| Trading Metrics calculated at close of trading on 23-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1,785.8 |
1,812.2 |
26.4 |
1.5% |
1,828.0 |
| High |
1,814.7 |
1,817.6 |
2.9 |
0.2% |
1,829.9 |
| Low |
1,781.5 |
1,797.4 |
15.9 |
0.9% |
1,762.9 |
| Close |
1,811.2 |
1,808.6 |
-2.6 |
-0.1% |
1,780.3 |
| Range |
33.2 |
20.2 |
-13.0 |
-39.2% |
67.0 |
| ATR |
28.8 |
28.2 |
-0.6 |
-2.1% |
0.0 |
| Volume |
6,103 |
5,533 |
-570 |
-9.3% |
28,234 |
|
| Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,868.5 |
1,858.7 |
1,819.7 |
|
| R3 |
1,848.3 |
1,838.5 |
1,814.2 |
|
| R2 |
1,828.1 |
1,828.1 |
1,812.3 |
|
| R1 |
1,818.3 |
1,818.3 |
1,810.5 |
1,813.1 |
| PP |
1,807.9 |
1,807.9 |
1,807.9 |
1,805.3 |
| S1 |
1,798.1 |
1,798.1 |
1,806.7 |
1,792.9 |
| S2 |
1,787.7 |
1,787.7 |
1,804.9 |
|
| S3 |
1,767.5 |
1,777.9 |
1,803.0 |
|
| S4 |
1,747.3 |
1,757.7 |
1,797.5 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,992.0 |
1,953.2 |
1,817.2 |
|
| R3 |
1,925.0 |
1,886.2 |
1,798.7 |
|
| R2 |
1,858.0 |
1,858.0 |
1,792.6 |
|
| R1 |
1,819.2 |
1,819.2 |
1,786.4 |
1,805.1 |
| PP |
1,791.0 |
1,791.0 |
1,791.0 |
1,784.0 |
| S1 |
1,752.2 |
1,752.2 |
1,774.2 |
1,738.1 |
| S2 |
1,724.0 |
1,724.0 |
1,768.0 |
|
| S3 |
1,657.0 |
1,685.2 |
1,761.9 |
|
| S4 |
1,590.0 |
1,618.2 |
1,743.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,817.6 |
1,762.9 |
54.7 |
3.0% |
26.0 |
1.4% |
84% |
True |
False |
6,688 |
| 10 |
1,858.9 |
1,762.9 |
96.0 |
5.3% |
25.4 |
1.4% |
48% |
False |
False |
5,711 |
| 20 |
1,881.0 |
1,762.9 |
118.1 |
6.5% |
26.7 |
1.5% |
39% |
False |
False |
6,479 |
| 40 |
1,969.3 |
1,762.9 |
206.4 |
11.4% |
28.6 |
1.6% |
22% |
False |
False |
5,970 |
| 60 |
1,969.3 |
1,762.9 |
206.4 |
11.4% |
28.3 |
1.6% |
22% |
False |
False |
4,744 |
| 80 |
1,983.0 |
1,762.9 |
220.1 |
12.2% |
29.4 |
1.6% |
21% |
False |
False |
4,174 |
| 100 |
1,983.0 |
1,762.9 |
220.1 |
12.2% |
28.3 |
1.6% |
21% |
False |
False |
3,662 |
| 120 |
2,013.8 |
1,762.9 |
250.9 |
13.9% |
28.1 |
1.6% |
18% |
False |
False |
3,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,903.5 |
|
2.618 |
1,870.5 |
|
1.618 |
1,850.3 |
|
1.000 |
1,837.8 |
|
0.618 |
1,830.1 |
|
HIGH |
1,817.6 |
|
0.618 |
1,809.9 |
|
0.500 |
1,807.5 |
|
0.382 |
1,805.1 |
|
LOW |
1,797.4 |
|
0.618 |
1,784.9 |
|
1.000 |
1,777.2 |
|
1.618 |
1,764.7 |
|
2.618 |
1,744.5 |
|
4.250 |
1,711.6 |
|
|
| Fisher Pivots for day following 23-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,808.2 |
1,802.5 |
| PP |
1,807.9 |
1,796.4 |
| S1 |
1,807.5 |
1,790.3 |
|