| 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 |
1,987.1 |
1,941.2 |
-45.9 |
-2.3% |
2,028.3 |
| High |
2,008.4 |
1,997.4 |
-11.0 |
-0.5% |
2,086.2 |
| Low |
1,937.2 |
1,883.1 |
-54.1 |
-2.8% |
2,000.4 |
| Close |
1,941.1 |
1,993.5 |
52.4 |
2.7% |
2,006.6 |
| Range |
71.2 |
114.3 |
43.1 |
60.5% |
85.8 |
| ATR |
58.9 |
62.9 |
4.0 |
6.7% |
0.0 |
| Volume |
226,506 |
349,511 |
123,005 |
54.3% |
973,697 |
|
| Daily Pivots for day following 24-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,300.9 |
2,261.5 |
2,056.4 |
|
| R3 |
2,186.6 |
2,147.2 |
2,024.9 |
|
| R2 |
2,072.3 |
2,072.3 |
2,014.5 |
|
| R1 |
2,032.9 |
2,032.9 |
2,004.0 |
2,052.6 |
| PP |
1,958.0 |
1,958.0 |
1,958.0 |
1,967.9 |
| S1 |
1,918.6 |
1,918.6 |
1,983.0 |
1,938.3 |
| S2 |
1,843.7 |
1,843.7 |
1,972.5 |
|
| S3 |
1,729.4 |
1,804.3 |
1,962.1 |
|
| S4 |
1,615.1 |
1,690.0 |
1,930.6 |
|
|
| Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,288.5 |
2,233.3 |
2,053.8 |
|
| R3 |
2,202.7 |
2,147.5 |
2,030.2 |
|
| R2 |
2,116.9 |
2,116.9 |
2,022.3 |
|
| R1 |
2,061.7 |
2,061.7 |
2,014.5 |
2,046.4 |
| PP |
2,031.1 |
2,031.1 |
2,031.1 |
2,023.4 |
| S1 |
1,975.9 |
1,975.9 |
1,998.7 |
1,960.6 |
| S2 |
1,945.3 |
1,945.3 |
1,990.9 |
|
| S3 |
1,859.5 |
1,890.1 |
1,983.0 |
|
| S4 |
1,773.7 |
1,804.3 |
1,959.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,079.6 |
1,883.1 |
196.5 |
9.9% |
71.8 |
3.6% |
56% |
False |
True |
252,403 |
| 10 |
2,103.9 |
1,883.1 |
220.8 |
11.1% |
63.9 |
3.2% |
50% |
False |
True |
243,093 |
| 20 |
2,103.9 |
1,883.1 |
220.8 |
11.1% |
61.3 |
3.1% |
50% |
False |
True |
246,121 |
| 40 |
2,288.6 |
1,883.1 |
405.5 |
20.3% |
59.9 |
3.0% |
27% |
False |
True |
256,736 |
| 60 |
2,288.6 |
1,883.1 |
405.5 |
20.3% |
60.7 |
3.0% |
27% |
False |
True |
223,192 |
| 80 |
2,458.2 |
1,883.1 |
575.1 |
28.8% |
57.1 |
2.9% |
19% |
False |
True |
167,536 |
| 100 |
2,458.2 |
1,883.1 |
575.1 |
28.8% |
52.3 |
2.6% |
19% |
False |
True |
134,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,483.2 |
|
2.618 |
2,296.6 |
|
1.618 |
2,182.3 |
|
1.000 |
2,111.7 |
|
0.618 |
2,068.0 |
|
HIGH |
1,997.4 |
|
0.618 |
1,953.7 |
|
0.500 |
1,940.3 |
|
0.382 |
1,926.8 |
|
LOW |
1,883.1 |
|
0.618 |
1,812.5 |
|
1.000 |
1,768.8 |
|
1.618 |
1,698.2 |
|
2.618 |
1,583.9 |
|
4.250 |
1,397.3 |
|
|
| Fisher Pivots for day following 24-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,975.8 |
1,980.5 |
| PP |
1,958.0 |
1,967.5 |
| S1 |
1,940.3 |
1,954.5 |
|