| Trading Metrics calculated at close of trading on 26-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2021 |
26-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
13,192.75 |
12,958.89 |
-233.86 |
-1.8% |
13,412.35 |
| High |
13,292.37 |
13,090.36 |
-202.01 |
-1.5% |
13,447.37 |
| Low |
12,773.76 |
12,767.97 |
-5.79 |
0.0% |
12,767.97 |
| Close |
12,828.31 |
12,909.44 |
81.13 |
0.6% |
12,909.44 |
| Range |
518.61 |
322.39 |
-196.22 |
-37.8% |
679.40 |
| ATR |
252.22 |
257.23 |
5.01 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,889.76 |
13,721.99 |
13,086.75 |
|
| R3 |
13,567.37 |
13,399.60 |
12,998.10 |
|
| R2 |
13,244.98 |
13,244.98 |
12,968.54 |
|
| R1 |
13,077.21 |
13,077.21 |
12,938.99 |
12,999.90 |
| PP |
12,922.59 |
12,922.59 |
12,922.59 |
12,883.94 |
| S1 |
12,754.82 |
12,754.82 |
12,879.89 |
12,677.51 |
| S2 |
12,600.20 |
12,600.20 |
12,850.34 |
|
| S3 |
12,277.81 |
12,432.43 |
12,820.78 |
|
| S4 |
11,955.42 |
12,110.04 |
12,732.13 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,079.79 |
14,674.02 |
13,283.11 |
|
| R3 |
14,400.39 |
13,994.62 |
13,096.28 |
|
| R2 |
13,720.99 |
13,720.99 |
13,034.00 |
|
| R1 |
13,315.22 |
13,315.22 |
12,971.72 |
13,178.41 |
| PP |
13,041.59 |
13,041.59 |
13,041.59 |
12,973.19 |
| S1 |
12,635.82 |
12,635.82 |
12,847.16 |
12,499.01 |
| S2 |
12,362.19 |
12,362.19 |
12,784.88 |
|
| S3 |
11,682.79 |
11,956.42 |
12,722.61 |
|
| S4 |
11,003.39 |
11,277.02 |
12,535.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,447.37 |
12,767.97 |
679.40 |
5.3% |
379.34 |
2.9% |
21% |
False |
True |
|
| 10 |
13,879.77 |
12,767.97 |
1,111.80 |
8.6% |
271.87 |
2.1% |
13% |
False |
True |
|
| 20 |
13,879.77 |
12,767.97 |
1,111.80 |
8.6% |
220.54 |
1.7% |
13% |
False |
True |
|
| 40 |
13,879.77 |
12,537.74 |
1,342.03 |
10.4% |
203.45 |
1.6% |
28% |
False |
False |
|
| 60 |
13,879.77 |
12,226.13 |
1,653.64 |
12.8% |
182.77 |
1.4% |
41% |
False |
False |
|
| 80 |
13,879.77 |
10,957.11 |
2,922.66 |
22.6% |
184.49 |
1.4% |
67% |
False |
False |
|
| 100 |
13,879.77 |
10,957.11 |
2,922.66 |
22.6% |
190.47 |
1.5% |
67% |
False |
False |
|
| 120 |
13,879.77 |
10,677.85 |
3,201.92 |
24.8% |
205.79 |
1.6% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,460.52 |
|
2.618 |
13,934.38 |
|
1.618 |
13,611.99 |
|
1.000 |
13,412.75 |
|
0.618 |
13,289.60 |
|
HIGH |
13,090.36 |
|
0.618 |
12,967.21 |
|
0.500 |
12,929.17 |
|
0.382 |
12,891.12 |
|
LOW |
12,767.97 |
|
0.618 |
12,568.73 |
|
1.000 |
12,445.58 |
|
1.618 |
12,246.34 |
|
2.618 |
11,923.95 |
|
4.250 |
11,397.81 |
|
|
| Fisher Pivots for day following 26-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,929.17 |
13,038.77 |
| PP |
12,922.59 |
12,995.66 |
| S1 |
12,916.02 |
12,952.55 |
|