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 |
13,589.50 |
13,223.25 |
-366.25 |
-2.7% |
13,810.00 |
High |
13,616.25 |
13,324.00 |
-292.25 |
-2.1% |
13,888.25 |
Low |
13,205.25 |
12,748.75 |
-456.50 |
-3.5% |
13,459.00 |
Close |
13,212.75 |
13,180.75 |
-32.00 |
-0.2% |
13,564.50 |
Range |
411.00 |
575.25 |
164.25 |
40.0% |
429.25 |
ATR |
238.95 |
262.97 |
24.02 |
10.1% |
0.00 |
Volume |
1,554 |
3,499 |
1,945 |
125.2% |
3,030 |
|
Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,810.25 |
14,570.75 |
13,497.25 |
|
R3 |
14,235.00 |
13,995.50 |
13,339.00 |
|
R2 |
13,659.75 |
13,659.75 |
13,286.25 |
|
R1 |
13,420.25 |
13,420.25 |
13,233.50 |
13,252.50 |
PP |
13,084.50 |
13,084.50 |
13,084.50 |
13,000.50 |
S1 |
12,845.00 |
12,845.00 |
13,128.00 |
12,677.00 |
S2 |
12,509.25 |
12,509.25 |
13,075.25 |
|
S3 |
11,934.00 |
12,269.75 |
13,022.50 |
|
S4 |
11,358.75 |
11,694.50 |
12,864.25 |
|
|
Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,925.00 |
14,674.00 |
13,800.50 |
|
R3 |
14,495.75 |
14,244.75 |
13,682.50 |
|
R2 |
14,066.50 |
14,066.50 |
13,643.25 |
|
R1 |
13,815.50 |
13,815.50 |
13,603.75 |
13,726.50 |
PP |
13,637.25 |
13,637.25 |
13,637.25 |
13,592.75 |
S1 |
13,386.25 |
13,386.25 |
13,525.25 |
13,297.00 |
S2 |
13,208.00 |
13,208.00 |
13,485.75 |
|
S3 |
12,778.75 |
12,957.00 |
13,446.50 |
|
S4 |
12,349.50 |
12,527.75 |
13,328.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,771.50 |
12,748.75 |
1,022.75 |
7.8% |
333.25 |
2.5% |
42% |
False |
True |
1,431 |
10 |
13,888.25 |
12,748.75 |
1,139.50 |
8.6% |
249.25 |
1.9% |
38% |
False |
True |
1,086 |
20 |
13,888.25 |
12,714.75 |
1,173.50 |
8.9% |
284.25 |
2.2% |
40% |
False |
False |
1,007 |
40 |
13,888.25 |
12,481.00 |
1,407.25 |
10.7% |
246.25 |
1.9% |
50% |
False |
False |
794 |
60 |
13,888.25 |
12,068.25 |
1,820.00 |
13.8% |
217.50 |
1.7% |
61% |
False |
False |
577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,768.75 |
2.618 |
14,830.00 |
1.618 |
14,254.75 |
1.000 |
13,899.25 |
0.618 |
13,679.50 |
HIGH |
13,324.00 |
0.618 |
13,104.25 |
0.500 |
13,036.50 |
0.382 |
12,968.50 |
LOW |
12,748.75 |
0.618 |
12,393.25 |
1.000 |
12,173.50 |
1.618 |
11,818.00 |
2.618 |
11,242.75 |
4.250 |
10,304.00 |
|
|
Fisher Pivots for day following 23-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
13,132.50 |
13,233.00 |
PP |
13,084.50 |
13,215.50 |
S1 |
13,036.50 |
13,198.00 |
|