Trading Metrics calculated at close of trading on 13-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
5,042.50 |
5,034.00 |
-8.50 |
-0.2% |
4,976.00 |
High |
5,066.50 |
5,040.00 |
-26.50 |
-0.5% |
5,048.50 |
Low |
5,031.50 |
4,936.50 |
-95.00 |
-1.9% |
4,937.75 |
Close |
5,041.25 |
4,971.25 |
-70.00 |
-1.4% |
5,044.00 |
Range |
35.00 |
103.50 |
68.50 |
195.7% |
110.75 |
ATR |
45.16 |
49.42 |
4.26 |
9.4% |
0.00 |
Volume |
1,141,487 |
2,112,726 |
971,239 |
85.1% |
6,318,034 |
|
Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,293.00 |
5,235.75 |
5,028.25 |
|
R3 |
5,189.50 |
5,132.25 |
4,999.75 |
|
R2 |
5,086.00 |
5,086.00 |
4,990.25 |
|
R1 |
5,028.75 |
5,028.75 |
4,980.75 |
5,005.50 |
PP |
4,982.50 |
4,982.50 |
4,982.50 |
4,971.00 |
S1 |
4,925.25 |
4,925.25 |
4,961.75 |
4,902.00 |
S2 |
4,879.00 |
4,879.00 |
4,952.25 |
|
S3 |
4,775.50 |
4,821.75 |
4,942.75 |
|
S4 |
4,672.00 |
4,718.25 |
4,914.25 |
|
|
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 |
4,936.50 |
130.00 |
2.6% |
48.00 |
1.0% |
27% |
False |
True |
1,360,030 |
10 |
5,066.50 |
4,866.00 |
200.50 |
4.0% |
54.25 |
1.1% |
52% |
False |
False |
1,565,154 |
20 |
5,066.50 |
4,746.25 |
320.25 |
6.4% |
48.00 |
1.0% |
70% |
False |
False |
1,513,162 |
40 |
5,066.50 |
4,702.00 |
364.50 |
7.3% |
46.75 |
0.9% |
74% |
False |
False |
1,474,069 |
60 |
5,066.50 |
4,550.75 |
515.75 |
10.4% |
44.00 |
0.9% |
82% |
False |
False |
1,152,057 |
80 |
5,066.50 |
4,167.50 |
899.00 |
18.1% |
47.50 |
1.0% |
89% |
False |
False |
865,289 |
100 |
5,066.50 |
4,167.50 |
899.00 |
18.1% |
50.75 |
1.0% |
89% |
False |
False |
692,791 |
120 |
5,066.50 |
4,167.50 |
899.00 |
18.1% |
50.25 |
1.0% |
89% |
False |
False |
577,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,480.00 |
2.618 |
5,311.00 |
1.618 |
5,207.50 |
1.000 |
5,143.50 |
0.618 |
5,104.00 |
HIGH |
5,040.00 |
0.618 |
5,000.50 |
0.500 |
4,988.25 |
0.382 |
4,976.00 |
LOW |
4,936.50 |
0.618 |
4,872.50 |
1.000 |
4,833.00 |
1.618 |
4,769.00 |
2.618 |
4,665.50 |
4.250 |
4,496.50 |
|
|
Fisher Pivots for day following 13-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
4,988.25 |
5,001.50 |
PP |
4,982.50 |
4,991.50 |
S1 |
4,977.00 |
4,981.25 |
|