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 |
4,411.75 |
4,393.50 |
-18.25 |
-0.4% |
4,497.00 |
High |
4,428.00 |
4,468.00 |
40.00 |
0.9% |
4,585.00 |
Low |
4,354.00 |
4,381.75 |
27.75 |
0.6% |
4,393.25 |
Close |
4,394.00 |
4,464.50 |
70.50 |
1.6% |
4,409.50 |
Range |
74.00 |
86.25 |
12.25 |
16.6% |
191.75 |
ATR |
94.77 |
94.16 |
-0.61 |
-0.6% |
0.00 |
Volume |
2,098,618 |
1,523,305 |
-575,313 |
-27.4% |
9,220,277 |
|
Daily Pivots for day following 15-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,696.75 |
4,667.00 |
4,512.00 |
|
R3 |
4,610.50 |
4,580.75 |
4,488.25 |
|
R2 |
4,524.25 |
4,524.25 |
4,480.25 |
|
R1 |
4,494.50 |
4,494.50 |
4,472.50 |
4,509.50 |
PP |
4,438.00 |
4,438.00 |
4,438.00 |
4,445.50 |
S1 |
4,408.25 |
4,408.25 |
4,456.50 |
4,423.00 |
S2 |
4,351.75 |
4,351.75 |
4,448.75 |
|
S3 |
4,265.50 |
4,322.00 |
4,440.75 |
|
S4 |
4,179.25 |
4,235.75 |
4,417.00 |
|
|
Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,037.75 |
4,915.50 |
4,515.00 |
|
R3 |
4,846.00 |
4,723.75 |
4,462.25 |
|
R2 |
4,654.25 |
4,654.25 |
4,444.75 |
|
R1 |
4,532.00 |
4,532.00 |
4,427.00 |
4,497.25 |
PP |
4,462.50 |
4,462.50 |
4,462.50 |
4,445.25 |
S1 |
4,340.25 |
4,340.25 |
4,392.00 |
4,305.50 |
S2 |
4,270.75 |
4,270.75 |
4,374.25 |
|
S3 |
4,079.00 |
4,148.50 |
4,356.75 |
|
S4 |
3,887.25 |
3,956.75 |
4,304.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,585.00 |
4,354.00 |
231.00 |
5.2% |
92.50 |
2.1% |
48% |
False |
False |
1,977,458 |
10 |
4,586.00 |
4,354.00 |
232.00 |
5.2% |
81.25 |
1.8% |
48% |
False |
False |
1,822,501 |
20 |
4,603.00 |
4,212.75 |
390.25 |
8.7% |
108.50 |
2.4% |
65% |
False |
False |
2,102,174 |
40 |
4,808.25 |
4,212.75 |
595.50 |
13.3% |
86.00 |
1.9% |
42% |
False |
False |
1,796,388 |
60 |
4,808.25 |
4,212.75 |
595.50 |
13.3% |
84.75 |
1.9% |
42% |
False |
False |
1,434,227 |
80 |
4,808.25 |
4,212.75 |
595.50 |
13.3% |
72.50 |
1.6% |
42% |
False |
False |
1,076,912 |
100 |
4,808.25 |
4,212.75 |
595.50 |
13.3% |
70.00 |
1.6% |
42% |
False |
False |
861,961 |
120 |
4,808.25 |
4,212.75 |
595.50 |
13.3% |
66.50 |
1.5% |
42% |
False |
False |
718,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,834.50 |
2.618 |
4,693.75 |
1.618 |
4,607.50 |
1.000 |
4,554.25 |
0.618 |
4,521.25 |
HIGH |
4,468.00 |
0.618 |
4,435.00 |
0.500 |
4,425.00 |
0.382 |
4,414.75 |
LOW |
4,381.75 |
0.618 |
4,328.50 |
1.000 |
4,295.50 |
1.618 |
4,242.25 |
2.618 |
4,156.00 |
4.250 |
4,015.25 |
|
|
Fisher Pivots for day following 15-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
4,451.25 |
4,455.50 |
PP |
4,438.00 |
4,446.25 |
S1 |
4,425.00 |
4,437.25 |
|