| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1,990.3 |
1,993.6 |
3.3 |
0.2% |
2,038.9 |
| High |
1,993.5 |
2,007.2 |
13.7 |
0.7% |
2,040.8 |
| Low |
1,984.8 |
1,993.6 |
8.8 |
0.4% |
2,013.8 |
| Close |
1,990.3 |
2,002.1 |
11.8 |
0.6% |
2,023.3 |
| Range |
8.7 |
13.6 |
4.9 |
56.3% |
27.0 |
| ATR |
21.7 |
21.4 |
-0.3 |
-1.6% |
0.0 |
| Volume |
1,916 |
286 |
-1,630 |
-85.1% |
1,135 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,041.8 |
2,035.5 |
2,009.6 |
|
| R3 |
2,028.2 |
2,021.9 |
2,005.8 |
|
| R2 |
2,014.6 |
2,014.6 |
2,004.6 |
|
| R1 |
2,008.3 |
2,008.3 |
2,003.3 |
2,011.5 |
| PP |
2,001.0 |
2,001.0 |
2,001.0 |
2,002.5 |
| S1 |
1,994.7 |
1,994.7 |
2,000.9 |
1,997.9 |
| S2 |
1,987.4 |
1,987.4 |
1,999.6 |
|
| S3 |
1,973.8 |
1,981.1 |
1,998.4 |
|
| S4 |
1,960.2 |
1,967.5 |
1,994.6 |
|
|
| 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 |
2,032.0 |
1,984.8 |
47.2 |
2.4% |
16.8 |
0.8% |
37% |
False |
False |
555 |
| 10 |
2,055.9 |
1,984.8 |
71.1 |
3.6% |
17.4 |
0.9% |
24% |
False |
False |
474 |
| 20 |
2,064.5 |
1,984.8 |
79.7 |
4.0% |
19.4 |
1.0% |
22% |
False |
False |
60,914 |
| 40 |
2,098.2 |
1,984.8 |
113.4 |
5.7% |
22.2 |
1.1% |
15% |
False |
False |
121,571 |
| 60 |
2,152.3 |
1,984.8 |
167.5 |
8.4% |
25.1 |
1.3% |
10% |
False |
False |
137,945 |
| 80 |
2,152.3 |
1,955.4 |
196.9 |
9.8% |
24.7 |
1.2% |
24% |
False |
False |
109,643 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.5% |
24.6 |
1.2% |
52% |
False |
False |
89,204 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.5% |
22.9 |
1.1% |
52% |
False |
False |
74,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,065.0 |
|
2.618 |
2,042.8 |
|
1.618 |
2,029.2 |
|
1.000 |
2,020.8 |
|
0.618 |
2,015.6 |
|
HIGH |
2,007.2 |
|
0.618 |
2,002.0 |
|
0.500 |
2,000.4 |
|
0.382 |
1,998.8 |
|
LOW |
1,993.6 |
|
0.618 |
1,985.2 |
|
1.000 |
1,980.0 |
|
1.618 |
1,971.6 |
|
2.618 |
1,958.0 |
|
4.250 |
1,935.8 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,001.5 |
2,005.3 |
| PP |
2,001.0 |
2,004.2 |
| S1 |
2,000.4 |
2,003.2 |
|