| Trading Metrics calculated at close of trading on 22-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1,945.0040 |
1,957.9210 |
12.9170 |
0.7% |
1,788.0970 |
| High |
1,973.7720 |
2,036.8430 |
63.0710 |
3.2% |
1,973.7720 |
| Low |
1,892.2020 |
1,542.5150 |
-349.6870 |
-18.5% |
1,725.9570 |
| Close |
1,957.9210 |
1,800.1970 |
-157.7240 |
-8.1% |
1,957.9210 |
| Range |
81.5700 |
494.3280 |
412.7580 |
506.0% |
247.8150 |
| ATR |
145.2186 |
170.1550 |
24.9364 |
17.2% |
0.0000 |
| Volume |
795,206 |
1,560,615 |
765,409 |
96.3% |
2,924,311 |
|
| Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,276.1690 |
3,032.5110 |
2,072.0774 |
|
| R3 |
2,781.8410 |
2,538.1830 |
1,936.1372 |
|
| R2 |
2,287.5130 |
2,287.5130 |
1,890.8238 |
|
| R1 |
2,043.8550 |
2,043.8550 |
1,845.5104 |
1,918.5200 |
| PP |
1,793.1850 |
1,793.1850 |
1,793.1850 |
1,730.5175 |
| S1 |
1,549.5270 |
1,549.5270 |
1,754.8836 |
1,424.1920 |
| S2 |
1,298.8570 |
1,298.8570 |
1,709.5702 |
|
| S3 |
804.5290 |
1,055.1990 |
1,664.2568 |
|
| S4 |
310.2010 |
560.8710 |
1,528.3166 |
|
|
| 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 |
2,036.8430 |
1,542.5150 |
494.3280 |
27.5% |
182.6242 |
10.1% |
52% |
True |
True |
896,985 |
| 10 |
2,036.8430 |
1,494.4070 |
542.4360 |
30.1% |
170.6470 |
9.5% |
56% |
True |
False |
899,313 |
| 20 |
2,036.8430 |
1,197.6320 |
839.2110 |
46.6% |
167.5230 |
9.3% |
72% |
True |
False |
1,106,337 |
| 40 |
2,036.8430 |
552.3810 |
1,484.4620 |
82.5% |
167.1090 |
9.3% |
84% |
True |
False |
1,409,529 |
| 60 |
2,036.8430 |
495.2350 |
1,541.6080 |
85.6% |
126.0217 |
7.0% |
85% |
True |
False |
1,200,653 |
| 80 |
2,036.8430 |
370.8360 |
1,666.0070 |
92.5% |
101.8255 |
5.7% |
86% |
True |
False |
1,081,502 |
| 100 |
2,036.8430 |
333.2500 |
1,703.5930 |
94.6% |
85.2252 |
4.7% |
86% |
True |
False |
969,114 |
| 120 |
2,036.8430 |
315.3600 |
1,721.4830 |
95.6% |
76.5927 |
4.3% |
86% |
True |
False |
950,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,137.7370 |
|
2.618 |
3,330.9937 |
|
1.618 |
2,836.6657 |
|
1.000 |
2,531.1710 |
|
0.618 |
2,342.3377 |
|
HIGH |
2,036.8430 |
|
0.618 |
1,848.0097 |
|
0.500 |
1,789.6790 |
|
0.382 |
1,731.3483 |
|
LOW |
1,542.5150 |
|
0.618 |
1,237.0203 |
|
1.000 |
1,048.1870 |
|
1.618 |
742.6923 |
|
2.618 |
248.3643 |
|
4.250 |
-558.3790 |
|
|
| Fisher Pivots for day following 22-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,796.6910 |
1,796.6910 |
| PP |
1,793.1850 |
1,793.1850 |
| S1 |
1,789.6790 |
1,789.6790 |
|