| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,633.2330 |
2,776.0560 |
142.8230 |
5.4% |
2,295.7860 |
| High |
2,785.1400 |
2,858.0050 |
72.8650 |
2.6% |
2,520.6620 |
| Low |
2,620.6180 |
2,769.5090 |
148.8910 |
5.7% |
2,269.1870 |
| Close |
2,776.0560 |
2,795.2970 |
19.2410 |
0.7% |
2,503.2420 |
| Range |
164.5220 |
88.4960 |
-76.0260 |
-46.2% |
251.4750 |
| ATR |
108.1909 |
106.7841 |
-1.4068 |
-1.3% |
0.0000 |
| Volume |
201,335 |
225,683 |
24,348 |
12.1% |
762,514 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,073.0917 |
3,022.6903 |
2,843.9698 |
|
| R3 |
2,984.5957 |
2,934.1943 |
2,819.6334 |
|
| R2 |
2,896.0997 |
2,896.0997 |
2,811.5213 |
|
| R1 |
2,845.6983 |
2,845.6983 |
2,803.4091 |
2,870.8990 |
| PP |
2,807.6037 |
2,807.6037 |
2,807.6037 |
2,820.2040 |
| S1 |
2,757.2023 |
2,757.2023 |
2,787.1849 |
2,782.4030 |
| S2 |
2,719.1077 |
2,719.1077 |
2,779.0727 |
|
| S3 |
2,630.6117 |
2,668.7063 |
2,770.9606 |
|
| S4 |
2,542.1157 |
2,580.2103 |
2,746.6242 |
|
|
| 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 |
2,858.0050 |
2,419.2580 |
438.7470 |
15.7% |
124.0566 |
4.4% |
86% |
True |
False |
179,612 |
| 10 |
2,858.0050 |
2,269.1870 |
588.8180 |
21.1% |
96.4254 |
3.4% |
89% |
True |
False |
151,014 |
| 20 |
2,858.0050 |
2,170.7140 |
687.2910 |
24.6% |
97.3755 |
3.5% |
91% |
True |
False |
140,955 |
| 40 |
2,858.0050 |
2,111.1450 |
746.8600 |
26.7% |
116.2421 |
4.2% |
92% |
True |
False |
188,409 |
| 60 |
2,858.0050 |
1,919.5750 |
938.4300 |
33.6% |
113.3346 |
4.1% |
93% |
True |
False |
174,772 |
| 80 |
2,858.0050 |
1,593.2460 |
1,264.7590 |
45.2% |
107.6306 |
3.9% |
95% |
True |
False |
183,381 |
| 100 |
2,858.0050 |
1,523.0770 |
1,334.9280 |
47.8% |
95.8402 |
3.4% |
95% |
True |
False |
169,737 |
| 120 |
2,858.0050 |
1,523.0770 |
1,334.9280 |
47.8% |
88.0304 |
3.1% |
95% |
True |
False |
164,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,234.1130 |
|
2.618 |
3,089.6875 |
|
1.618 |
3,001.1915 |
|
1.000 |
2,946.5010 |
|
0.618 |
2,912.6955 |
|
HIGH |
2,858.0050 |
|
0.618 |
2,824.1995 |
|
0.500 |
2,813.7570 |
|
0.382 |
2,803.3145 |
|
LOW |
2,769.5090 |
|
0.618 |
2,714.8185 |
|
1.000 |
2,681.0130 |
|
1.618 |
2,626.3225 |
|
2.618 |
2,537.8265 |
|
4.250 |
2,393.4010 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,813.7570 |
2,772.4398 |
| PP |
2,807.6037 |
2,749.5827 |
| S1 |
2,801.4503 |
2,726.7255 |
|