| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,025.5 |
2,025.1 |
-0.4 |
0.0% |
2,038.9 |
| High |
2,025.5 |
2,025.8 |
0.3 |
0.0% |
2,040.8 |
| Low |
2,011.6 |
1,990.0 |
-21.6 |
-1.1% |
2,013.8 |
| Close |
2,018.2 |
1,992.9 |
-25.3 |
-1.3% |
2,023.3 |
| Range |
13.9 |
35.8 |
21.9 |
157.6% |
27.0 |
| ATR |
21.7 |
22.7 |
1.0 |
4.6% |
0.0 |
| Volume |
317 |
198 |
-119 |
-37.5% |
1,135 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,110.3 |
2,087.4 |
2,012.6 |
|
| R3 |
2,074.5 |
2,051.6 |
2,002.7 |
|
| R2 |
2,038.7 |
2,038.7 |
1,999.5 |
|
| R1 |
2,015.8 |
2,015.8 |
1,996.2 |
2,009.4 |
| PP |
2,002.9 |
2,002.9 |
2,002.9 |
1,999.7 |
| S1 |
1,980.0 |
1,980.0 |
1,989.6 |
1,973.6 |
| S2 |
1,967.1 |
1,967.1 |
1,986.3 |
|
| S3 |
1,931.3 |
1,944.2 |
1,983.1 |
|
| S4 |
1,895.5 |
1,908.4 |
1,973.2 |
|
|
| 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 |
1,990.0 |
49.5 |
2.5% |
17.0 |
0.9% |
6% |
False |
True |
197 |
| 10 |
2,064.5 |
1,990.0 |
74.5 |
3.7% |
21.2 |
1.1% |
4% |
False |
True |
549 |
| 20 |
2,064.5 |
1,990.0 |
74.5 |
3.7% |
20.8 |
1.0% |
4% |
False |
True |
82,115 |
| 40 |
2,098.2 |
1,990.0 |
108.2 |
5.4% |
22.9 |
1.1% |
3% |
False |
True |
129,354 |
| 60 |
2,152.3 |
1,979.3 |
173.0 |
8.7% |
25.5 |
1.3% |
8% |
False |
False |
138,855 |
| 80 |
2,152.3 |
1,955.4 |
196.9 |
9.9% |
25.1 |
1.3% |
19% |
False |
False |
109,894 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.5% |
24.7 |
1.2% |
49% |
False |
False |
89,256 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.5% |
23.0 |
1.2% |
49% |
False |
False |
74,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.0 |
|
2.618 |
2,119.5 |
|
1.618 |
2,083.7 |
|
1.000 |
2,061.6 |
|
0.618 |
2,047.9 |
|
HIGH |
2,025.8 |
|
0.618 |
2,012.1 |
|
0.500 |
2,007.9 |
|
0.382 |
2,003.7 |
|
LOW |
1,990.0 |
|
0.618 |
1,967.9 |
|
1.000 |
1,954.2 |
|
1.618 |
1,932.1 |
|
2.618 |
1,896.3 |
|
4.250 |
1,837.9 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,007.9 |
2,011.0 |
| PP |
2,002.9 |
2,005.0 |
| S1 |
1,997.9 |
1,998.9 |
|