| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,990.8810 |
2,927.2070 |
-63.6740 |
-2.1% |
2,503.2840 |
| High |
3,015.5420 |
3,031.2620 |
15.7200 |
0.5% |
2,858.0050 |
| Low |
2,872.0840 |
2,907.3400 |
35.2560 |
1.2% |
2,474.1830 |
| Close |
2,927.7160 |
2,985.0420 |
57.3260 |
2.0% |
2,792.2300 |
| Range |
143.4580 |
123.9220 |
-19.5360 |
-13.6% |
383.8220 |
| ATR |
115.5851 |
116.1806 |
0.5955 |
0.5% |
0.0000 |
| Volume |
268,692 |
261,143 |
-7,549 |
-2.8% |
844,333 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,346.3140 |
3,289.6000 |
3,053.1991 |
|
| R3 |
3,222.3920 |
3,165.6780 |
3,019.1206 |
|
| R2 |
3,098.4700 |
3,098.4700 |
3,007.7610 |
|
| R1 |
3,041.7560 |
3,041.7560 |
2,996.4015 |
3,070.1130 |
| PP |
2,974.5480 |
2,974.5480 |
2,974.5480 |
2,988.7265 |
| S1 |
2,917.8340 |
2,917.8340 |
2,973.6825 |
2,946.1910 |
| S2 |
2,850.6260 |
2,850.6260 |
2,962.3230 |
|
| S3 |
2,726.7040 |
2,793.9120 |
2,950.9635 |
|
| S4 |
2,602.7820 |
2,669.9900 |
2,916.8849 |
|
|
| 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 |
3,031.2620 |
2,761.2530 |
270.0090 |
9.0% |
114.2186 |
3.8% |
83% |
True |
False |
244,550 |
| 10 |
3,031.2620 |
2,413.8710 |
617.3910 |
20.7% |
114.8587 |
3.8% |
93% |
True |
False |
210,133 |
| 20 |
3,031.2620 |
2,177.6670 |
853.5950 |
28.6% |
96.2795 |
3.2% |
95% |
True |
False |
159,125 |
| 40 |
3,031.2620 |
2,111.1450 |
920.1170 |
30.8% |
117.4459 |
3.9% |
95% |
True |
False |
189,477 |
| 60 |
3,031.2620 |
1,986.4300 |
1,044.8320 |
35.0% |
113.7126 |
3.8% |
96% |
True |
False |
179,827 |
| 80 |
3,031.2620 |
1,751.1680 |
1,280.0940 |
42.9% |
108.2433 |
3.6% |
96% |
True |
False |
182,874 |
| 100 |
3,031.2620 |
1,523.0770 |
1,508.1850 |
50.5% |
98.8853 |
3.3% |
97% |
True |
False |
175,172 |
| 120 |
3,031.2620 |
1,523.0770 |
1,508.1850 |
50.5% |
90.2913 |
3.0% |
97% |
True |
False |
165,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,557.9305 |
|
2.618 |
3,355.6898 |
|
1.618 |
3,231.7678 |
|
1.000 |
3,155.1840 |
|
0.618 |
3,107.8458 |
|
HIGH |
3,031.2620 |
|
0.618 |
2,983.9238 |
|
0.500 |
2,969.3010 |
|
0.382 |
2,954.6782 |
|
LOW |
2,907.3400 |
|
0.618 |
2,830.7562 |
|
1.000 |
2,783.4180 |
|
1.618 |
2,706.8342 |
|
2.618 |
2,582.9122 |
|
4.250 |
2,380.6715 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,979.7950 |
2,973.9190 |
| PP |
2,974.5480 |
2,962.7960 |
| S1 |
2,969.3010 |
2,951.6730 |
|