| Trading Metrics calculated at close of trading on 12-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2021 |
12-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
13,729.74 |
13,695.90 |
-33.84 |
-0.2% |
13,666.68 |
| High |
13,747.20 |
13,816.25 |
69.05 |
0.5% |
13,816.25 |
| Low |
13,637.19 |
13,656.78 |
19.59 |
0.1% |
13,531.93 |
| Close |
13,734.35 |
13,807.70 |
73.35 |
0.5% |
13,807.70 |
| Range |
110.01 |
159.47 |
49.46 |
45.0% |
284.32 |
| ATR |
192.93 |
190.54 |
-2.39 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,238.65 |
14,182.65 |
13,895.41 |
|
| R3 |
14,079.18 |
14,023.18 |
13,851.55 |
|
| R2 |
13,919.71 |
13,919.71 |
13,836.94 |
|
| R1 |
13,863.71 |
13,863.71 |
13,822.32 |
13,891.71 |
| PP |
13,760.24 |
13,760.24 |
13,760.24 |
13,774.25 |
| S1 |
13,704.24 |
13,704.24 |
13,793.08 |
13,732.24 |
| S2 |
13,600.77 |
13,600.77 |
13,778.46 |
|
| S3 |
13,441.30 |
13,544.77 |
13,763.85 |
|
| S4 |
13,281.83 |
13,385.30 |
13,719.99 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,571.59 |
14,473.96 |
13,964.08 |
|
| R3 |
14,287.27 |
14,189.64 |
13,885.89 |
|
| R2 |
14,002.95 |
14,002.95 |
13,859.83 |
|
| R1 |
13,905.32 |
13,905.32 |
13,833.76 |
13,954.14 |
| PP |
13,718.63 |
13,718.63 |
13,718.63 |
13,743.03 |
| S1 |
13,621.00 |
13,621.00 |
13,781.64 |
13,669.82 |
| S2 |
13,434.31 |
13,434.31 |
13,755.57 |
|
| S3 |
13,149.99 |
13,336.68 |
13,729.51 |
|
| S4 |
12,865.67 |
13,052.36 |
13,651.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,816.25 |
13,531.93 |
284.32 |
2.1% |
134.58 |
1.0% |
97% |
True |
False |
|
| 10 |
13,816.25 |
12,983.10 |
833.15 |
6.0% |
152.91 |
1.1% |
99% |
True |
False |
|
| 20 |
13,816.25 |
12,758.10 |
1,058.15 |
7.7% |
182.20 |
1.3% |
99% |
True |
False |
|
| 40 |
13,816.25 |
12,474.03 |
1,342.22 |
9.7% |
168.28 |
1.2% |
99% |
True |
False |
|
| 60 |
13,816.25 |
11,817.53 |
1,998.72 |
14.5% |
161.51 |
1.2% |
100% |
True |
False |
|
| 80 |
13,816.25 |
10,957.11 |
2,859.14 |
20.7% |
178.02 |
1.3% |
100% |
True |
False |
|
| 100 |
13,816.25 |
10,728.41 |
3,087.84 |
22.4% |
185.45 |
1.3% |
100% |
True |
False |
|
| 120 |
13,816.25 |
10,677.85 |
3,138.40 |
22.7% |
201.24 |
1.5% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,494.00 |
|
2.618 |
14,233.74 |
|
1.618 |
14,074.27 |
|
1.000 |
13,975.72 |
|
0.618 |
13,914.80 |
|
HIGH |
13,816.25 |
|
0.618 |
13,755.33 |
|
0.500 |
13,736.52 |
|
0.382 |
13,717.70 |
|
LOW |
13,656.78 |
|
0.618 |
13,558.23 |
|
1.000 |
13,497.31 |
|
1.618 |
13,398.76 |
|
2.618 |
13,239.29 |
|
4.250 |
12,979.03 |
|
|
| Fisher Pivots for day following 12-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
13,783.97 |
13,763.16 |
| PP |
13,760.24 |
13,718.63 |
| S1 |
13,736.52 |
13,674.09 |
|