| 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 |
2,256.1 |
2,221.1 |
-35.0 |
-1.6% |
2,295.1 |
| High |
2,262.3 |
2,276.7 |
14.4 |
0.6% |
2,314.1 |
| Low |
2,207.0 |
2,204.1 |
-2.9 |
-0.1% |
2,204.1 |
| Close |
2,217.7 |
2,265.3 |
47.6 |
2.1% |
2,265.3 |
| Range |
55.3 |
72.6 |
17.3 |
31.3% |
110.0 |
| ATR |
50.7 |
52.3 |
1.6 |
3.1% |
0.0 |
| Volume |
178,982 |
192,451 |
13,469 |
7.5% |
752,243 |
|
| Daily Pivots for day following 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,466.5 |
2,438.5 |
2,305.2 |
|
| R3 |
2,393.9 |
2,365.9 |
2,285.3 |
|
| R2 |
2,321.3 |
2,321.3 |
2,278.6 |
|
| R1 |
2,293.3 |
2,293.3 |
2,272.0 |
2,307.3 |
| PP |
2,248.7 |
2,248.7 |
2,248.7 |
2,255.7 |
| S1 |
2,220.7 |
2,220.7 |
2,258.6 |
2,234.7 |
| S2 |
2,176.1 |
2,176.1 |
2,252.0 |
|
| S3 |
2,103.5 |
2,148.1 |
2,245.3 |
|
| S4 |
2,030.9 |
2,075.5 |
2,225.4 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,591.2 |
2,538.2 |
2,325.8 |
|
| R3 |
2,481.2 |
2,428.2 |
2,295.6 |
|
| R2 |
2,371.2 |
2,371.2 |
2,285.5 |
|
| R1 |
2,318.2 |
2,318.2 |
2,275.4 |
2,289.7 |
| PP |
2,261.2 |
2,261.2 |
2,261.2 |
2,246.9 |
| S1 |
2,208.2 |
2,208.2 |
2,255.2 |
2,179.7 |
| S2 |
2,151.2 |
2,151.2 |
2,245.1 |
|
| S3 |
2,041.2 |
2,098.2 |
2,235.1 |
|
| S4 |
1,931.2 |
1,988.2 |
2,204.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,314.1 |
2,204.1 |
110.0 |
4.9% |
53.4 |
2.4% |
56% |
False |
True |
180,386 |
| 10 |
2,316.9 |
2,197.8 |
119.1 |
5.3% |
50.6 |
2.2% |
57% |
False |
False |
187,044 |
| 20 |
2,316.9 |
2,028.6 |
288.3 |
12.7% |
54.7 |
2.4% |
82% |
False |
False |
193,807 |
| 40 |
2,316.9 |
1,920.5 |
396.4 |
17.5% |
51.1 |
2.3% |
87% |
False |
False |
181,737 |
| 60 |
2,316.9 |
1,774.5 |
542.4 |
23.9% |
47.5 |
2.1% |
90% |
False |
False |
149,719 |
| 80 |
2,316.9 |
1,515.9 |
801.0 |
35.4% |
48.1 |
2.1% |
94% |
False |
False |
112,342 |
| 100 |
2,316.9 |
1,477.9 |
839.0 |
37.0% |
44.9 |
2.0% |
94% |
False |
False |
89,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,585.3 |
|
2.618 |
2,466.8 |
|
1.618 |
2,394.2 |
|
1.000 |
2,349.3 |
|
0.618 |
2,321.6 |
|
HIGH |
2,276.7 |
|
0.618 |
2,249.0 |
|
0.500 |
2,240.4 |
|
0.382 |
2,231.8 |
|
LOW |
2,204.1 |
|
0.618 |
2,159.2 |
|
1.000 |
2,131.5 |
|
1.618 |
2,086.6 |
|
2.618 |
2,014.0 |
|
4.250 |
1,895.6 |
|
|
| Fisher Pivots for day following 19-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,257.0 |
2,257.0 |
| PP |
2,248.7 |
2,248.7 |
| S1 |
2,240.4 |
2,240.4 |
|