| 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 |
1,901.2 |
1,911.9 |
10.7 |
0.6% |
1,862.2 |
| High |
1,912.9 |
1,976.5 |
63.6 |
3.3% |
1,905.0 |
| Low |
1,891.1 |
1,878.6 |
-12.5 |
-0.7% |
1,845.4 |
| Close |
1,910.4 |
1,926.3 |
15.9 |
0.8% |
1,899.8 |
| Range |
21.8 |
97.9 |
76.1 |
349.1% |
59.6 |
| ATR |
23.9 |
29.2 |
5.3 |
22.1% |
0.0 |
| Volume |
154,843 |
423,048 |
268,205 |
173.2% |
1,017,674 |
|
| Daily Pivots for day following 24-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,220.8 |
2,171.5 |
1,980.1 |
|
| R3 |
2,122.9 |
2,073.6 |
1,953.2 |
|
| R2 |
2,025.0 |
2,025.0 |
1,944.2 |
|
| R1 |
1,975.7 |
1,975.7 |
1,935.3 |
2,000.4 |
| PP |
1,927.1 |
1,927.1 |
1,927.1 |
1,939.5 |
| S1 |
1,877.8 |
1,877.8 |
1,917.3 |
1,902.5 |
| S2 |
1,829.2 |
1,829.2 |
1,908.4 |
|
| S3 |
1,731.3 |
1,779.9 |
1,899.4 |
|
| S4 |
1,633.4 |
1,682.0 |
1,872.5 |
|
|
| Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,062.2 |
2,040.6 |
1,932.6 |
|
| R3 |
2,002.6 |
1,981.0 |
1,916.2 |
|
| R2 |
1,943.0 |
1,943.0 |
1,910.7 |
|
| R1 |
1,921.4 |
1,921.4 |
1,905.3 |
1,932.2 |
| PP |
1,883.4 |
1,883.4 |
1,883.4 |
1,888.8 |
| S1 |
1,861.8 |
1,861.8 |
1,894.3 |
1,872.6 |
| S2 |
1,823.8 |
1,823.8 |
1,888.9 |
|
| S3 |
1,764.2 |
1,802.2 |
1,883.4 |
|
| S4 |
1,704.6 |
1,742.6 |
1,867.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,976.5 |
1,869.7 |
106.8 |
5.5% |
39.9 |
2.1% |
53% |
True |
False |
268,554 |
| 10 |
1,976.5 |
1,821.1 |
155.4 |
8.1% |
35.1 |
1.8% |
68% |
True |
False |
239,670 |
| 20 |
1,976.5 |
1,780.6 |
195.9 |
10.2% |
26.8 |
1.4% |
74% |
True |
False |
199,096 |
| 40 |
1,976.5 |
1,780.6 |
195.9 |
10.2% |
23.5 |
1.2% |
74% |
True |
False |
126,183 |
| 60 |
1,976.5 |
1,755.4 |
221.1 |
11.5% |
21.9 |
1.1% |
77% |
True |
False |
85,606 |
| 80 |
1,976.5 |
1,755.4 |
221.1 |
11.5% |
22.4 |
1.2% |
77% |
True |
False |
65,418 |
| 100 |
1,976.5 |
1,749.5 |
227.0 |
11.8% |
22.0 |
1.1% |
78% |
True |
False |
52,661 |
| 120 |
1,976.5 |
1,725.0 |
251.5 |
13.1% |
22.2 |
1.2% |
80% |
True |
False |
44,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,392.6 |
|
2.618 |
2,232.8 |
|
1.618 |
2,134.9 |
|
1.000 |
2,074.4 |
|
0.618 |
2,037.0 |
|
HIGH |
1,976.5 |
|
0.618 |
1,939.1 |
|
0.500 |
1,927.6 |
|
0.382 |
1,916.0 |
|
LOW |
1,878.6 |
|
0.618 |
1,818.1 |
|
1.000 |
1,780.7 |
|
1.618 |
1,720.2 |
|
2.618 |
1,622.3 |
|
4.250 |
1,462.5 |
|
|
| Fisher Pivots for day following 24-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,927.6 |
1,927.6 |
| PP |
1,927.1 |
1,927.1 |
| S1 |
1,926.7 |
1,926.7 |
|