| Trading Metrics calculated at close of trading on 28-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2022 |
28-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1,984.2 |
2,012.4 |
28.2 |
1.4% |
1,997.6 |
| High |
2,040.6 |
2,059.2 |
18.6 |
0.9% |
2,040.6 |
| Low |
1,966.0 |
1,971.7 |
5.7 |
0.3% |
1,883.1 |
| Close |
2,039.0 |
2,044.5 |
5.5 |
0.3% |
2,039.0 |
| Range |
74.6 |
87.5 |
12.9 |
17.3% |
157.5 |
| ATR |
63.7 |
65.4 |
1.7 |
2.7% |
0.0 |
| Volume |
236,900 |
340,324 |
103,424 |
43.7% |
1,109,703 |
|
| Daily Pivots for day following 28-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,287.6 |
2,253.6 |
2,092.6 |
|
| R3 |
2,200.1 |
2,166.1 |
2,068.6 |
|
| R2 |
2,112.6 |
2,112.6 |
2,060.5 |
|
| R1 |
2,078.6 |
2,078.6 |
2,052.5 |
2,095.6 |
| PP |
2,025.1 |
2,025.1 |
2,025.1 |
2,033.7 |
| S1 |
1,991.1 |
1,991.1 |
2,036.5 |
2,008.1 |
| S2 |
1,937.6 |
1,937.6 |
2,028.5 |
|
| S3 |
1,850.1 |
1,903.6 |
2,020.4 |
|
| S4 |
1,762.6 |
1,816.1 |
1,996.4 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,460.1 |
2,407.0 |
2,125.6 |
|
| R3 |
2,302.6 |
2,249.5 |
2,082.3 |
|
| R2 |
2,145.1 |
2,145.1 |
2,067.9 |
|
| R1 |
2,092.0 |
2,092.0 |
2,053.4 |
2,118.6 |
| PP |
1,987.6 |
1,987.6 |
1,987.6 |
2,000.8 |
| S1 |
1,934.5 |
1,934.5 |
2,024.6 |
1,961.1 |
| S2 |
1,830.1 |
1,830.1 |
2,010.1 |
|
| S3 |
1,672.6 |
1,777.0 |
1,995.7 |
|
| S4 |
1,515.1 |
1,619.5 |
1,952.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,059.2 |
1,883.1 |
176.1 |
8.6% |
82.7 |
4.0% |
92% |
True |
False |
290,005 |
| 10 |
2,086.2 |
1,883.1 |
203.1 |
9.9% |
66.7 |
3.3% |
79% |
False |
False |
242,372 |
| 20 |
2,103.9 |
1,883.1 |
220.8 |
10.8% |
61.1 |
3.0% |
73% |
False |
False |
240,626 |
| 40 |
2,288.6 |
1,883.1 |
405.5 |
19.8% |
62.6 |
3.1% |
40% |
False |
False |
264,810 |
| 60 |
2,288.6 |
1,883.1 |
405.5 |
19.8% |
60.0 |
2.9% |
40% |
False |
False |
232,762 |
| 80 |
2,458.2 |
1,883.1 |
575.1 |
28.1% |
58.0 |
2.8% |
28% |
False |
False |
174,750 |
| 100 |
2,458.2 |
1,883.1 |
575.1 |
28.1% |
53.5 |
2.6% |
28% |
False |
False |
139,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,431.1 |
|
2.618 |
2,288.3 |
|
1.618 |
2,200.8 |
|
1.000 |
2,146.7 |
|
0.618 |
2,113.3 |
|
HIGH |
2,059.2 |
|
0.618 |
2,025.8 |
|
0.500 |
2,015.5 |
|
0.382 |
2,005.1 |
|
LOW |
1,971.7 |
|
0.618 |
1,917.6 |
|
1.000 |
1,884.2 |
|
1.618 |
1,830.1 |
|
2.618 |
1,742.6 |
|
4.250 |
1,599.8 |
|
|
| Fisher Pivots for day following 28-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
2,034.8 |
2,020.1 |
| PP |
2,025.1 |
1,995.6 |
| S1 |
2,015.5 |
1,971.2 |
|