| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1,993.6 |
2,005.0 |
11.4 |
0.6% |
2,025.5 |
| High |
2,007.2 |
2,012.5 |
5.3 |
0.3% |
2,025.8 |
| Low |
1,993.6 |
1,996.5 |
2.9 |
0.1% |
1,984.8 |
| Close |
2,002.1 |
2,011.5 |
9.4 |
0.5% |
2,011.5 |
| Range |
13.6 |
16.0 |
2.4 |
17.6% |
41.0 |
| ATR |
21.4 |
21.0 |
-0.4 |
-1.8% |
0.0 |
| Volume |
286 |
32 |
-254 |
-88.8% |
2,749 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,054.8 |
2,049.2 |
2,020.3 |
|
| R3 |
2,038.8 |
2,033.2 |
2,015.9 |
|
| R2 |
2,022.8 |
2,022.8 |
2,014.4 |
|
| R1 |
2,017.2 |
2,017.2 |
2,013.0 |
2,020.0 |
| PP |
2,006.8 |
2,006.8 |
2,006.8 |
2,008.3 |
| S1 |
2,001.2 |
2,001.2 |
2,010.0 |
2,004.0 |
| S2 |
1,990.8 |
1,990.8 |
2,008.6 |
|
| S3 |
1,974.8 |
1,985.2 |
2,007.1 |
|
| S4 |
1,958.8 |
1,969.2 |
2,002.7 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.4 |
2,111.9 |
2,034.1 |
|
| R3 |
2,089.4 |
2,070.9 |
2,022.8 |
|
| R2 |
2,048.4 |
2,048.4 |
2,019.0 |
|
| R1 |
2,029.9 |
2,029.9 |
2,015.3 |
2,018.7 |
| PP |
2,007.4 |
2,007.4 |
2,007.4 |
2,001.7 |
| S1 |
1,988.9 |
1,988.9 |
2,007.7 |
1,977.7 |
| S2 |
1,966.4 |
1,966.4 |
2,004.0 |
|
| S3 |
1,925.4 |
1,947.9 |
2,000.2 |
|
| S4 |
1,884.4 |
1,906.9 |
1,989.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,025.8 |
1,984.8 |
41.0 |
2.0% |
17.6 |
0.9% |
65% |
False |
False |
549 |
| 10 |
2,040.8 |
1,984.8 |
56.0 |
2.8% |
16.2 |
0.8% |
48% |
False |
False |
388 |
| 20 |
2,064.5 |
1,984.8 |
79.7 |
4.0% |
19.2 |
1.0% |
34% |
False |
False |
52,275 |
| 40 |
2,098.2 |
1,984.8 |
113.4 |
5.6% |
22.0 |
1.1% |
24% |
False |
False |
118,202 |
| 60 |
2,152.3 |
1,984.8 |
167.5 |
8.3% |
25.0 |
1.2% |
16% |
False |
False |
137,351 |
| 80 |
2,152.3 |
1,955.4 |
196.9 |
9.8% |
24.6 |
1.2% |
28% |
False |
False |
109,530 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
24.6 |
1.2% |
55% |
False |
False |
89,181 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
22.9 |
1.1% |
55% |
False |
False |
74,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,080.5 |
|
2.618 |
2,054.4 |
|
1.618 |
2,038.4 |
|
1.000 |
2,028.5 |
|
0.618 |
2,022.4 |
|
HIGH |
2,012.5 |
|
0.618 |
2,006.4 |
|
0.500 |
2,004.5 |
|
0.382 |
2,002.6 |
|
LOW |
1,996.5 |
|
0.618 |
1,986.6 |
|
1.000 |
1,980.5 |
|
1.618 |
1,970.6 |
|
2.618 |
1,954.6 |
|
4.250 |
1,928.5 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,009.2 |
2,007.2 |
| PP |
2,006.8 |
2,002.9 |
| S1 |
2,004.5 |
1,998.7 |
|