| Trading Metrics calculated at close of trading on 20-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,794.8600 |
2,965.1500 |
170.2900 |
6.1% |
2,503.2840 |
| High |
2,857.6960 |
3,001.8140 |
144.1180 |
5.0% |
2,858.0050 |
| Low |
2,761.2530 |
2,883.0400 |
121.7870 |
4.4% |
2,474.1830 |
| Close |
2,792.2300 |
2,990.8810 |
198.6510 |
7.1% |
2,792.2300 |
| Range |
96.4430 |
118.7740 |
22.3310 |
23.2% |
383.8220 |
| ATR |
106.0455 |
113.4411 |
7.3956 |
7.0% |
0.0000 |
| Volume |
189,523 |
277,709 |
88,186 |
46.5% |
844,333 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,314.9003 |
3,271.6647 |
3,056.2067 |
|
| R3 |
3,196.1263 |
3,152.8907 |
3,023.5439 |
|
| R2 |
3,077.3523 |
3,077.3523 |
3,012.6562 |
|
| R1 |
3,034.1167 |
3,034.1167 |
3,001.7686 |
3,055.7345 |
| PP |
2,958.5783 |
2,958.5783 |
2,958.5783 |
2,969.3873 |
| S1 |
2,915.3427 |
2,915.3427 |
2,979.9934 |
2,936.9605 |
| S2 |
2,839.8043 |
2,839.8043 |
2,969.1058 |
|
| S3 |
2,721.0303 |
2,796.5687 |
2,958.2182 |
|
| S4 |
2,602.2563 |
2,677.7947 |
2,925.5553 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,859.6053 |
3,709.7397 |
3,003.3321 |
|
| R3 |
3,475.7833 |
3,325.9177 |
2,897.7811 |
|
| R2 |
3,091.9613 |
3,091.9613 |
2,862.5974 |
|
| R1 |
2,942.0957 |
2,942.0957 |
2,827.4137 |
3,017.0285 |
| PP |
2,708.1393 |
2,708.1393 |
2,708.1393 |
2,745.6058 |
| S1 |
2,558.2737 |
2,558.2737 |
2,757.0463 |
2,633.2065 |
| S2 |
2,324.3173 |
2,324.3173 |
2,721.8626 |
|
| S3 |
1,940.4953 |
2,174.4517 |
2,686.6790 |
|
| S4 |
1,556.6733 |
1,790.6297 |
2,581.1279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,001.8140 |
2,595.4460 |
406.3680 |
13.6% |
111.1276 |
3.7% |
97% |
True |
False |
224,026 |
| 10 |
3,001.8140 |
2,284.8710 |
716.9430 |
24.0% |
107.6458 |
3.6% |
98% |
True |
False |
188,374 |
| 20 |
3,001.8140 |
2,170.7140 |
831.1000 |
27.8% |
94.9878 |
3.2% |
99% |
True |
False |
155,706 |
| 40 |
3,001.8140 |
2,111.1450 |
890.6690 |
29.8% |
116.0602 |
3.9% |
99% |
True |
False |
188,896 |
| 60 |
3,001.8140 |
1,932.7500 |
1,069.0640 |
35.7% |
113.1061 |
3.8% |
99% |
True |
False |
178,869 |
| 80 |
3,001.8140 |
1,751.1680 |
1,250.6460 |
41.8% |
106.8449 |
3.6% |
99% |
True |
False |
182,953 |
| 100 |
3,001.8140 |
1,523.0770 |
1,478.7370 |
49.4% |
97.4447 |
3.3% |
99% |
True |
False |
173,532 |
| 120 |
3,001.8140 |
1,523.0770 |
1,478.7370 |
49.4% |
89.2308 |
3.0% |
99% |
True |
False |
167,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,506.6035 |
|
2.618 |
3,312.7643 |
|
1.618 |
3,193.9903 |
|
1.000 |
3,120.5880 |
|
0.618 |
3,075.2163 |
|
HIGH |
3,001.8140 |
|
0.618 |
2,956.4423 |
|
0.500 |
2,942.4270 |
|
0.382 |
2,928.4117 |
|
LOW |
2,883.0400 |
|
0.618 |
2,809.6377 |
|
1.000 |
2,764.2660 |
|
1.618 |
2,690.8637 |
|
2.618 |
2,572.0897 |
|
4.250 |
2,378.2505 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,974.7297 |
2,954.4318 |
| PP |
2,958.5783 |
2,917.9827 |
| S1 |
2,942.4270 |
2,881.5335 |
|