| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
5,034.00 |
4,974.25 |
-59.75 |
-1.2% |
4,976.00 |
| High |
5,040.00 |
5,022.50 |
-17.50 |
-0.3% |
5,048.50 |
| Low |
4,936.50 |
4,968.75 |
32.25 |
0.7% |
4,937.75 |
| Close |
4,971.25 |
5,018.00 |
46.75 |
0.9% |
5,044.00 |
| Range |
103.50 |
53.75 |
-49.75 |
-48.1% |
110.75 |
| ATR |
49.42 |
49.73 |
0.31 |
0.6% |
0.00 |
| Volume |
2,112,726 |
1,632,071 |
-480,655 |
-22.8% |
6,318,034 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,164.25 |
5,145.00 |
5,047.50 |
|
| R3 |
5,110.50 |
5,091.25 |
5,032.75 |
|
| R2 |
5,056.75 |
5,056.75 |
5,027.75 |
|
| R1 |
5,037.50 |
5,037.50 |
5,023.00 |
5,047.00 |
| PP |
5,003.00 |
5,003.00 |
5,003.00 |
5,008.00 |
| S1 |
4,983.75 |
4,983.75 |
5,013.00 |
4,993.50 |
| S2 |
4,949.25 |
4,949.25 |
5,008.25 |
|
| S3 |
4,895.50 |
4,930.00 |
5,003.25 |
|
| S4 |
4,841.75 |
4,876.25 |
4,988.50 |
|
|
| 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% |
48.75 |
1.0% |
63% |
False |
False |
1,419,210 |
| 10 |
5,066.50 |
4,872.50 |
194.00 |
3.9% |
52.50 |
1.0% |
75% |
False |
False |
1,499,762 |
| 20 |
5,066.50 |
4,763.50 |
303.00 |
6.0% |
48.00 |
1.0% |
84% |
False |
False |
1,511,599 |
| 40 |
5,066.50 |
4,702.00 |
364.50 |
7.3% |
47.50 |
0.9% |
87% |
False |
False |
1,469,825 |
| 60 |
5,066.50 |
4,561.50 |
505.00 |
10.1% |
44.25 |
0.9% |
90% |
False |
False |
1,179,204 |
| 80 |
5,066.50 |
4,167.50 |
899.00 |
17.9% |
47.25 |
0.9% |
95% |
False |
False |
885,615 |
| 100 |
5,066.50 |
4,167.50 |
899.00 |
17.9% |
50.50 |
1.0% |
95% |
False |
False |
709,094 |
| 120 |
5,066.50 |
4,167.50 |
899.00 |
17.9% |
50.00 |
1.0% |
95% |
False |
False |
591,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,251.00 |
|
2.618 |
5,163.25 |
|
1.618 |
5,109.50 |
|
1.000 |
5,076.25 |
|
0.618 |
5,055.75 |
|
HIGH |
5,022.50 |
|
0.618 |
5,002.00 |
|
0.500 |
4,995.50 |
|
0.382 |
4,989.25 |
|
LOW |
4,968.75 |
|
0.618 |
4,935.50 |
|
1.000 |
4,915.00 |
|
1.618 |
4,881.75 |
|
2.618 |
4,828.00 |
|
4.250 |
4,740.25 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,010.50 |
5,012.50 |
| PP |
5,003.00 |
5,007.00 |
| S1 |
4,995.50 |
5,001.50 |
|