| 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 |
2,024.11 |
2,025.93 |
1.82 |
0.1% |
2,024.70 |
| High |
2,031.84 |
2,034.11 |
2.27 |
0.1% |
2,028.90 |
| Low |
2,021.52 |
2,020.58 |
-0.94 |
0.0% |
1,986.16 |
| Close |
2,025.50 |
2,024.41 |
-1.09 |
-0.1% |
2,013.65 |
| Range |
10.32 |
13.53 |
3.21 |
31.1% |
42.74 |
| ATR |
18.66 |
18.29 |
-0.37 |
-2.0% |
0.00 |
| Volume |
5,749 |
5,631 |
-118 |
-2.1% |
28,458 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,066.96 |
2,059.21 |
2,031.85 |
|
| R3 |
2,053.43 |
2,045.68 |
2,028.13 |
|
| R2 |
2,039.90 |
2,039.90 |
2,026.89 |
|
| R1 |
2,032.15 |
2,032.15 |
2,025.65 |
2,029.26 |
| PP |
2,026.37 |
2,026.37 |
2,026.37 |
2,024.92 |
| S1 |
2,018.62 |
2,018.62 |
2,023.17 |
2,015.73 |
| S2 |
2,012.84 |
2,012.84 |
2,021.93 |
|
| S3 |
1,999.31 |
2,005.09 |
2,020.69 |
|
| S4 |
1,985.78 |
1,991.56 |
2,016.97 |
|
|
| 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 |
2,034.11 |
1,990.62 |
43.49 |
2.1% |
14.69 |
0.7% |
78% |
True |
False |
5,707 |
| 10 |
2,038.37 |
1,986.16 |
52.21 |
2.6% |
16.53 |
0.8% |
73% |
False |
False |
5,687 |
| 20 |
2,063.81 |
1,986.16 |
77.65 |
3.8% |
17.73 |
0.9% |
49% |
False |
False |
5,597 |
| 40 |
2,088.26 |
1,986.16 |
102.10 |
5.0% |
19.49 |
1.0% |
37% |
False |
False |
5,513 |
| 60 |
2,122.65 |
1,973.95 |
148.70 |
7.3% |
22.04 |
1.1% |
34% |
False |
False |
5,469 |
| 80 |
2,122.65 |
1,933.24 |
189.41 |
9.4% |
21.46 |
1.1% |
48% |
False |
False |
5,507 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
21.70 |
1.1% |
68% |
False |
False |
5,502 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
20.32 |
1.0% |
68% |
False |
False |
5,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,091.61 |
|
2.618 |
2,069.53 |
|
1.618 |
2,056.00 |
|
1.000 |
2,047.64 |
|
0.618 |
2,042.47 |
|
HIGH |
2,034.11 |
|
0.618 |
2,028.94 |
|
0.500 |
2,027.35 |
|
0.382 |
2,025.75 |
|
LOW |
2,020.58 |
|
0.618 |
2,012.22 |
|
1.000 |
2,007.05 |
|
1.618 |
1,998.69 |
|
2.618 |
1,985.16 |
|
4.250 |
1,963.08 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,027.35 |
2,024.64 |
| PP |
2,026.37 |
2,024.56 |
| S1 |
2,025.39 |
2,024.49 |
|