| Trading Metrics calculated at close of trading on 25-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2021 |
25-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
3,867.25 |
3,911.75 |
44.50 |
1.2% |
3,924.50 |
| High |
3,917.50 |
3,924.50 |
7.00 |
0.2% |
3,948.25 |
| Low |
3,841.50 |
3,800.00 |
-41.50 |
-1.1% |
3,870.50 |
| Close |
3,912.50 |
3,818.00 |
-94.50 |
-2.4% |
3,892.50 |
| Range |
76.00 |
124.50 |
48.50 |
63.8% |
77.75 |
| ATR |
55.45 |
60.39 |
4.93 |
8.9% |
0.00 |
| Volume |
10,958 |
13,010 |
2,052 |
18.7% |
24,934 |
|
| Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,221.00 |
4,144.00 |
3,886.50 |
|
| R3 |
4,096.50 |
4,019.50 |
3,852.25 |
|
| R2 |
3,972.00 |
3,972.00 |
3,840.75 |
|
| R1 |
3,895.00 |
3,895.00 |
3,829.50 |
3,871.25 |
| PP |
3,847.50 |
3,847.50 |
3,847.50 |
3,835.50 |
| S1 |
3,770.50 |
3,770.50 |
3,806.50 |
3,746.75 |
| S2 |
3,723.00 |
3,723.00 |
3,795.25 |
|
| S3 |
3,598.50 |
3,646.00 |
3,783.75 |
|
| S4 |
3,474.00 |
3,521.50 |
3,749.50 |
|
|
| 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 |
3,924.50 |
3,795.00 |
129.50 |
3.4% |
76.75 |
2.0% |
18% |
True |
False |
10,660 |
| 10 |
3,948.25 |
3,795.00 |
153.25 |
4.0% |
59.50 |
1.6% |
15% |
False |
False |
7,463 |
| 20 |
3,948.25 |
3,647.50 |
300.75 |
7.9% |
60.50 |
1.6% |
57% |
False |
False |
5,769 |
| 40 |
3,948.25 |
3,642.75 |
305.50 |
8.0% |
57.50 |
1.5% |
57% |
False |
False |
3,936 |
| 60 |
3,948.25 |
3,573.75 |
374.50 |
9.8% |
52.75 |
1.4% |
65% |
False |
False |
2,786 |
| 80 |
3,948.25 |
3,208.00 |
740.25 |
19.4% |
55.00 |
1.4% |
82% |
False |
False |
2,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,453.50 |
|
2.618 |
4,250.50 |
|
1.618 |
4,126.00 |
|
1.000 |
4,049.00 |
|
0.618 |
4,001.50 |
|
HIGH |
3,924.50 |
|
0.618 |
3,877.00 |
|
0.500 |
3,862.25 |
|
0.382 |
3,847.50 |
|
LOW |
3,800.00 |
|
0.618 |
3,723.00 |
|
1.000 |
3,675.50 |
|
1.618 |
3,598.50 |
|
2.618 |
3,474.00 |
|
4.250 |
3,271.00 |
|
|
| Fisher Pivots for day following 25-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,862.25 |
3,859.75 |
| PP |
3,847.50 |
3,845.75 |
| S1 |
3,832.75 |
3,832.00 |
|