Trading Metrics calculated at close of trading on 20-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
4,779.0 |
4,769.0 |
-10.0 |
-0.2% |
4,748.0 |
High |
4,798.0 |
4,781.0 |
-17.0 |
-0.4% |
4,798.0 |
Low |
4,761.0 |
4,760.0 |
-1.0 |
0.0% |
4,671.0 |
Close |
4,779.0 |
4,777.0 |
-2.0 |
0.0% |
4,779.0 |
Range |
37.0 |
21.0 |
-16.0 |
-43.2% |
127.0 |
ATR |
50.7 |
48.6 |
-2.1 |
-4.2% |
0.0 |
Volume |
756,706 |
525,258 |
-231,448 |
-30.6% |
3,630,165 |
|
Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,835.7 |
4,827.3 |
4,788.6 |
|
R3 |
4,814.7 |
4,806.3 |
4,782.8 |
|
R2 |
4,793.7 |
4,793.7 |
4,780.9 |
|
R1 |
4,785.3 |
4,785.3 |
4,778.9 |
4,789.5 |
PP |
4,772.7 |
4,772.7 |
4,772.7 |
4,774.8 |
S1 |
4,764.3 |
4,764.3 |
4,775.1 |
4,768.5 |
S2 |
4,751.7 |
4,751.7 |
4,773.2 |
|
S3 |
4,730.7 |
4,743.3 |
4,771.2 |
|
S4 |
4,709.7 |
4,722.3 |
4,765.5 |
|
|
Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,130.3 |
5,081.7 |
4,848.9 |
|
R3 |
5,003.3 |
4,954.7 |
4,813.9 |
|
R2 |
4,876.3 |
4,876.3 |
4,802.3 |
|
R1 |
4,827.7 |
4,827.7 |
4,790.6 |
4,852.0 |
PP |
4,749.3 |
4,749.3 |
4,749.3 |
4,761.5 |
S1 |
4,700.7 |
4,700.7 |
4,767.4 |
4,725.0 |
S2 |
4,622.3 |
4,622.3 |
4,755.7 |
|
S3 |
4,495.3 |
4,573.7 |
4,744.1 |
|
S4 |
4,368.3 |
4,446.7 |
4,709.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,798.0 |
4,671.0 |
127.0 |
2.7% |
47.8 |
1.0% |
83% |
False |
False |
698,159 |
10 |
4,798.0 |
4,671.0 |
127.0 |
2.7% |
41.6 |
0.9% |
83% |
False |
False |
680,082 |
20 |
4,798.0 |
4,477.0 |
321.0 |
6.7% |
45.5 |
1.0% |
93% |
False |
False |
706,224 |
40 |
4,798.0 |
4,402.0 |
396.0 |
8.3% |
48.6 |
1.0% |
95% |
False |
False |
670,143 |
60 |
4,798.0 |
4,370.0 |
428.0 |
9.0% |
44.3 |
0.9% |
95% |
False |
False |
580,337 |
80 |
4,798.0 |
4,034.0 |
764.0 |
16.0% |
43.0 |
0.9% |
97% |
False |
False |
435,513 |
100 |
4,798.0 |
4,034.0 |
764.0 |
16.0% |
43.2 |
0.9% |
97% |
False |
False |
348,861 |
120 |
4,798.0 |
4,034.0 |
764.0 |
16.0% |
39.0 |
0.8% |
97% |
False |
False |
290,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,870.3 |
2.618 |
4,836.0 |
1.618 |
4,815.0 |
1.000 |
4,802.0 |
0.618 |
4,794.0 |
HIGH |
4,781.0 |
0.618 |
4,773.0 |
0.500 |
4,770.5 |
0.382 |
4,768.0 |
LOW |
4,760.0 |
0.618 |
4,747.0 |
1.000 |
4,739.0 |
1.618 |
4,726.0 |
2.618 |
4,705.0 |
4.250 |
4,670.8 |
|
|
Fisher Pivots for day following 20-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
4,774.8 |
4,773.3 |
PP |
4,772.7 |
4,769.7 |
S1 |
4,770.5 |
4,766.0 |
|