| Trading Metrics calculated at close of trading on 25-Feb-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2022 |
25-Feb-2022 |
Change |
Change % |
Previous Week |
| Open |
3,934.0 |
3,880.5 |
-53.5 |
-1.4% |
3,909.5 |
| High |
3,934.5 |
3,994.5 |
60.0 |
1.5% |
4,049.5 |
| Low |
3,749.5 |
3,823.5 |
74.0 |
2.0% |
3,749.5 |
| Close |
3,823.5 |
3,961.5 |
138.0 |
3.6% |
3,961.5 |
| Range |
185.0 |
171.0 |
-14.0 |
-7.6% |
300.0 |
| ATR |
109.2 |
113.6 |
4.4 |
4.0% |
0.0 |
| Volume |
2,331,769 |
1,311,736 |
-1,020,033 |
-43.7% |
5,980,495 |
|
| Daily Pivots for day following 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,439.5 |
4,371.5 |
4,055.6 |
|
| R3 |
4,268.5 |
4,200.5 |
4,008.5 |
|
| R2 |
4,097.5 |
4,097.5 |
3,992.9 |
|
| R1 |
4,029.5 |
4,029.5 |
3,977.2 |
4,063.5 |
| PP |
3,926.5 |
3,926.5 |
3,926.5 |
3,943.5 |
| S1 |
3,858.5 |
3,858.5 |
3,945.8 |
3,892.5 |
| S2 |
3,755.5 |
3,755.5 |
3,930.2 |
|
| S3 |
3,584.5 |
3,687.5 |
3,914.5 |
|
| S4 |
3,413.5 |
3,516.5 |
3,867.5 |
|
|
| Weekly Pivots for week ending 25-Feb-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,820.2 |
4,690.8 |
4,126.5 |
|
| R3 |
4,520.2 |
4,390.8 |
4,044.0 |
|
| R2 |
4,220.2 |
4,220.2 |
4,016.5 |
|
| R1 |
4,090.8 |
4,090.8 |
3,989.0 |
4,155.5 |
| PP |
3,920.2 |
3,920.2 |
3,920.2 |
3,952.5 |
| S1 |
3,790.8 |
3,790.8 |
3,934.0 |
3,855.5 |
| S2 |
3,620.2 |
3,620.2 |
3,906.5 |
|
| S3 |
3,320.2 |
3,490.8 |
3,879.0 |
|
| S4 |
3,020.2 |
3,190.8 |
3,796.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,132.0 |
3,749.5 |
382.5 |
9.7% |
139.3 |
3.5% |
55% |
False |
False |
1,352,870 |
| 10 |
4,175.5 |
3,749.5 |
426.0 |
10.8% |
117.2 |
3.0% |
50% |
False |
False |
1,121,492 |
| 20 |
4,250.0 |
3,749.5 |
500.5 |
12.6% |
98.3 |
2.5% |
42% |
False |
False |
955,397 |
| 40 |
4,381.5 |
3,749.5 |
632.0 |
16.0% |
87.3 |
2.2% |
34% |
False |
False |
833,075 |
| 60 |
4,381.5 |
3,749.5 |
632.0 |
16.0% |
82.4 |
2.1% |
34% |
False |
False |
713,102 |
| 80 |
4,392.5 |
3,749.5 |
643.0 |
16.2% |
73.1 |
1.8% |
33% |
False |
False |
537,100 |
| 100 |
4,392.5 |
3,749.5 |
643.0 |
16.2% |
65.5 |
1.7% |
33% |
False |
False |
430,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,721.3 |
|
2.618 |
4,442.2 |
|
1.618 |
4,271.2 |
|
1.000 |
4,165.5 |
|
0.618 |
4,100.2 |
|
HIGH |
3,994.5 |
|
0.618 |
3,929.2 |
|
0.500 |
3,909.0 |
|
0.382 |
3,888.8 |
|
LOW |
3,823.5 |
|
0.618 |
3,717.8 |
|
1.000 |
3,652.5 |
|
1.618 |
3,546.8 |
|
2.618 |
3,375.8 |
|
4.250 |
3,096.8 |
|
|
| Fisher Pivots for day following 25-Feb-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,944.0 |
3,940.8 |
| PP |
3,926.5 |
3,920.2 |
| S1 |
3,909.0 |
3,899.5 |
|