| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
4,974.25 |
5,017.50 |
43.25 |
0.9% |
4,976.00 |
| High |
5,022.50 |
5,051.75 |
29.25 |
0.6% |
5,048.50 |
| Low |
4,968.75 |
5,011.00 |
42.25 |
0.9% |
4,937.75 |
| Close |
5,018.00 |
5,046.50 |
28.50 |
0.6% |
5,044.00 |
| Range |
53.75 |
40.75 |
-13.00 |
-24.2% |
110.75 |
| ATR |
49.73 |
49.09 |
-0.64 |
-1.3% |
0.00 |
| Volume |
1,632,071 |
1,361,757 |
-270,314 |
-16.6% |
6,318,034 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,158.75 |
5,143.25 |
5,069.00 |
|
| R3 |
5,118.00 |
5,102.50 |
5,057.75 |
|
| R2 |
5,077.25 |
5,077.25 |
5,054.00 |
|
| R1 |
5,061.75 |
5,061.75 |
5,050.25 |
5,069.50 |
| PP |
5,036.50 |
5,036.50 |
5,036.50 |
5,040.25 |
| S1 |
5,021.00 |
5,021.00 |
5,042.75 |
5,028.75 |
| S2 |
4,995.75 |
4,995.75 |
5,039.00 |
|
| S3 |
4,955.00 |
4,980.25 |
5,035.25 |
|
| S4 |
4,914.25 |
4,939.50 |
5,024.00 |
|
|
| 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 |
4,936.50 |
130.00 |
2.6% |
53.75 |
1.1% |
85% |
False |
False |
1,492,075 |
| 10 |
5,066.50 |
4,925.75 |
140.75 |
2.8% |
47.25 |
0.9% |
86% |
False |
False |
1,452,387 |
| 20 |
5,066.50 |
4,808.50 |
258.00 |
5.1% |
47.50 |
0.9% |
92% |
False |
False |
1,492,340 |
| 40 |
5,066.50 |
4,702.00 |
364.50 |
7.2% |
47.50 |
0.9% |
95% |
False |
False |
1,475,393 |
| 60 |
5,066.50 |
4,569.25 |
497.25 |
9.9% |
44.50 |
0.9% |
96% |
False |
False |
1,201,840 |
| 80 |
5,066.50 |
4,167.50 |
899.00 |
17.8% |
47.00 |
0.9% |
98% |
False |
False |
902,537 |
| 100 |
5,066.50 |
4,167.50 |
899.00 |
17.8% |
50.50 |
1.0% |
98% |
False |
False |
722,694 |
| 120 |
5,066.50 |
4,167.50 |
899.00 |
17.8% |
49.50 |
1.0% |
98% |
False |
False |
602,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,225.00 |
|
2.618 |
5,158.50 |
|
1.618 |
5,117.75 |
|
1.000 |
5,092.50 |
|
0.618 |
5,077.00 |
|
HIGH |
5,051.75 |
|
0.618 |
5,036.25 |
|
0.500 |
5,031.50 |
|
0.382 |
5,026.50 |
|
LOW |
5,011.00 |
|
0.618 |
4,985.75 |
|
1.000 |
4,970.25 |
|
1.618 |
4,945.00 |
|
2.618 |
4,904.25 |
|
4.250 |
4,837.75 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,041.50 |
5,029.00 |
| PP |
5,036.50 |
5,011.50 |
| S1 |
5,031.50 |
4,994.00 |
|