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 |
4,266.75 |
4,299.50 |
32.75 |
0.8% |
4,324.25 |
High |
4,384.25 |
4,385.50 |
1.25 |
0.0% |
4,391.25 |
Low |
4,227.50 |
4,251.50 |
24.00 |
0.6% |
4,101.75 |
Close |
4,380.00 |
4,368.00 |
-12.00 |
-0.3% |
4,380.00 |
Range |
156.75 |
134.00 |
-22.75 |
-14.5% |
289.50 |
ATR |
108.94 |
110.73 |
1.79 |
1.6% |
0.00 |
Volume |
1,950,397 |
2,189,820 |
239,423 |
12.3% |
9,399,113 |
|
Daily Pivots for day following 28-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,737.00 |
4,686.50 |
4,441.75 |
|
R3 |
4,603.00 |
4,552.50 |
4,404.75 |
|
R2 |
4,469.00 |
4,469.00 |
4,392.50 |
|
R1 |
4,418.50 |
4,418.50 |
4,380.25 |
4,443.75 |
PP |
4,335.00 |
4,335.00 |
4,335.00 |
4,347.50 |
S1 |
4,284.50 |
4,284.50 |
4,355.75 |
4,309.75 |
S2 |
4,201.00 |
4,201.00 |
4,343.50 |
|
S3 |
4,067.00 |
4,150.50 |
4,331.25 |
|
S4 |
3,933.00 |
4,016.50 |
4,294.25 |
|
|
Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,159.50 |
5,059.25 |
4,539.25 |
|
R3 |
4,870.00 |
4,769.75 |
4,459.50 |
|
R2 |
4,580.50 |
4,580.50 |
4,433.00 |
|
R1 |
4,480.25 |
4,480.25 |
4,406.50 |
4,530.50 |
PP |
4,291.00 |
4,291.00 |
4,291.00 |
4,316.00 |
S1 |
4,190.75 |
4,190.75 |
4,353.50 |
4,241.00 |
S2 |
4,001.50 |
4,001.50 |
4,327.00 |
|
S3 |
3,712.00 |
3,901.25 |
4,300.50 |
|
S4 |
3,422.50 |
3,611.75 |
4,220.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,391.25 |
4,101.75 |
289.50 |
6.6% |
150.75 |
3.4% |
92% |
False |
False |
2,317,786 |
10 |
4,484.50 |
4,101.75 |
382.75 |
8.8% |
117.25 |
2.7% |
70% |
False |
False |
2,009,202 |
20 |
4,586.00 |
4,101.75 |
484.25 |
11.1% |
101.00 |
2.3% |
55% |
False |
False |
1,907,971 |
40 |
4,808.25 |
4,101.75 |
706.50 |
16.2% |
100.00 |
2.3% |
38% |
False |
False |
1,979,205 |
60 |
4,808.25 |
4,101.75 |
706.50 |
16.2% |
90.25 |
2.1% |
38% |
False |
False |
1,706,540 |
80 |
4,808.25 |
4,101.75 |
706.50 |
16.2% |
81.50 |
1.9% |
38% |
False |
False |
1,282,205 |
100 |
4,808.25 |
4,101.75 |
706.50 |
16.2% |
74.00 |
1.7% |
38% |
False |
False |
1,026,485 |
120 |
4,808.25 |
4,101.75 |
706.50 |
16.2% |
73.00 |
1.7% |
38% |
False |
False |
855,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,955.00 |
2.618 |
4,736.25 |
1.618 |
4,602.25 |
1.000 |
4,519.50 |
0.618 |
4,468.25 |
HIGH |
4,385.50 |
0.618 |
4,334.25 |
0.500 |
4,318.50 |
0.382 |
4,302.75 |
LOW |
4,251.50 |
0.618 |
4,168.75 |
1.000 |
4,117.50 |
1.618 |
4,034.75 |
2.618 |
3,900.75 |
4.250 |
3,682.00 |
|
|
Fisher Pivots for day following 28-Feb-2022 |
Pivot |
1 day |
3 day |
R1 |
4,351.50 |
4,326.50 |
PP |
4,335.00 |
4,285.00 |
S1 |
4,318.50 |
4,243.50 |
|