| Trading Metrics calculated at close of trading on 21-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2024 |
21-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,017.94 |
2,024.11 |
6.17 |
0.3% |
2,024.70 |
| High |
2,030.32 |
2,031.84 |
1.52 |
0.1% |
2,028.90 |
| Low |
2,015.17 |
2,021.52 |
6.35 |
0.3% |
1,986.16 |
| Close |
2,023.93 |
2,025.50 |
1.57 |
0.1% |
2,013.65 |
| Range |
15.15 |
10.32 |
-4.83 |
-31.9% |
42.74 |
| ATR |
19.30 |
18.66 |
-0.64 |
-3.3% |
0.00 |
| Volume |
5,718 |
5,749 |
31 |
0.5% |
28,458 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,057.25 |
2,051.69 |
2,031.18 |
|
| R3 |
2,046.93 |
2,041.37 |
2,028.34 |
|
| R2 |
2,036.61 |
2,036.61 |
2,027.39 |
|
| R1 |
2,031.05 |
2,031.05 |
2,026.45 |
2,033.83 |
| PP |
2,026.29 |
2,026.29 |
2,026.29 |
2,027.68 |
| S1 |
2,020.73 |
2,020.73 |
2,024.55 |
2,023.51 |
| S2 |
2,015.97 |
2,015.97 |
2,023.61 |
|
| S3 |
2,005.65 |
2,010.41 |
2,022.66 |
|
| S4 |
1,995.33 |
2,000.09 |
2,019.82 |
|
|
| 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 |
2,031.84 |
1,986.16 |
45.68 |
2.3% |
13.81 |
0.7% |
86% |
True |
False |
5,722 |
| 10 |
2,042.46 |
1,986.16 |
56.30 |
2.8% |
16.31 |
0.8% |
70% |
False |
False |
5,694 |
| 20 |
2,063.81 |
1,986.16 |
77.65 |
3.8% |
18.21 |
0.9% |
51% |
False |
False |
5,589 |
| 40 |
2,088.26 |
1,986.16 |
102.10 |
5.0% |
19.75 |
1.0% |
39% |
False |
False |
5,507 |
| 60 |
2,122.65 |
1,973.95 |
148.70 |
7.3% |
22.00 |
1.1% |
35% |
False |
False |
5,462 |
| 80 |
2,122.65 |
1,933.24 |
189.41 |
9.4% |
21.53 |
1.1% |
49% |
False |
False |
5,505 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
21.75 |
1.1% |
69% |
False |
False |
5,503 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
20.31 |
1.0% |
69% |
False |
False |
5,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,075.70 |
|
2.618 |
2,058.86 |
|
1.618 |
2,048.54 |
|
1.000 |
2,042.16 |
|
0.618 |
2,038.22 |
|
HIGH |
2,031.84 |
|
0.618 |
2,027.90 |
|
0.500 |
2,026.68 |
|
0.382 |
2,025.46 |
|
LOW |
2,021.52 |
|
0.618 |
2,015.14 |
|
1.000 |
2,011.20 |
|
1.618 |
2,004.82 |
|
2.618 |
1,994.50 |
|
4.250 |
1,977.66 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,026.68 |
2,021.75 |
| PP |
2,026.29 |
2,018.00 |
| S1 |
2,025.89 |
2,014.26 |
|