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 |
4,310.75 |
4,215.50 |
-95.25 |
-2.2% |
4,411.75 |
High |
4,345.50 |
4,290.00 |
-55.50 |
-1.3% |
4,484.50 |
Low |
4,212.50 |
4,101.75 |
-110.75 |
-2.6% |
4,321.00 |
Close |
4,222.00 |
4,284.00 |
62.00 |
1.5% |
4,343.50 |
Range |
133.00 |
188.25 |
55.25 |
41.5% |
163.50 |
ATR |
98.88 |
105.26 |
6.38 |
6.5% |
0.00 |
Volume |
1,914,227 |
2,945,330 |
1,031,103 |
53.9% |
8,503,090 |
|
Daily Pivots for day following 24-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,790.00 |
4,725.25 |
4,387.50 |
|
R3 |
4,601.75 |
4,537.00 |
4,335.75 |
|
R2 |
4,413.50 |
4,413.50 |
4,318.50 |
|
R1 |
4,348.75 |
4,348.75 |
4,301.25 |
4,381.00 |
PP |
4,225.25 |
4,225.25 |
4,225.25 |
4,241.50 |
S1 |
4,160.50 |
4,160.50 |
4,266.75 |
4,193.00 |
S2 |
4,037.00 |
4,037.00 |
4,249.50 |
|
S3 |
3,848.75 |
3,972.25 |
4,232.25 |
|
S4 |
3,660.50 |
3,784.00 |
4,180.50 |
|
|
Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,873.50 |
4,772.00 |
4,433.50 |
|
R3 |
4,710.00 |
4,608.50 |
4,388.50 |
|
R2 |
4,546.50 |
4,546.50 |
4,373.50 |
|
R1 |
4,445.00 |
4,445.00 |
4,358.50 |
4,414.00 |
PP |
4,383.00 |
4,383.00 |
4,383.00 |
4,367.50 |
S1 |
4,281.50 |
4,281.50 |
4,328.50 |
4,250.50 |
S2 |
4,219.50 |
4,219.50 |
4,313.50 |
|
S3 |
4,056.00 |
4,118.00 |
4,298.50 |
|
S4 |
3,892.50 |
3,954.50 |
4,253.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,474.75 |
4,101.75 |
373.00 |
8.7% |
132.00 |
3.1% |
49% |
False |
True |
2,180,607 |
10 |
4,583.75 |
4,101.75 |
482.00 |
11.3% |
111.75 |
2.6% |
38% |
False |
True |
2,083,385 |
20 |
4,586.00 |
4,101.75 |
484.25 |
11.3% |
102.25 |
2.4% |
38% |
False |
True |
1,928,296 |
40 |
4,808.25 |
4,101.75 |
706.50 |
16.5% |
94.25 |
2.2% |
26% |
False |
True |
1,916,449 |
60 |
4,808.25 |
4,101.75 |
706.50 |
16.5% |
89.75 |
2.1% |
26% |
False |
True |
1,638,571 |
80 |
4,808.25 |
4,101.75 |
706.50 |
16.5% |
78.75 |
1.8% |
26% |
False |
True |
1,230,615 |
100 |
4,808.25 |
4,101.75 |
706.50 |
16.5% |
73.00 |
1.7% |
26% |
False |
True |
985,115 |
120 |
4,808.25 |
4,101.75 |
706.50 |
16.5% |
71.00 |
1.7% |
26% |
False |
True |
821,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,090.00 |
2.618 |
4,782.75 |
1.618 |
4,594.50 |
1.000 |
4,478.25 |
0.618 |
4,406.25 |
HIGH |
4,290.00 |
0.618 |
4,218.00 |
0.500 |
4,196.00 |
0.382 |
4,173.75 |
LOW |
4,101.75 |
0.618 |
3,985.50 |
1.000 |
3,913.50 |
1.618 |
3,797.25 |
2.618 |
3,609.00 |
4.250 |
3,301.75 |
|
|
Fisher Pivots for day following 24-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
4,254.50 |
4,271.50 |
PP |
4,225.25 |
4,259.00 |
S1 |
4,196.00 |
4,246.50 |
|