| 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 |
2,028.3 |
2,017.4 |
-10.9 |
-0.5% |
1,996.6 |
| High |
2,048.2 |
2,076.6 |
28.4 |
1.4% |
2,103.9 |
| Low |
2,000.5 |
2,011.2 |
10.7 |
0.5% |
1,980.0 |
| Close |
2,019.4 |
2,074.0 |
54.6 |
2.7% |
2,025.7 |
| Range |
47.7 |
65.4 |
17.7 |
37.1% |
123.9 |
| ATR |
59.5 |
60.0 |
0.4 |
0.7% |
0.0 |
| Volume |
242,885 |
182,977 |
-59,908 |
-24.7% |
1,120,504 |
|
| Daily Pivots for day following 15-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,250.1 |
2,227.5 |
2,110.0 |
|
| R3 |
2,184.7 |
2,162.1 |
2,092.0 |
|
| R2 |
2,119.3 |
2,119.3 |
2,086.0 |
|
| R1 |
2,096.7 |
2,096.7 |
2,080.0 |
2,108.0 |
| PP |
2,053.9 |
2,053.9 |
2,053.9 |
2,059.6 |
| S1 |
2,031.3 |
2,031.3 |
2,068.0 |
2,042.6 |
| S2 |
1,988.5 |
1,988.5 |
2,062.0 |
|
| S3 |
1,923.1 |
1,965.9 |
2,056.0 |
|
| S4 |
1,857.7 |
1,900.5 |
2,038.0 |
|
|
| Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,408.2 |
2,340.9 |
2,093.8 |
|
| R3 |
2,284.3 |
2,217.0 |
2,059.8 |
|
| R2 |
2,160.4 |
2,160.4 |
2,048.4 |
|
| R1 |
2,093.1 |
2,093.1 |
2,037.1 |
2,126.8 |
| PP |
2,036.5 |
2,036.5 |
2,036.5 |
2,053.4 |
| S1 |
1,969.2 |
1,969.2 |
2,014.3 |
2,002.9 |
| S2 |
1,912.6 |
1,912.6 |
2,003.0 |
|
| S3 |
1,788.7 |
1,845.3 |
1,991.6 |
|
| S4 |
1,664.8 |
1,721.4 |
1,957.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,103.9 |
2,000.5 |
103.4 |
5.0% |
57.1 |
2.8% |
71% |
False |
False |
238,594 |
| 10 |
2,103.9 |
1,956.8 |
147.1 |
7.1% |
52.4 |
2.5% |
80% |
False |
False |
228,634 |
| 20 |
2,108.4 |
1,892.4 |
216.0 |
10.4% |
66.7 |
3.2% |
84% |
False |
False |
290,586 |
| 40 |
2,288.6 |
1,892.4 |
396.2 |
19.1% |
57.0 |
2.7% |
46% |
False |
False |
248,445 |
| 60 |
2,375.5 |
1,892.4 |
483.1 |
23.3% |
60.3 |
2.9% |
38% |
False |
False |
199,652 |
| 80 |
2,458.2 |
1,892.4 |
565.8 |
27.3% |
55.0 |
2.7% |
32% |
False |
False |
149,783 |
| 100 |
2,458.2 |
1,892.4 |
565.8 |
27.3% |
51.4 |
2.5% |
32% |
False |
False |
119,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,354.6 |
|
2.618 |
2,247.8 |
|
1.618 |
2,182.4 |
|
1.000 |
2,142.0 |
|
0.618 |
2,117.0 |
|
HIGH |
2,076.6 |
|
0.618 |
2,051.6 |
|
0.500 |
2,043.9 |
|
0.382 |
2,036.2 |
|
LOW |
2,011.2 |
|
0.618 |
1,970.8 |
|
1.000 |
1,945.8 |
|
1.618 |
1,905.4 |
|
2.618 |
1,840.0 |
|
4.250 |
1,733.3 |
|
|
| Fisher Pivots for day following 15-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,064.0 |
2,062.2 |
| PP |
2,053.9 |
2,050.4 |
| S1 |
2,043.9 |
2,038.6 |
|