| Trading Metrics calculated at close of trading on 12-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2024 |
12-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,032.0 |
2,025.5 |
-6.5 |
-0.3% |
2,038.9 |
| High |
2,032.0 |
2,025.5 |
-6.5 |
-0.3% |
2,040.8 |
| Low |
2,020.0 |
2,011.6 |
-8.4 |
-0.4% |
2,013.8 |
| Close |
2,023.3 |
2,018.2 |
-5.1 |
-0.3% |
2,023.3 |
| Range |
12.0 |
13.9 |
1.9 |
15.8% |
27.0 |
| ATR |
22.3 |
21.7 |
-0.6 |
-2.7% |
0.0 |
| Volume |
62 |
317 |
255 |
411.3% |
1,135 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,060.1 |
2,053.1 |
2,025.8 |
|
| R3 |
2,046.2 |
2,039.2 |
2,022.0 |
|
| R2 |
2,032.3 |
2,032.3 |
2,020.7 |
|
| R1 |
2,025.3 |
2,025.3 |
2,019.5 |
2,021.9 |
| PP |
2,018.4 |
2,018.4 |
2,018.4 |
2,016.7 |
| S1 |
2,011.4 |
2,011.4 |
2,016.9 |
2,008.0 |
| S2 |
2,004.5 |
2,004.5 |
2,015.7 |
|
| S3 |
1,990.6 |
1,997.5 |
2,014.4 |
|
| S4 |
1,976.7 |
1,983.6 |
2,010.6 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.0 |
2,092.1 |
2,038.2 |
|
| R3 |
2,080.0 |
2,065.1 |
2,030.7 |
|
| R2 |
2,053.0 |
2,053.0 |
2,028.3 |
|
| R1 |
2,038.1 |
2,038.1 |
2,025.8 |
2,032.1 |
| PP |
2,026.0 |
2,026.0 |
2,026.0 |
2,022.9 |
| S1 |
2,011.1 |
2,011.1 |
2,020.8 |
2,005.1 |
| S2 |
1,999.0 |
1,999.0 |
2,018.4 |
|
| S3 |
1,972.0 |
1,984.1 |
2,015.9 |
|
| S4 |
1,945.0 |
1,957.1 |
2,008.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,039.5 |
2,011.6 |
27.9 |
1.4% |
12.1 |
0.6% |
24% |
False |
True |
208 |
| 10 |
2,064.5 |
2,011.6 |
52.9 |
2.6% |
19.7 |
1.0% |
12% |
False |
True |
3,220 |
| 20 |
2,064.5 |
2,004.0 |
60.5 |
3.0% |
20.7 |
1.0% |
23% |
False |
False |
96,368 |
| 40 |
2,098.2 |
2,004.0 |
94.2 |
4.7% |
22.6 |
1.1% |
15% |
False |
False |
135,127 |
| 60 |
2,152.3 |
1,979.0 |
173.3 |
8.6% |
25.2 |
1.2% |
23% |
False |
False |
139,138 |
| 80 |
2,152.3 |
1,955.4 |
196.9 |
9.8% |
25.2 |
1.2% |
32% |
False |
False |
110,008 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
24.5 |
1.2% |
57% |
False |
False |
89,293 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
22.8 |
1.1% |
57% |
False |
False |
74,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,084.6 |
|
2.618 |
2,061.9 |
|
1.618 |
2,048.0 |
|
1.000 |
2,039.4 |
|
0.618 |
2,034.1 |
|
HIGH |
2,025.5 |
|
0.618 |
2,020.2 |
|
0.500 |
2,018.6 |
|
0.382 |
2,016.9 |
|
LOW |
2,011.6 |
|
0.618 |
2,003.0 |
|
1.000 |
1,997.7 |
|
1.618 |
1,989.1 |
|
2.618 |
1,975.2 |
|
4.250 |
1,952.5 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,018.6 |
2,024.2 |
| PP |
2,018.4 |
2,022.2 |
| S1 |
2,018.3 |
2,020.2 |
|