| Trading Metrics calculated at close of trading on 16-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2021 |
16-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1,768.7660 |
1,788.0970 |
19.3310 |
1.1% |
1,719.3790 |
| High |
1,860.7510 |
1,825.6870 |
-35.0640 |
-1.9% |
1,860.7510 |
| Low |
1,741.1220 |
1,725.9570 |
-15.1650 |
-0.9% |
1,494.4070 |
| Close |
1,852.9690 |
1,752.8300 |
-100.1390 |
-5.4% |
1,852.9690 |
| Range |
119.6290 |
99.7300 |
-19.8990 |
-16.6% |
366.3440 |
| ATR |
157.2950 |
155.1319 |
-2.1631 |
-1.4% |
0.0000 |
| Volume |
824,538 |
723,433 |
-101,105 |
-12.3% |
4,508,205 |
|
| Daily Pivots for day following 16-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,067.3480 |
2,009.8190 |
1,807.6815 |
|
| R3 |
1,967.6180 |
1,910.0890 |
1,780.2558 |
|
| R2 |
1,867.8880 |
1,867.8880 |
1,771.1138 |
|
| R1 |
1,810.3590 |
1,810.3590 |
1,761.9719 |
1,789.2585 |
| PP |
1,768.1580 |
1,768.1580 |
1,768.1580 |
1,757.6078 |
| S1 |
1,710.6290 |
1,710.6290 |
1,743.6881 |
1,689.5285 |
| S2 |
1,668.4280 |
1,668.4280 |
1,734.5462 |
|
| S3 |
1,568.6980 |
1,610.8990 |
1,725.4043 |
|
| S4 |
1,468.9680 |
1,511.1690 |
1,697.9785 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,835.0743 |
2,710.3657 |
2,054.4582 |
|
| R3 |
2,468.7303 |
2,344.0217 |
1,953.7136 |
|
| R2 |
2,102.3863 |
2,102.3863 |
1,920.1321 |
|
| R1 |
1,977.6777 |
1,977.6777 |
1,886.5505 |
2,040.0320 |
| PP |
1,736.0423 |
1,736.0423 |
1,736.0423 |
1,767.2195 |
| S1 |
1,611.3337 |
1,611.3337 |
1,819.3875 |
1,673.6880 |
| S2 |
1,369.6983 |
1,369.6983 |
1,785.8059 |
|
| S3 |
1,003.3543 |
1,244.9897 |
1,752.2244 |
|
| S4 |
637.0103 |
878.6457 |
1,651.4798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,860.7510 |
1,682.4040 |
178.3470 |
10.2% |
122.0266 |
7.0% |
39% |
False |
False |
828,160 |
| 10 |
1,860.7510 |
1,344.2450 |
516.5060 |
29.5% |
153.7443 |
8.8% |
79% |
False |
False |
1,002,447 |
| 20 |
1,860.7510 |
1,043.7570 |
816.9940 |
46.6% |
169.2258 |
9.7% |
87% |
False |
False |
1,283,881 |
| 40 |
1,860.7510 |
552.3810 |
1,308.3700 |
74.6% |
151.7397 |
8.7% |
92% |
False |
False |
1,410,420 |
| 60 |
1,860.7510 |
460.9000 |
1,399.8510 |
79.9% |
115.7768 |
6.6% |
92% |
False |
False |
1,204,596 |
| 80 |
1,860.7510 |
367.5770 |
1,493.1740 |
85.2% |
93.0713 |
5.3% |
93% |
False |
False |
1,068,269 |
| 100 |
1,860.7510 |
315.3600 |
1,545.3910 |
88.2% |
78.1207 |
4.5% |
93% |
False |
False |
953,012 |
| 120 |
1,860.7510 |
315.3600 |
1,545.3910 |
88.2% |
70.6263 |
4.0% |
93% |
False |
False |
943,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,249.5395 |
|
2.618 |
2,086.7801 |
|
1.618 |
1,987.0501 |
|
1.000 |
1,925.4170 |
|
0.618 |
1,887.3201 |
|
HIGH |
1,825.6870 |
|
0.618 |
1,787.5901 |
|
0.500 |
1,775.8220 |
|
0.382 |
1,764.0539 |
|
LOW |
1,725.9570 |
|
0.618 |
1,664.3239 |
|
1.000 |
1,626.2270 |
|
1.618 |
1,564.5939 |
|
2.618 |
1,464.8639 |
|
4.250 |
1,302.1045 |
|
|
| Fisher Pivots for day following 16-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,775.8220 |
1,783.2005 |
| PP |
1,768.1580 |
1,773.0770 |
| S1 |
1,760.4940 |
1,762.9535 |
|