| Trading Metrics calculated at close of trading on 24-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
3,643.0 |
3,627.0 |
-16.0 |
-0.4% |
3,648.0 |
| High |
3,650.0 |
3,656.0 |
6.0 |
0.2% |
3,683.0 |
| Low |
3,580.0 |
3,606.0 |
26.0 |
0.7% |
3,610.0 |
| Close |
3,621.0 |
3,642.0 |
21.0 |
0.6% |
3,655.0 |
| Range |
70.0 |
50.0 |
-20.0 |
-28.6% |
73.0 |
| ATR |
49.7 |
49.7 |
0.0 |
0.0% |
0.0 |
| Volume |
8,441 |
35,087 |
26,646 |
315.7% |
31,255 |
|
| Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,784.7 |
3,763.3 |
3,669.5 |
|
| R3 |
3,734.7 |
3,713.3 |
3,655.8 |
|
| R2 |
3,684.7 |
3,684.7 |
3,651.2 |
|
| R1 |
3,663.3 |
3,663.3 |
3,646.6 |
3,674.0 |
| PP |
3,634.7 |
3,634.7 |
3,634.7 |
3,640.0 |
| S1 |
3,613.3 |
3,613.3 |
3,637.4 |
3,624.0 |
| S2 |
3,584.7 |
3,584.7 |
3,632.8 |
|
| S3 |
3,534.7 |
3,563.3 |
3,628.3 |
|
| S4 |
3,484.7 |
3,513.3 |
3,614.5 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,868.3 |
3,834.7 |
3,695.2 |
|
| R3 |
3,795.3 |
3,761.7 |
3,675.1 |
|
| R2 |
3,722.3 |
3,722.3 |
3,668.4 |
|
| R1 |
3,688.7 |
3,688.7 |
3,661.7 |
3,705.5 |
| PP |
3,649.3 |
3,649.3 |
3,649.3 |
3,657.8 |
| S1 |
3,615.7 |
3,615.7 |
3,648.3 |
3,632.5 |
| S2 |
3,576.3 |
3,576.3 |
3,641.6 |
|
| S3 |
3,503.3 |
3,542.7 |
3,634.9 |
|
| S4 |
3,430.3 |
3,469.7 |
3,614.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,665.0 |
3,580.0 |
85.0 |
2.3% |
52.2 |
1.4% |
73% |
False |
False |
11,796 |
| 10 |
3,683.0 |
3,576.0 |
107.0 |
2.9% |
40.9 |
1.1% |
62% |
False |
False |
12,094 |
| 20 |
3,683.0 |
3,360.0 |
323.0 |
8.9% |
48.4 |
1.3% |
87% |
False |
False |
10,842 |
| 40 |
3,683.0 |
3,360.0 |
323.0 |
8.9% |
43.5 |
1.2% |
87% |
False |
False |
6,709 |
| 60 |
3,683.0 |
3,335.0 |
348.0 |
9.6% |
35.5 |
1.0% |
88% |
False |
False |
4,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,868.5 |
|
2.618 |
3,786.9 |
|
1.618 |
3,736.9 |
|
1.000 |
3,706.0 |
|
0.618 |
3,686.9 |
|
HIGH |
3,656.0 |
|
0.618 |
3,636.9 |
|
0.500 |
3,631.0 |
|
0.382 |
3,625.1 |
|
LOW |
3,606.0 |
|
0.618 |
3,575.1 |
|
1.000 |
3,556.0 |
|
1.618 |
3,525.1 |
|
2.618 |
3,475.1 |
|
4.250 |
3,393.5 |
|
|
| Fisher Pivots for day following 24-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,638.3 |
3,635.5 |
| PP |
3,634.7 |
3,629.0 |
| S1 |
3,631.0 |
3,622.5 |
|