| 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 |
2,004.13 |
2,017.94 |
13.81 |
0.7% |
2,024.70 |
| High |
2,014.79 |
2,030.32 |
15.53 |
0.8% |
2,028.90 |
| Low |
1,996.67 |
2,015.17 |
18.50 |
0.9% |
1,986.16 |
| Close |
2,013.65 |
2,023.93 |
10.28 |
0.5% |
2,013.65 |
| Range |
18.12 |
15.15 |
-2.97 |
-16.4% |
42.74 |
| ATR |
19.50 |
19.30 |
-0.20 |
-1.0% |
0.00 |
| Volume |
5,693 |
5,718 |
25 |
0.4% |
28,458 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,068.59 |
2,061.41 |
2,032.26 |
|
| R3 |
2,053.44 |
2,046.26 |
2,028.10 |
|
| R2 |
2,038.29 |
2,038.29 |
2,026.71 |
|
| R1 |
2,031.11 |
2,031.11 |
2,025.32 |
2,034.70 |
| PP |
2,023.14 |
2,023.14 |
2,023.14 |
2,024.94 |
| S1 |
2,015.96 |
2,015.96 |
2,022.54 |
2,019.55 |
| S2 |
2,007.99 |
2,007.99 |
2,021.15 |
|
| S3 |
1,992.84 |
2,000.81 |
2,019.76 |
|
| S4 |
1,977.69 |
1,985.66 |
2,015.60 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.79 |
2,118.46 |
2,037.16 |
|
| R3 |
2,095.05 |
2,075.72 |
2,025.40 |
|
| R2 |
2,052.31 |
2,052.31 |
2,021.49 |
|
| R1 |
2,032.98 |
2,032.98 |
2,017.57 |
2,021.28 |
| PP |
2,009.57 |
2,009.57 |
2,009.57 |
2,003.72 |
| S1 |
1,990.24 |
1,990.24 |
2,009.73 |
1,978.54 |
| S2 |
1,966.83 |
1,966.83 |
2,005.81 |
|
| S3 |
1,924.09 |
1,947.50 |
2,001.90 |
|
| S4 |
1,881.35 |
1,904.76 |
1,990.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,030.32 |
1,986.16 |
44.16 |
2.2% |
19.27 |
1.0% |
86% |
True |
False |
5,707 |
| 10 |
2,042.46 |
1,986.16 |
56.30 |
2.8% |
16.71 |
0.8% |
67% |
False |
False |
5,676 |
| 20 |
2,063.81 |
1,986.16 |
77.65 |
3.8% |
18.50 |
0.9% |
49% |
False |
False |
5,574 |
| 40 |
2,088.26 |
1,986.16 |
102.10 |
5.0% |
19.86 |
1.0% |
37% |
False |
False |
5,502 |
| 60 |
2,122.65 |
1,973.95 |
148.70 |
7.3% |
22.12 |
1.1% |
34% |
False |
False |
5,460 |
| 80 |
2,122.65 |
1,933.24 |
189.41 |
9.4% |
21.59 |
1.1% |
48% |
False |
False |
5,503 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
21.95 |
1.1% |
68% |
False |
False |
5,503 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
20.42 |
1.0% |
68% |
False |
False |
5,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,094.71 |
|
2.618 |
2,069.98 |
|
1.618 |
2,054.83 |
|
1.000 |
2,045.47 |
|
0.618 |
2,039.68 |
|
HIGH |
2,030.32 |
|
0.618 |
2,024.53 |
|
0.500 |
2,022.75 |
|
0.382 |
2,020.96 |
|
LOW |
2,015.17 |
|
0.618 |
2,005.81 |
|
1.000 |
2,000.02 |
|
1.618 |
1,990.66 |
|
2.618 |
1,975.51 |
|
4.250 |
1,950.78 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,023.54 |
2,019.44 |
| PP |
2,023.14 |
2,014.96 |
| S1 |
2,022.75 |
2,010.47 |
|