| 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 |
13,935.00 |
13,514.75 |
-420.25 |
-3.0% |
14,251.25 |
| High |
14,071.25 |
13,980.25 |
-91.00 |
-0.6% |
14,671.75 |
| Low |
13,478.75 |
13,031.00 |
-447.75 |
-3.3% |
13,914.00 |
| Close |
13,511.25 |
13,967.00 |
455.75 |
3.4% |
14,000.25 |
| Range |
592.50 |
949.25 |
356.75 |
60.2% |
757.75 |
| ATR |
449.55 |
485.24 |
35.69 |
7.9% |
0.00 |
| Volume |
2,863 |
5,973 |
3,110 |
108.6% |
7,485 |
|
| Daily Pivots for day following 24-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,507.25 |
16,186.25 |
14,489.00 |
|
| R3 |
15,558.00 |
15,237.00 |
14,228.00 |
|
| R2 |
14,608.75 |
14,608.75 |
14,141.00 |
|
| R1 |
14,287.75 |
14,287.75 |
14,054.00 |
14,448.25 |
| PP |
13,659.50 |
13,659.50 |
13,659.50 |
13,739.50 |
| S1 |
13,338.50 |
13,338.50 |
13,880.00 |
13,499.00 |
| S2 |
12,710.25 |
12,710.25 |
13,793.00 |
|
| S3 |
11,761.00 |
12,389.25 |
13,706.00 |
|
| S4 |
10,811.75 |
11,440.00 |
13,445.00 |
|
|
| Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,468.50 |
15,992.25 |
14,417.00 |
|
| R3 |
15,710.75 |
15,234.50 |
14,208.75 |
|
| R2 |
14,953.00 |
14,953.00 |
14,139.25 |
|
| R1 |
14,476.75 |
14,476.75 |
14,069.75 |
14,336.00 |
| PP |
14,195.25 |
14,195.25 |
14,195.25 |
14,125.00 |
| S1 |
13,719.00 |
13,719.00 |
13,930.75 |
13,578.25 |
| S2 |
13,437.50 |
13,437.50 |
13,861.25 |
|
| S3 |
12,679.75 |
12,961.25 |
13,791.75 |
|
| S4 |
11,922.00 |
12,203.50 |
13,583.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,621.75 |
13,031.00 |
1,590.75 |
11.4% |
594.00 |
4.3% |
59% |
False |
True |
3,068 |
| 10 |
15,059.00 |
13,031.00 |
2,028.00 |
14.5% |
501.00 |
3.6% |
46% |
False |
True |
2,368 |
| 20 |
15,261.25 |
13,031.00 |
2,230.25 |
16.0% |
467.00 |
3.3% |
42% |
False |
True |
1,985 |
| 40 |
16,561.00 |
13,031.00 |
3,530.00 |
25.3% |
440.50 |
3.2% |
27% |
False |
True |
1,856 |
| 60 |
16,654.00 |
13,031.00 |
3,623.00 |
25.9% |
413.00 |
3.0% |
26% |
False |
True |
1,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,014.50 |
|
2.618 |
16,465.50 |
|
1.618 |
15,516.25 |
|
1.000 |
14,929.50 |
|
0.618 |
14,567.00 |
|
HIGH |
13,980.25 |
|
0.618 |
13,617.75 |
|
0.500 |
13,505.50 |
|
0.382 |
13,393.50 |
|
LOW |
13,031.00 |
|
0.618 |
12,444.25 |
|
1.000 |
12,081.75 |
|
1.618 |
11,495.00 |
|
2.618 |
10,545.75 |
|
4.250 |
8,996.75 |
|
|
| Fisher Pivots for day following 24-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
13,813.25 |
13,842.75 |
| PP |
13,659.50 |
13,718.50 |
| S1 |
13,505.50 |
13,594.25 |
|