,868.8 |
3,939.2 |
4,093.2 |
|
| S4 |
3,753.3 |
3,823.7 |
4,061.5 |
|
|
| 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 |
5.7% |
99.0 |
2.4% |
55% |
False |
False |
917,057 |
| 10 |
4,250.0 |
3,996.0 |
254.0 |
6.2% |
87.6 |
2.1% |
51% |
False |
False |
821,172 |
| 20 |
4,293.0 |
3,990.5 |
302.5 |
7.3% |
97.0 |
2.4% |
44% |
False |
False |
904,817 |
| 40 |
4,381.5 |
3,990.5 |
391.0 |
9.5% |
77.4 |
1.9% |
34% |
False |
False |
700,077 |
| 60 |
4,381.5 |
3,980.0 |
401.5 |
9.7% |
78.0 |
1.9% |
36% |
False |
False |
578,467 |
| 80 |
4,392.5 |
3,980.0 |
412.5 |
10.0% |
65.2 |
1.6% |
35% |
False |
False |
435,139 |
| 100 |
4,392.5 |
3,935.0 |
457.5 |
11.1% |
61.2 |
1.5% |
42% |
False |
False |
348,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,635.9 |
|
2.618 |
4,447.4 |
|
1.618 |
4,331.9 |
|
1.000 |
4,260.5 |
|
0.618 |
4,216.4 |
|
HIGH |
4,145.0 |
|
0.618 |
4,100.9 |
|
0.500 |
4,087.3 |
|
0.382 |
4,073.6 |
|
LOW |
4,029.5 |
|
0.618 |
3,958.1 |
|
1.000 |
3,914.0 |
|
1.618 |
3,842.6 |
|
2.618 |
3,727.1 |
|
4.250 |
3,538.6 |
|
|
| Fisher Pivots for day following 15-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,112.4 |
4,111.5 |
| PP |
4,099.8 |
4,098.0 |
| S1 |
4,087.3 |
4,084.5 |
|