Trading Metrics calculated at close of trading on 21-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2024 |
21-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
4,769.0 |
4,776.0 |
7.0 |
0.1% |
4,748.0 |
High |
4,781.0 |
4,807.0 |
26.0 |
0.5% |
4,798.0 |
Low |
4,760.0 |
4,769.0 |
9.0 |
0.2% |
4,671.0 |
Close |
4,777.0 |
4,787.0 |
10.0 |
0.2% |
4,779.0 |
Range |
21.0 |
38.0 |
17.0 |
81.0% |
127.0 |
ATR |
48.6 |
47.8 |
-0.8 |
-1.6% |
0.0 |
Volume |
525,258 |
531,719 |
6,461 |
1.2% |
3,630,165 |
|
Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,901.7 |
4,882.3 |
4,807.9 |
|
R3 |
4,863.7 |
4,844.3 |
4,797.5 |
|
R2 |
4,825.7 |
4,825.7 |
4,794.0 |
|
R1 |
4,806.3 |
4,806.3 |
4,790.5 |
4,816.0 |
PP |
4,787.7 |
4,787.7 |
4,787.7 |
4,792.5 |
S1 |
4,768.3 |
4,768.3 |
4,783.5 |
4,778.0 |
S2 |
4,749.7 |
4,749.7 |
4,780.0 |
|
S3 |
4,711.7 |
4,730.3 |
4,776.6 |
|
S4 |
4,673.7 |
4,692.3 |
4,766.1 |
|
|
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 |
4,807.0 |
4,689.0 |
118.0 |
2.5% |
39.0 |
0.8% |
83% |
True |
False |
616,813 |
10 |
4,807.0 |
4,671.0 |
136.0 |
2.8% |
41.4 |
0.9% |
85% |
True |
False |
673,114 |
20 |
4,807.0 |
4,502.0 |
305.0 |
6.4% |
45.3 |
0.9% |
93% |
True |
False |
706,279 |
40 |
4,807.0 |
4,402.0 |
405.0 |
8.5% |
48.0 |
1.0% |
95% |
True |
False |
667,784 |
60 |
4,807.0 |
4,370.0 |
437.0 |
9.1% |
44.5 |
0.9% |
95% |
True |
False |
589,125 |
80 |
4,807.0 |
4,034.0 |
773.0 |
16.1% |
42.5 |
0.9% |
97% |
True |
False |
442,159 |
100 |
4,807.0 |
4,034.0 |
773.0 |
16.1% |
43.3 |
0.9% |
97% |
True |
False |
354,177 |
120 |
4,807.0 |
4,034.0 |
773.0 |
16.1% |
39.3 |
0.8% |
97% |
True |
False |
295,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,968.5 |
2.618 |
4,906.5 |
1.618 |
4,868.5 |
1.000 |
4,845.0 |
0.618 |
4,830.5 |
HIGH |
4,807.0 |
0.618 |
4,792.5 |
0.500 |
4,788.0 |
0.382 |
4,783.5 |
LOW |
4,769.0 |
0.618 |
4,745.5 |
1.000 |
4,731.0 |
1.618 |
4,707.5 |
2.618 |
4,669.5 |
4.250 |
4,607.5 |
|
|
Fisher Pivots for day following 21-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
4,788.0 |
4,785.8 |
PP |
4,787.7 |
4,784.7 |
S1 |
4,787.3 |
4,783.5 |
|