Trading Metrics calculated at close of trading on 24-Feb-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2022 |
24-Feb-2022 |
Change |
Change % |
Previous Week |
Open |
3,992.0 |
3,934.0 |
-58.0 |
-1.5% |
4,092.5 |
High |
4,049.5 |
3,934.5 |
-115.0 |
-2.8% |
4,175.5 |
Low |
3,930.0 |
3,749.5 |
-180.5 |
-4.6% |
3,996.0 |
Close |
3,964.5 |
3,823.5 |
-141.0 |
-3.6% |
4,067.5 |
Range |
119.5 |
185.0 |
65.5 |
54.8% |
179.5 |
ATR |
101.0 |
109.2 |
8.1 |
8.1% |
0.0 |
Volume |
1,055,760 |
2,331,769 |
1,276,009 |
120.9% |
4,432,650 |
|
Daily Pivots for day following 24-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,390.8 |
4,292.2 |
3,925.3 |
|
R3 |
4,205.8 |
4,107.2 |
3,874.4 |
|
R2 |
4,020.8 |
4,020.8 |
3,857.4 |
|
R1 |
3,922.2 |
3,922.2 |
3,840.5 |
3,879.0 |
PP |
3,835.8 |
3,835.8 |
3,835.8 |
3,814.3 |
S1 |
3,737.2 |
3,737.2 |
3,806.5 |
3,694.0 |
S2 |
3,650.8 |
3,650.8 |
3,789.6 |
|
S3 |
3,465.8 |
3,552.2 |
3,772.6 |
|
S4 |
3,280.8 |
3,367.2 |
3,721.8 |
|
|
Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,618.2 |
4,522.3 |
4,166.2 |
|
R3 |
4,438.7 |
4,342.8 |
4,116.9 |
|
R2 |
4,259.2 |
4,259.2 |
4,100.4 |
|
R1 |
4,163.3 |
4,163.3 |
4,084.0 |
4,121.5 |
PP |
4,079.7 |
4,079.7 |
4,079.7 |
4,058.8 |
S1 |
3,983.8 |
3,983.8 |
4,051.0 |
3,942.0 |
S2 |
3,900.2 |
3,900.2 |
4,034.6 |
|
S3 |
3,720.7 |
3,804.3 |
4,018.1 |
|
S4 |
3,541.2 |
3,624.8 |
3,968.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,153.5 |
3,749.5 |
404.0 |
10.6% |
121.3 |
3.2% |
18% |
False |
True |
1,246,889 |
10 |
4,230.5 |
3,749.5 |
481.0 |
12.6% |
109.1 |
2.9% |
15% |
False |
True |
1,062,974 |
20 |
4,250.0 |
3,749.5 |
500.5 |
13.1% |
98.2 |
2.6% |
15% |
False |
True |
942,848 |
40 |
4,381.5 |
3,749.5 |
632.0 |
16.5% |
84.3 |
2.2% |
12% |
False |
True |
808,835 |
60 |
4,381.5 |
3,749.5 |
632.0 |
16.5% |
82.1 |
2.1% |
12% |
False |
True |
691,409 |
80 |
4,392.5 |
3,749.5 |
643.0 |
16.8% |
71.2 |
1.9% |
12% |
False |
True |
520,705 |
100 |
4,392.5 |
3,749.5 |
643.0 |
16.8% |
64.3 |
1.7% |
12% |
False |
True |
417,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,720.8 |
2.618 |
4,418.8 |
1.618 |
4,233.8 |
1.000 |
4,119.5 |
0.618 |
4,048.8 |
HIGH |
3,934.5 |
0.618 |
3,863.8 |
0.500 |
3,842.0 |
0.382 |
3,820.2 |
LOW |
3,749.5 |
0.618 |
3,635.2 |
1.000 |
3,564.5 |
1.618 |
3,450.2 |
2.618 |
3,265.2 |
4.250 |
2,963.3 |
|
|
Fisher Pivots for day following 24-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
3,842.0 |
3,899.5 |
PP |
3,835.8 |
3,874.2 |
S1 |
3,829.7 |
3,848.8 |
|