| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,503.2840 |
2,630.6810 |
127.3970 |
5.1% |
2,295.7860 |
| High |
2,652.6410 |
2,682.8490 |
30.2080 |
1.1% |
2,520.6620 |
| Low |
2,474.1830 |
2,595.4460 |
121.2630 |
4.9% |
2,269.1870 |
| Close |
2,630.6810 |
2,633.1800 |
2.4990 |
0.1% |
2,503.2420 |
| Range |
178.4580 |
87.4030 |
-91.0550 |
-51.0% |
251.4750 |
| ATR |
105.1235 |
103.8577 |
-1.2657 |
-1.2% |
0.0000 |
| Volume |
1,912 |
225,880 |
223,968 |
11,713.8% |
762,514 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,899.3673 |
2,853.6767 |
2,681.2517 |
|
| R3 |
2,811.9643 |
2,766.2737 |
2,657.2158 |
|
| R2 |
2,724.5613 |
2,724.5613 |
2,649.2039 |
|
| R1 |
2,678.8707 |
2,678.8707 |
2,641.1919 |
2,701.7160 |
| PP |
2,637.1583 |
2,637.1583 |
2,637.1583 |
2,648.5810 |
| S1 |
2,591.4677 |
2,591.4677 |
2,625.1681 |
2,614.3130 |
| S2 |
2,549.7553 |
2,549.7553 |
2,617.1561 |
|
| S3 |
2,462.3523 |
2,504.0647 |
2,609.1442 |
|
| S4 |
2,374.9493 |
2,416.6617 |
2,585.1084 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,185.4553 |
3,095.8237 |
2,641.5533 |
|
| R3 |
2,933.9803 |
2,844.3487 |
2,572.3976 |
|
| R2 |
2,682.5053 |
2,682.5053 |
2,549.3458 |
|
| R1 |
2,592.8737 |
2,592.8737 |
2,526.2939 |
2,637.6895 |
| PP |
2,431.0303 |
2,431.0303 |
2,431.0303 |
2,453.4383 |
| S1 |
2,341.3987 |
2,341.3987 |
2,480.1901 |
2,386.2145 |
| S2 |
2,179.5553 |
2,179.5553 |
2,457.1383 |
|
| S3 |
1,928.0803 |
2,089.9237 |
2,434.0864 |
|
| S4 |
1,676.6053 |
1,838.4487 |
2,364.9308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,682.8490 |
2,353.4520 |
329.3970 |
12.5% |
100.4906 |
3.8% |
85% |
True |
False |
165,260 |
| 10 |
2,682.8490 |
2,248.6180 |
434.2310 |
16.5% |
88.4003 |
3.4% |
89% |
True |
False |
133,958 |
| 20 |
2,682.8490 |
2,170.7140 |
512.1350 |
19.4% |
95.1565 |
3.6% |
90% |
True |
False |
136,691 |
| 40 |
2,715.8900 |
2,111.1450 |
604.7450 |
23.0% |
116.1701 |
4.4% |
86% |
False |
False |
177,822 |
| 60 |
2,715.8900 |
1,909.8580 |
806.0320 |
30.6% |
112.9986 |
4.3% |
90% |
False |
False |
176,452 |
| 80 |
2,715.8900 |
1,543.6780 |
1,172.2120 |
44.5% |
105.6971 |
4.0% |
93% |
False |
False |
182,112 |
| 100 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
45.3% |
94.1426 |
3.6% |
93% |
False |
False |
167,975 |
| 120 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
45.3% |
87.1223 |
3.3% |
93% |
False |
False |
164,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,054.3118 |
|
2.618 |
2,911.6701 |
|
1.618 |
2,824.2671 |
|
1.000 |
2,770.2520 |
|
0.618 |
2,736.8641 |
|
HIGH |
2,682.8490 |
|
0.618 |
2,649.4611 |
|
0.500 |
2,639.1475 |
|
0.382 |
2,628.8339 |
|
LOW |
2,595.4460 |
|
0.618 |
2,541.4309 |
|
1.000 |
2,508.0430 |
|
1.618 |
2,454.0279 |
|
2.618 |
2,366.6249 |
|
4.250 |
2,223.9833 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,639.1475 |
2,605.8045 |
| PP |
2,637.1583 |
2,578.4290 |
| S1 |
2,635.1692 |
2,551.0535 |
|