| Trading Metrics calculated at close of trading on 19-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2021 |
19-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1,854.2320 |
1,945.0040 |
90.7720 |
4.9% |
1,788.0970 |
| High |
1,949.4430 |
1,973.7720 |
24.3290 |
1.2% |
1,973.7720 |
| Low |
1,831.6710 |
1,892.2020 |
60.5310 |
3.3% |
1,725.9570 |
| Close |
1,944.9780 |
1,957.9210 |
12.9430 |
0.7% |
1,957.9210 |
| Range |
117.7720 |
81.5700 |
-36.2020 |
-30.7% |
247.8150 |
| ATR |
150.1147 |
145.2186 |
-4.8960 |
-3.3% |
0.0000 |
| Volume |
732,685 |
795,206 |
62,521 |
8.5% |
2,924,311 |
|
| Daily Pivots for day following 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.0083 |
2,153.5347 |
2,002.7845 |
|
| R3 |
2,104.4383 |
2,071.9647 |
1,980.3528 |
|
| R2 |
2,022.8683 |
2,022.8683 |
1,972.8755 |
|
| R1 |
1,990.3947 |
1,990.3947 |
1,965.3983 |
2,006.6315 |
| PP |
1,941.2983 |
1,941.2983 |
1,941.2983 |
1,949.4168 |
| S1 |
1,908.8247 |
1,908.8247 |
1,950.4438 |
1,925.0615 |
| S2 |
1,859.7283 |
1,859.7283 |
1,942.9665 |
|
| S3 |
1,778.1583 |
1,827.2547 |
1,935.4893 |
|
| S4 |
1,696.5883 |
1,745.6847 |
1,913.0575 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,629.3283 |
2,541.4397 |
2,094.2193 |
|
| R3 |
2,381.5133 |
2,293.6247 |
2,026.0701 |
|
| R2 |
2,133.6983 |
2,133.6983 |
2,003.3538 |
|
| R1 |
2,045.8097 |
2,045.8097 |
1,980.6374 |
2,089.7540 |
| PP |
1,885.8833 |
1,885.8833 |
1,885.8833 |
1,907.8555 |
| S1 |
1,797.9947 |
1,797.9947 |
1,935.2046 |
1,841.9390 |
| S2 |
1,638.0683 |
1,638.0683 |
1,912.4883 |
|
| S3 |
1,390.2533 |
1,550.1797 |
1,889.7719 |
|
| S4 |
1,142.4383 |
1,302.3647 |
1,821.6228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,973.7720 |
1,725.9570 |
247.8150 |
12.7% |
107.6844 |
5.5% |
94% |
True |
False |
749,769 |
| 10 |
1,973.7720 |
1,494.4070 |
479.3650 |
24.5% |
138.2244 |
7.1% |
97% |
True |
False |
844,489 |
| 20 |
1,973.7720 |
1,043.7570 |
930.0150 |
47.5% |
154.3740 |
7.9% |
98% |
True |
False |
1,130,394 |
| 40 |
1,973.7720 |
552.3810 |
1,421.3910 |
72.6% |
155.8843 |
8.0% |
99% |
True |
False |
1,387,106 |
| 60 |
1,973.7720 |
495.2350 |
1,478.5370 |
75.5% |
119.5235 |
6.1% |
99% |
True |
False |
1,197,068 |
| 80 |
1,973.7720 |
370.8360 |
1,602.9360 |
81.9% |
96.0725 |
4.9% |
99% |
True |
False |
1,070,615 |
| 100 |
1,973.7720 |
333.2500 |
1,640.5220 |
83.8% |
80.4881 |
4.1% |
99% |
True |
False |
956,908 |
| 120 |
1,973.7720 |
315.3600 |
1,658.4120 |
84.7% |
72.6285 |
3.7% |
99% |
True |
False |
942,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,320.4445 |
|
2.618 |
2,187.3223 |
|
1.618 |
2,105.7523 |
|
1.000 |
2,055.3420 |
|
0.618 |
2,024.1823 |
|
HIGH |
1,973.7720 |
|
0.618 |
1,942.6123 |
|
0.500 |
1,932.9870 |
|
0.382 |
1,923.3617 |
|
LOW |
1,892.2020 |
|
0.618 |
1,841.7917 |
|
1.000 |
1,810.6320 |
|
1.618 |
1,760.2217 |
|
2.618 |
1,678.6517 |
|
4.250 |
1,545.5295 |
|
|
| Fisher Pivots for day following 19-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,949.6097 |
1,923.3278 |
| PP |
1,941.2983 |
1,888.7347 |
| S1 |
1,932.9870 |
1,854.1415 |
|