| Trading Metrics calculated at close of trading on 16-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2021 |
16-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
3,897.00 |
3,924.50 |
27.50 |
0.7% |
3,879.50 |
| High |
3,925.50 |
3,948.25 |
22.75 |
0.6% |
3,925.50 |
| Low |
3,880.75 |
3,908.75 |
28.00 |
0.7% |
3,868.00 |
| Close |
3,920.75 |
3,917.25 |
-3.50 |
-0.1% |
3,920.75 |
| Range |
44.75 |
39.50 |
-5.25 |
-11.7% |
57.50 |
| ATR |
53.81 |
52.79 |
-1.02 |
-1.9% |
0.00 |
| Volume |
3,514 |
6,840 |
3,326 |
94.6% |
10,813 |
|
| Daily Pivots for day following 16-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,043.25 |
4,019.75 |
3,939.00 |
|
| R3 |
4,003.75 |
3,980.25 |
3,928.00 |
|
| R2 |
3,964.25 |
3,964.25 |
3,924.50 |
|
| R1 |
3,940.75 |
3,940.75 |
3,920.75 |
3,932.75 |
| PP |
3,924.75 |
3,924.75 |
3,924.75 |
3,920.75 |
| S1 |
3,901.25 |
3,901.25 |
3,913.75 |
3,893.25 |
| S2 |
3,885.25 |
3,885.25 |
3,910.00 |
|
| S3 |
3,845.75 |
3,861.75 |
3,906.50 |
|
| S4 |
3,806.25 |
3,822.25 |
3,895.50 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,077.25 |
4,056.50 |
3,952.50 |
|
| R3 |
4,019.75 |
3,999.00 |
3,936.50 |
|
| R2 |
3,962.25 |
3,962.25 |
3,931.25 |
|
| R1 |
3,941.50 |
3,941.50 |
3,926.00 |
3,952.00 |
| PP |
3,904.75 |
3,904.75 |
3,904.75 |
3,910.00 |
| S1 |
3,884.00 |
3,884.00 |
3,915.50 |
3,894.50 |
| S2 |
3,847.25 |
3,847.25 |
3,910.25 |
|
| S3 |
3,789.75 |
3,826.50 |
3,905.00 |
|
| S4 |
3,732.25 |
3,769.00 |
3,889.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,948.25 |
3,868.00 |
80.25 |
2.0% |
37.25 |
1.0% |
61% |
True |
False |
3,002 |
| 10 |
3,948.25 |
3,750.00 |
198.25 |
5.1% |
40.50 |
1.0% |
84% |
True |
False |
3,601 |
| 20 |
3,948.25 |
3,647.50 |
300.75 |
7.7% |
58.00 |
1.5% |
90% |
True |
False |
3,378 |
| 40 |
3,948.25 |
3,586.50 |
361.75 |
9.2% |
54.25 |
1.4% |
91% |
True |
False |
2,484 |
| 60 |
3,948.25 |
3,524.75 |
423.50 |
10.8% |
49.75 |
1.3% |
93% |
True |
False |
1,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,116.00 |
|
2.618 |
4,051.75 |
|
1.618 |
4,012.25 |
|
1.000 |
3,987.75 |
|
0.618 |
3,972.75 |
|
HIGH |
3,948.25 |
|
0.618 |
3,933.25 |
|
0.500 |
3,928.50 |
|
0.382 |
3,923.75 |
|
LOW |
3,908.75 |
|
0.618 |
3,884.25 |
|
1.000 |
3,869.25 |
|
1.618 |
3,844.75 |
|
2.618 |
3,805.25 |
|
4.250 |
3,741.00 |
|
|
| Fisher Pivots for day following 16-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,928.50 |
3,915.25 |
| PP |
3,924.75 |
3,913.25 |
| S1 |
3,921.00 |
3,911.00 |
|