| 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 |
3,870.00 |
3,867.25 |
-2.75 |
-0.1% |
3,924.50 |
| High |
3,885.50 |
3,917.50 |
32.00 |
0.8% |
3,948.25 |
| Low |
3,795.00 |
3,841.50 |
46.50 |
1.2% |
3,870.50 |
| Close |
3,867.75 |
3,912.50 |
44.75 |
1.2% |
3,892.50 |
| Range |
90.50 |
76.00 |
-14.50 |
-16.0% |
77.75 |
| ATR |
53.87 |
55.45 |
1.58 |
2.9% |
0.00 |
| Volume |
17,688 |
10,958 |
-6,730 |
-38.0% |
24,934 |
|
| Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,118.50 |
4,091.50 |
3,954.25 |
|
| R3 |
4,042.50 |
4,015.50 |
3,933.50 |
|
| R2 |
3,966.50 |
3,966.50 |
3,926.50 |
|
| R1 |
3,939.50 |
3,939.50 |
3,919.50 |
3,953.00 |
| PP |
3,890.50 |
3,890.50 |
3,890.50 |
3,897.25 |
| S1 |
3,863.50 |
3,863.50 |
3,905.50 |
3,877.00 |
| S2 |
3,814.50 |
3,814.50 |
3,898.50 |
|
| S3 |
3,738.50 |
3,787.50 |
3,891.50 |
|
| S4 |
3,662.50 |
3,711.50 |
3,870.75 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,137.00 |
4,092.50 |
3,935.25 |
|
| R3 |
4,059.25 |
4,014.75 |
3,914.00 |
|
| R2 |
3,981.50 |
3,981.50 |
3,906.75 |
|
| R1 |
3,937.00 |
3,937.00 |
3,899.75 |
3,920.50 |
| PP |
3,903.75 |
3,903.75 |
3,903.75 |
3,895.50 |
| S1 |
3,859.25 |
3,859.25 |
3,885.25 |
3,842.50 |
| S2 |
3,826.00 |
3,826.00 |
3,878.25 |
|
| S3 |
3,748.25 |
3,781.50 |
3,871.00 |
|
| S4 |
3,670.50 |
3,703.75 |
3,849.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,926.00 |
3,795.00 |
131.00 |
3.3% |
62.75 |
1.6% |
90% |
False |
False |
9,686 |
| 10 |
3,948.25 |
3,795.00 |
153.25 |
3.9% |
52.00 |
1.3% |
77% |
False |
False |
6,324 |
| 20 |
3,948.25 |
3,647.50 |
300.75 |
7.7% |
61.50 |
1.6% |
88% |
False |
False |
5,279 |
| 40 |
3,948.25 |
3,642.75 |
305.50 |
7.8% |
55.75 |
1.4% |
88% |
False |
False |
3,623 |
| 60 |
3,948.25 |
3,573.75 |
374.50 |
9.6% |
51.00 |
1.3% |
90% |
False |
False |
2,570 |
| 80 |
3,948.25 |
3,208.00 |
740.25 |
18.9% |
54.50 |
1.4% |
95% |
False |
False |
1,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,240.50 |
|
2.618 |
4,116.50 |
|
1.618 |
4,040.50 |
|
1.000 |
3,993.50 |
|
0.618 |
3,964.50 |
|
HIGH |
3,917.50 |
|
0.618 |
3,888.50 |
|
0.500 |
3,879.50 |
|
0.382 |
3,870.50 |
|
LOW |
3,841.50 |
|
0.618 |
3,794.50 |
|
1.000 |
3,765.50 |
|
1.618 |
3,718.50 |
|
2.618 |
3,642.50 |
|
4.250 |
3,518.50 |
|
|
| Fisher Pivots for day following 24-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,901.50 |
3,893.75 |
| PP |
3,890.50 |
3,875.00 |
| S1 |
3,879.50 |
3,856.25 |
|