| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,630.6810 |
2,633.2330 |
2.5520 |
0.1% |
2,295.7860 |
| High |
2,682.8490 |
2,785.1400 |
102.2910 |
3.8% |
2,520.6620 |
| Low |
2,595.4460 |
2,620.6180 |
25.1720 |
1.0% |
2,269.1870 |
| Close |
2,633.1800 |
2,776.0560 |
142.8760 |
5.4% |
2,503.2420 |
| Range |
87.4030 |
164.5220 |
77.1190 |
88.2% |
251.4750 |
| ATR |
103.8577 |
108.1909 |
4.3332 |
4.2% |
0.0000 |
| Volume |
225,880 |
201,335 |
-24,545 |
-10.9% |
762,514 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,220.8373 |
3,162.9687 |
2,866.5431 |
|
| R3 |
3,056.3153 |
2,998.4467 |
2,821.2996 |
|
| R2 |
2,891.7933 |
2,891.7933 |
2,806.2184 |
|
| R1 |
2,833.9247 |
2,833.9247 |
2,791.1372 |
2,862.8590 |
| PP |
2,727.2713 |
2,727.2713 |
2,727.2713 |
2,741.7385 |
| S1 |
2,669.4027 |
2,669.4027 |
2,760.9748 |
2,698.3370 |
| S2 |
2,562.7493 |
2,562.7493 |
2,745.8936 |
|
| S3 |
2,398.2273 |
2,504.8807 |
2,730.8125 |
|
| S4 |
2,233.7053 |
2,340.3587 |
2,685.5689 |
|
|
| 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 |
2,785.1400 |
2,413.8710 |
371.2690 |
13.4% |
115.4988 |
4.2% |
98% |
True |
False |
175,716 |
| 10 |
2,785.1400 |
2,248.6180 |
536.5220 |
19.3% |
93.7859 |
3.4% |
98% |
True |
False |
139,931 |
| 20 |
2,785.1400 |
2,170.7140 |
614.4260 |
22.1% |
98.8527 |
3.6% |
99% |
True |
False |
139,516 |
| 40 |
2,785.1400 |
2,111.1450 |
673.9950 |
24.3% |
117.6008 |
4.2% |
99% |
True |
False |
182,812 |
| 60 |
2,785.1400 |
1,909.8580 |
875.2820 |
31.5% |
113.2149 |
4.1% |
99% |
True |
False |
174,732 |
| 80 |
2,785.1400 |
1,562.2540 |
1,222.8860 |
44.1% |
107.3657 |
3.9% |
99% |
True |
False |
183,074 |
| 100 |
2,785.1400 |
1,523.0770 |
1,262.0630 |
45.5% |
95.1857 |
3.4% |
99% |
True |
False |
168,434 |
| 120 |
2,785.1400 |
1,523.0770 |
1,262.0630 |
45.5% |
87.6555 |
3.2% |
99% |
True |
False |
164,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,484.3585 |
|
2.618 |
3,215.8586 |
|
1.618 |
3,051.3366 |
|
1.000 |
2,949.6620 |
|
0.618 |
2,886.8146 |
|
HIGH |
2,785.1400 |
|
0.618 |
2,722.2926 |
|
0.500 |
2,702.8790 |
|
0.382 |
2,683.4654 |
|
LOW |
2,620.6180 |
|
0.618 |
2,518.9434 |
|
1.000 |
2,456.0960 |
|
1.618 |
2,354.4214 |
|
2.618 |
2,189.8994 |
|
4.250 |
1,921.3995 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,751.6637 |
2,727.2578 |
| PP |
2,727.2713 |
2,678.4597 |
| S1 |
2,702.8790 |
2,629.6615 |
|