| 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 |
1,908.8 |
1,921.2 |
12.4 |
0.6% |
1,869.2 |
| High |
1,920.0 |
1,981.8 |
61.8 |
3.2% |
1,912.0 |
| Low |
1,898.6 |
1,885.6 |
-13.0 |
-0.7% |
1,853.7 |
| Close |
1,917.7 |
1,933.0 |
15.3 |
0.8% |
1,907.1 |
| Range |
21.4 |
96.2 |
74.8 |
349.5% |
58.3 |
| ATR |
22.4 |
27.6 |
5.3 |
23.6% |
0.0 |
| Volume |
2,195 |
3,905 |
1,710 |
77.9% |
9,360 |
|
| Daily Pivots for day following 24-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,222.1 |
2,173.7 |
1,985.9 |
|
| R3 |
2,125.9 |
2,077.5 |
1,959.5 |
|
| R2 |
2,029.7 |
2,029.7 |
1,950.6 |
|
| R1 |
1,981.3 |
1,981.3 |
1,941.8 |
2,005.5 |
| PP |
1,933.5 |
1,933.5 |
1,933.5 |
1,945.6 |
| S1 |
1,885.1 |
1,885.1 |
1,924.2 |
1,909.3 |
| S2 |
1,837.3 |
1,837.3 |
1,915.4 |
|
| S3 |
1,741.1 |
1,788.9 |
1,906.5 |
|
| S4 |
1,644.9 |
1,692.7 |
1,880.1 |
|
|
| Weekly Pivots for week ending 18-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,065.8 |
2,044.8 |
1,939.2 |
|
| R3 |
2,007.5 |
1,986.5 |
1,923.1 |
|
| R2 |
1,949.2 |
1,949.2 |
1,917.8 |
|
| R1 |
1,928.2 |
1,928.2 |
1,912.4 |
1,938.7 |
| PP |
1,890.9 |
1,890.9 |
1,890.9 |
1,896.2 |
| S1 |
1,869.9 |
1,869.9 |
1,901.8 |
1,880.4 |
| S2 |
1,832.6 |
1,832.6 |
1,896.4 |
|
| S3 |
1,774.3 |
1,811.6 |
1,891.1 |
|
| S4 |
1,716.0 |
1,753.3 |
1,875.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,981.8 |
1,878.5 |
103.3 |
5.3% |
38.1 |
2.0% |
53% |
True |
False |
2,169 |
| 10 |
1,981.8 |
1,829.6 |
152.2 |
7.9% |
33.3 |
1.7% |
68% |
True |
False |
2,479 |
| 20 |
1,981.8 |
1,787.8 |
194.0 |
10.0% |
25.0 |
1.3% |
75% |
True |
False |
2,542 |
| 40 |
1,981.8 |
1,787.8 |
194.0 |
10.0% |
21.6 |
1.1% |
75% |
True |
False |
2,429 |
| 60 |
1,981.8 |
1,763.2 |
218.6 |
11.3% |
19.8 |
1.0% |
78% |
True |
False |
1,884 |
| 80 |
1,981.8 |
1,763.2 |
218.6 |
11.3% |
19.6 |
1.0% |
78% |
True |
False |
1,550 |
| 100 |
1,981.8 |
1,758.0 |
223.8 |
11.6% |
18.1 |
0.9% |
78% |
True |
False |
1,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,390.7 |
|
2.618 |
2,233.7 |
|
1.618 |
2,137.5 |
|
1.000 |
2,078.0 |
|
0.618 |
2,041.3 |
|
HIGH |
1,981.8 |
|
0.618 |
1,945.1 |
|
0.500 |
1,933.7 |
|
0.382 |
1,922.3 |
|
LOW |
1,885.6 |
|
0.618 |
1,826.1 |
|
1.000 |
1,789.4 |
|
1.618 |
1,729.9 |
|
2.618 |
1,633.7 |
|
4.250 |
1,476.8 |
|
|
| Fisher Pivots for day following 24-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1,933.7 |
1,933.7 |
| PP |
1,933.5 |
1,933.5 |
| S1 |
1,933.2 |
1,933.2 |
|