| Trading Metrics calculated at close of trading on 17-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2022 |
17-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
1,855.5 |
1,872.0 |
16.5 |
0.9% |
1,808.0 |
| High |
1,874.6 |
1,904.0 |
29.4 |
1.6% |
1,867.4 |
| Low |
1,851.8 |
1,869.7 |
17.9 |
1.0% |
1,807.5 |
| Close |
1,871.5 |
1,902.0 |
30.5 |
1.6% |
1,842.1 |
| Range |
22.8 |
34.3 |
11.5 |
50.4% |
59.9 |
| ATR |
23.5 |
24.3 |
0.8 |
3.3% |
0.0 |
| Volume |
141,486 |
268,547 |
127,061 |
89.8% |
885,489 |
|
| Daily Pivots for day following 17-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,994.8 |
1,982.7 |
1,920.9 |
|
| R3 |
1,960.5 |
1,948.4 |
1,911.4 |
|
| R2 |
1,926.2 |
1,926.2 |
1,908.3 |
|
| R1 |
1,914.1 |
1,914.1 |
1,905.1 |
1,920.2 |
| PP |
1,891.9 |
1,891.9 |
1,891.9 |
1,894.9 |
| S1 |
1,879.8 |
1,879.8 |
1,898.9 |
1,885.9 |
| S2 |
1,857.6 |
1,857.6 |
1,895.7 |
|
| S3 |
1,823.3 |
1,845.5 |
1,892.6 |
|
| S4 |
1,789.0 |
1,811.2 |
1,883.1 |
|
|
| Weekly Pivots for week ending 11-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,018.7 |
1,990.3 |
1,875.0 |
|
| R3 |
1,958.8 |
1,930.4 |
1,858.6 |
|
| R2 |
1,898.9 |
1,898.9 |
1,853.1 |
|
| R1 |
1,870.5 |
1,870.5 |
1,847.6 |
1,884.7 |
| PP |
1,839.0 |
1,839.0 |
1,839.0 |
1,846.1 |
| S1 |
1,810.6 |
1,810.6 |
1,836.6 |
1,824.8 |
| S2 |
1,779.1 |
1,779.1 |
1,831.1 |
|
| S3 |
1,719.2 |
1,750.7 |
1,825.6 |
|
| S4 |
1,659.3 |
1,690.8 |
1,809.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,904.0 |
1,821.1 |
82.9 |
4.4% |
32.8 |
1.7% |
98% |
True |
False |
219,004 |
| 10 |
1,904.0 |
1,792.1 |
111.9 |
5.9% |
25.2 |
1.3% |
98% |
True |
False |
191,912 |
| 20 |
1,904.0 |
1,780.6 |
123.4 |
6.5% |
22.8 |
1.2% |
98% |
True |
False |
165,629 |
| 40 |
1,904.0 |
1,780.6 |
123.4 |
6.5% |
20.8 |
1.1% |
98% |
True |
False |
99,559 |
| 60 |
1,904.0 |
1,755.4 |
148.6 |
7.8% |
20.8 |
1.1% |
99% |
True |
False |
68,045 |
| 80 |
1,904.0 |
1,755.4 |
148.6 |
7.8% |
21.4 |
1.1% |
99% |
True |
False |
52,051 |
| 100 |
1,904.0 |
1,725.0 |
179.0 |
9.4% |
21.3 |
1.1% |
99% |
True |
False |
41,982 |
| 120 |
1,904.0 |
1,725.0 |
179.0 |
9.4% |
21.3 |
1.1% |
99% |
True |
False |
35,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,049.8 |
|
2.618 |
1,993.8 |
|
1.618 |
1,959.5 |
|
1.000 |
1,938.3 |
|
0.618 |
1,925.2 |
|
HIGH |
1,904.0 |
|
0.618 |
1,890.9 |
|
0.500 |
1,886.9 |
|
0.382 |
1,882.8 |
|
LOW |
1,869.7 |
|
0.618 |
1,848.5 |
|
1.000 |
1,835.4 |
|
1.618 |
1,814.2 |
|
2.618 |
1,779.9 |
|
4.250 |
1,723.9 |
|
|
| Fisher Pivots for day following 17-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,897.0 |
1,892.9 |
| PP |
1,891.9 |
1,883.8 |
| S1 |
1,886.9 |
1,874.7 |
|