| 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 |
1,906.5 |
1,921.0 |
14.5 |
0.8% |
1,903.5 |
| High |
1,925.0 |
1,935.2 |
10.2 |
0.5% |
1,976.5 |
| Low |
1,884.4 |
1,892.2 |
7.8 |
0.4% |
1,878.6 |
| Close |
1,887.6 |
1,900.7 |
13.1 |
0.7% |
1,887.6 |
| Range |
40.6 |
43.0 |
2.4 |
5.9% |
97.9 |
| ATR |
30.1 |
31.4 |
1.2 |
4.1% |
0.0 |
| Volume |
229,780 |
249,273 |
19,493 |
8.5% |
1,142,260 |
|
| Daily Pivots for day following 28-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,038.4 |
2,012.5 |
1,924.4 |
|
| R3 |
1,995.4 |
1,969.5 |
1,912.5 |
|
| R2 |
1,952.4 |
1,952.4 |
1,908.6 |
|
| R1 |
1,926.5 |
1,926.5 |
1,904.6 |
1,918.0 |
| PP |
1,909.4 |
1,909.4 |
1,909.4 |
1,905.1 |
| S1 |
1,883.5 |
1,883.5 |
1,896.8 |
1,875.0 |
| S2 |
1,866.4 |
1,866.4 |
1,892.8 |
|
| S3 |
1,823.4 |
1,840.5 |
1,888.9 |
|
| S4 |
1,780.4 |
1,797.5 |
1,877.1 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,207.9 |
2,145.7 |
1,941.4 |
|
| R3 |
2,110.0 |
2,047.8 |
1,914.5 |
|
| R2 |
2,012.1 |
2,012.1 |
1,905.5 |
|
| R1 |
1,949.9 |
1,949.9 |
1,896.6 |
1,932.1 |
| PP |
1,914.2 |
1,914.2 |
1,914.2 |
1,905.3 |
| S1 |
1,852.0 |
1,852.0 |
1,878.6 |
1,834.2 |
| S2 |
1,816.3 |
1,816.3 |
1,869.7 |
|
| S3 |
1,718.4 |
1,754.1 |
1,860.7 |
|
| S4 |
1,620.5 |
1,656.2 |
1,833.8 |
|
|
| 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 |
1,878.6 |
97.9 |
5.2% |
46.4 |
2.4% |
23% |
False |
False |
278,306 |
| 10 |
1,976.5 |
1,845.4 |
131.1 |
6.9% |
36.7 |
1.9% |
42% |
False |
False |
240,920 |
| 20 |
1,976.5 |
1,785.8 |
190.7 |
10.0% |
28.4 |
1.5% |
60% |
False |
False |
201,872 |
| 40 |
1,976.5 |
1,780.6 |
195.9 |
10.3% |
24.6 |
1.3% |
61% |
False |
False |
137,915 |
| 60 |
1,976.5 |
1,755.4 |
221.1 |
11.6% |
22.3 |
1.2% |
66% |
False |
False |
93,466 |
| 80 |
1,976.5 |
1,755.4 |
221.1 |
11.6% |
23.1 |
1.2% |
66% |
False |
False |
71,350 |
| 100 |
1,976.5 |
1,749.5 |
227.0 |
11.9% |
22.4 |
1.2% |
67% |
False |
False |
57,430 |
| 120 |
1,976.5 |
1,725.0 |
251.5 |
13.2% |
22.5 |
1.2% |
70% |
False |
False |
48,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,118.0 |
|
2.618 |
2,047.8 |
|
1.618 |
2,004.8 |
|
1.000 |
1,978.2 |
|
0.618 |
1,961.8 |
|
HIGH |
1,935.2 |
|
0.618 |
1,918.8 |
|
0.500 |
1,913.7 |
|
0.382 |
1,908.6 |
|
LOW |
1,892.2 |
|
0.618 |
1,865.6 |
|
1.000 |
1,849.2 |
|
1.618 |
1,822.6 |
|
2.618 |
1,779.6 |
|
4.250 |
1,709.5 |
|
|
| Fisher Pivots for day following 28-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,913.7 |
1,927.6 |
| PP |
1,909.4 |
1,918.6 |
| S1 |
1,905.0 |
1,909.7 |
|