Trading Metrics calculated at close of trading on 12-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2024 |
12-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
5,014.50 |
5,042.50 |
28.00 |
0.6% |
4,976.00 |
High |
5,048.50 |
5,066.50 |
18.00 |
0.4% |
5,048.50 |
Low |
5,013.00 |
5,031.50 |
18.50 |
0.4% |
4,937.75 |
Close |
5,044.00 |
5,041.25 |
-2.75 |
-0.1% |
5,044.00 |
Range |
35.50 |
35.00 |
-0.50 |
-1.4% |
110.75 |
ATR |
45.94 |
45.16 |
-0.78 |
-1.7% |
0.00 |
Volume |
1,212,336 |
1,141,487 |
-70,849 |
-5.8% |
6,318,034 |
|
Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,151.50 |
5,131.25 |
5,060.50 |
|
R3 |
5,116.50 |
5,096.25 |
5,051.00 |
|
R2 |
5,081.50 |
5,081.50 |
5,047.75 |
|
R1 |
5,061.25 |
5,061.25 |
5,044.50 |
5,054.00 |
PP |
5,046.50 |
5,046.50 |
5,046.50 |
5,042.75 |
S1 |
5,026.25 |
5,026.25 |
5,038.00 |
5,019.00 |
S2 |
5,011.50 |
5,011.50 |
5,034.75 |
|
S3 |
4,976.50 |
4,991.25 |
5,031.50 |
|
S4 |
4,941.50 |
4,956.25 |
5,022.00 |
|
|
Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,342.25 |
5,304.00 |
5,105.00 |
|
R3 |
5,231.50 |
5,193.25 |
5,074.50 |
|
R2 |
5,120.75 |
5,120.75 |
5,064.25 |
|
R1 |
5,082.50 |
5,082.50 |
5,054.25 |
5,101.50 |
PP |
5,010.00 |
5,010.00 |
5,010.00 |
5,019.75 |
S1 |
4,971.75 |
4,971.75 |
5,033.75 |
4,991.00 |
S2 |
4,899.25 |
4,899.25 |
5,023.75 |
|
S3 |
4,788.50 |
4,861.00 |
5,013.50 |
|
S4 |
4,677.75 |
4,750.25 |
4,983.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,066.50 |
4,954.50 |
112.00 |
2.2% |
32.00 |
0.6% |
77% |
True |
False |
1,190,969 |
10 |
5,066.50 |
4,866.00 |
200.50 |
4.0% |
46.25 |
0.9% |
87% |
True |
False |
1,469,624 |
20 |
5,066.50 |
4,746.25 |
320.25 |
6.4% |
45.00 |
0.9% |
92% |
True |
False |
1,502,802 |
40 |
5,066.50 |
4,702.00 |
364.50 |
7.2% |
45.50 |
0.9% |
93% |
True |
False |
1,477,884 |
60 |
5,066.50 |
4,550.75 |
515.75 |
10.2% |
42.75 |
0.8% |
95% |
True |
False |
1,116,960 |
80 |
5,066.50 |
4,167.50 |
899.00 |
17.8% |
47.00 |
0.9% |
97% |
True |
False |
838,929 |
100 |
5,066.50 |
4,167.50 |
899.00 |
17.8% |
50.50 |
1.0% |
97% |
True |
False |
671,675 |
120 |
5,066.50 |
4,167.50 |
899.00 |
17.8% |
49.75 |
1.0% |
97% |
True |
False |
559,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,215.25 |
2.618 |
5,158.25 |
1.618 |
5,123.25 |
1.000 |
5,101.50 |
0.618 |
5,088.25 |
HIGH |
5,066.50 |
0.618 |
5,053.25 |
0.500 |
5,049.00 |
0.382 |
5,044.75 |
LOW |
5,031.50 |
0.618 |
5,009.75 |
1.000 |
4,996.50 |
1.618 |
4,974.75 |
2.618 |
4,939.75 |
4.250 |
4,882.75 |
|
|
Fisher Pivots for day following 12-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
5,049.00 |
5,039.25 |
PP |
5,046.50 |
5,037.25 |
S1 |
5,043.75 |
5,035.00 |
|