| Trading Metrics calculated at close of trading on 17-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2022 |
17-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
4,132.0 |
4,136.0 |
4.0 |
0.1% |
4,089.0 |
| High |
4,175.5 |
4,153.5 |
-22.0 |
-0.5% |
4,230.5 |
| Low |
4,110.0 |
4,072.5 |
-37.5 |
-0.9% |
4,057.0 |
| Close |
4,133.5 |
4,103.5 |
-30.0 |
-0.7% |
4,145.0 |
| Range |
65.5 |
81.0 |
15.5 |
23.7% |
173.5 |
| ATR |
94.0 |
93.0 |
-0.9 |
-1.0% |
0.0 |
| Volume |
637,199 |
781,832 |
144,633 |
22.7% |
3,588,661 |
|
| Daily Pivots for day following 17-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,352.8 |
4,309.2 |
4,148.1 |
|
| R3 |
4,271.8 |
4,228.2 |
4,125.8 |
|
| R2 |
4,190.8 |
4,190.8 |
4,118.4 |
|
| R1 |
4,147.2 |
4,147.2 |
4,110.9 |
4,128.5 |
| PP |
4,109.8 |
4,109.8 |
4,109.8 |
4,100.5 |
| S1 |
4,066.2 |
4,066.2 |
4,096.1 |
4,047.5 |
| S2 |
4,028.8 |
4,028.8 |
4,088.7 |
|
| S3 |
3,947.8 |
3,985.2 |
4,081.2 |
|
| S4 |
3,866.8 |
3,904.2 |
4,059.0 |
|
|
| 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 |
4,175.5 |
3,996.0 |
179.5 |
4.4% |
95.1 |
2.3% |
60% |
False |
False |
890,114 |
| 10 |
4,230.5 |
3,996.0 |
234.5 |
5.7% |
87.2 |
2.1% |
46% |
False |
False |
826,879 |
| 20 |
4,250.0 |
3,990.5 |
259.5 |
6.3% |
97.2 |
2.4% |
44% |
False |
False |
904,035 |
| 40 |
4,381.5 |
3,990.5 |
391.0 |
9.5% |
76.9 |
1.9% |
29% |
False |
False |
705,741 |
| 60 |
4,381.5 |
3,980.0 |
401.5 |
9.8% |
78.8 |
1.9% |
31% |
False |
False |
601,489 |
| 80 |
4,392.5 |
3,980.0 |
412.5 |
10.1% |
66.4 |
1.6% |
30% |
False |
False |
452,770 |
| 100 |
4,392.5 |
3,935.0 |
457.5 |
11.1% |
61.3 |
1.5% |
37% |
False |
False |
362,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,497.8 |
|
2.618 |
4,365.6 |
|
1.618 |
4,284.6 |
|
1.000 |
4,234.5 |
|
0.618 |
4,203.6 |
|
HIGH |
4,153.5 |
|
0.618 |
4,122.6 |
|
0.500 |
4,113.0 |
|
0.382 |
4,103.4 |
|
LOW |
4,072.5 |
|
0.618 |
4,022.4 |
|
1.000 |
3,991.5 |
|
1.618 |
3,941.4 |
|
2.618 |
3,860.4 |
|
4.250 |
3,728.3 |
|
|
| Fisher Pivots for day following 17-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
4,113.0 |
4,103.2 |
| PP |
4,109.8 |
4,102.8 |
| S1 |
4,106.7 |
4,102.5 |
|