| Trading Metrics calculated at close of trading on 23-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,927.2070 |
2,985.0420 |
57.8350 |
2.0% |
2,965.1500 |
| High |
3,031.2620 |
2,990.9840 |
-40.2780 |
-1.3% |
3,031.2620 |
| Low |
2,907.3400 |
2,909.6060 |
2.2660 |
0.1% |
2,872.0840 |
| Close |
2,985.0420 |
2,946.0050 |
-39.0370 |
-1.3% |
2,946.0050 |
| Range |
123.9220 |
81.3780 |
-42.5440 |
-34.3% |
159.1780 |
| ATR |
116.1806 |
113.6947 |
-2.4859 |
-2.1% |
0.0000 |
| Volume |
261,143 |
157,902 |
-103,241 |
-39.5% |
965,446 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,192.9990 |
3,150.8800 |
2,990.7629 |
|
| R3 |
3,111.6210 |
3,069.5020 |
2,968.3840 |
|
| R2 |
3,030.2430 |
3,030.2430 |
2,960.9243 |
|
| R1 |
2,988.1240 |
2,988.1240 |
2,953.4647 |
2,968.4945 |
| PP |
2,948.8650 |
2,948.8650 |
2,948.8650 |
2,939.0503 |
| S1 |
2,906.7460 |
2,906.7460 |
2,938.5454 |
2,887.1165 |
| S2 |
2,867.4870 |
2,867.4870 |
2,931.0857 |
|
| S3 |
2,786.1090 |
2,825.3680 |
2,923.6261 |
|
| S4 |
2,704.7310 |
2,743.9900 |
2,901.2471 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,427.3177 |
3,345.8393 |
3,033.5529 |
|
| R3 |
3,268.1397 |
3,186.6613 |
2,989.7790 |
|
| R2 |
3,108.9617 |
3,108.9617 |
2,975.1876 |
|
| R1 |
3,027.4833 |
3,027.4833 |
2,960.5963 |
2,988.6335 |
| PP |
2,949.7837 |
2,949.7837 |
2,949.7837 |
2,930.3588 |
| S1 |
2,868.3053 |
2,868.3053 |
2,931.4137 |
2,829.4555 |
| S2 |
2,790.6057 |
2,790.6057 |
2,916.8224 |
|
| S3 |
2,631.4277 |
2,709.1273 |
2,902.2311 |
|
| S4 |
2,472.2497 |
2,549.9493 |
2,858.4571 |
|
|
| 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 |
9.2% |
112.7950 |
3.8% |
68% |
False |
False |
230,993 |
| 10 |
3,031.2620 |
2,419.2580 |
612.0040 |
20.8% |
118.4258 |
4.0% |
86% |
False |
False |
205,302 |
| 20 |
3,031.2620 |
2,195.7070 |
835.5550 |
28.4% |
97.2861 |
3.3% |
90% |
False |
False |
160,369 |
| 40 |
3,031.2620 |
2,111.1450 |
920.1170 |
31.2% |
117.0057 |
4.0% |
91% |
False |
False |
188,821 |
| 60 |
3,031.2620 |
1,996.0630 |
1,035.1990 |
35.1% |
113.2491 |
3.8% |
92% |
False |
False |
182,423 |
| 80 |
3,031.2620 |
1,764.9770 |
1,266.2850 |
43.0% |
108.5115 |
3.7% |
93% |
False |
False |
182,604 |
| 100 |
3,031.2620 |
1,523.0770 |
1,508.1850 |
51.2% |
99.2618 |
3.4% |
94% |
False |
False |
174,947 |
| 120 |
3,031.2620 |
1,523.0770 |
1,508.1850 |
51.2% |
90.3547 |
3.1% |
94% |
False |
False |
165,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,336.8405 |
|
2.618 |
3,204.0316 |
|
1.618 |
3,122.6536 |
|
1.000 |
3,072.3620 |
|
0.618 |
3,041.2756 |
|
HIGH |
2,990.9840 |
|
0.618 |
2,959.8976 |
|
0.500 |
2,950.2950 |
|
0.382 |
2,940.6924 |
|
LOW |
2,909.6060 |
|
0.618 |
2,859.3144 |
|
1.000 |
2,828.2280 |
|
1.618 |
2,777.9364 |
|
2.618 |
2,696.5584 |
|
4.250 |
2,563.7495 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,950.2950 |
2,951.6730 |
| PP |
2,948.8650 |
2,949.7837 |
| S1 |
2,947.4350 |
2,947.8943 |
|