Trading Metrics calculated at close of trading on 16-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
5,017.50 |
5,049.50 |
32.00 |
0.6% |
5,042.50 |
High |
5,051.75 |
5,059.25 |
7.50 |
0.1% |
5,066.50 |
Low |
5,011.00 |
5,012.75 |
1.75 |
0.0% |
4,936.50 |
Close |
5,046.50 |
5,019.75 |
-26.75 |
-0.5% |
5,019.75 |
Range |
40.75 |
46.50 |
5.75 |
14.1% |
130.00 |
ATR |
49.09 |
48.90 |
-0.18 |
-0.4% |
0.00 |
Volume |
1,361,757 |
1,527,729 |
165,972 |
12.2% |
7,775,770 |
|
Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,170.00 |
5,141.50 |
5,045.25 |
|
R3 |
5,123.50 |
5,095.00 |
5,032.50 |
|
R2 |
5,077.00 |
5,077.00 |
5,028.25 |
|
R1 |
5,048.50 |
5,048.50 |
5,024.00 |
5,039.50 |
PP |
5,030.50 |
5,030.50 |
5,030.50 |
5,026.00 |
S1 |
5,002.00 |
5,002.00 |
5,015.50 |
4,993.00 |
S2 |
4,984.00 |
4,984.00 |
5,011.25 |
|
S3 |
4,937.50 |
4,955.50 |
5,007.00 |
|
S4 |
4,891.00 |
4,909.00 |
4,994.25 |
|
|
Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,397.50 |
5,338.75 |
5,091.25 |
|
R3 |
5,267.50 |
5,208.75 |
5,055.50 |
|
R2 |
5,137.50 |
5,137.50 |
5,043.50 |
|
R1 |
5,078.75 |
5,078.75 |
5,031.75 |
5,043.00 |
PP |
5,007.50 |
5,007.50 |
5,007.50 |
4,989.75 |
S1 |
4,948.75 |
4,948.75 |
5,007.75 |
4,913.00 |
S2 |
4,877.50 |
4,877.50 |
4,996.00 |
|
S3 |
4,747.50 |
4,818.75 |
4,984.00 |
|
S4 |
4,617.50 |
4,688.75 |
4,948.25 |
|
|
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% |
56.00 |
1.1% |
64% |
False |
False |
1,555,154 |
10 |
5,066.50 |
4,936.50 |
130.00 |
2.6% |
44.75 |
0.9% |
64% |
False |
False |
1,409,380 |
20 |
5,066.50 |
4,866.00 |
200.50 |
4.0% |
46.50 |
0.9% |
77% |
False |
False |
1,474,888 |
40 |
5,066.50 |
4,702.00 |
364.50 |
7.3% |
48.00 |
1.0% |
87% |
False |
False |
1,485,512 |
60 |
5,066.50 |
4,586.50 |
480.00 |
9.6% |
44.50 |
0.9% |
90% |
False |
False |
1,227,222 |
80 |
5,066.50 |
4,167.50 |
899.00 |
17.9% |
46.75 |
0.9% |
95% |
False |
False |
921,556 |
100 |
5,066.50 |
4,167.50 |
899.00 |
17.9% |
50.50 |
1.0% |
95% |
False |
False |
737,956 |
120 |
5,066.50 |
4,167.50 |
899.00 |
17.9% |
49.25 |
1.0% |
95% |
False |
False |
615,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,257.00 |
2.618 |
5,181.00 |
1.618 |
5,134.50 |
1.000 |
5,105.75 |
0.618 |
5,088.00 |
HIGH |
5,059.25 |
0.618 |
5,041.50 |
0.500 |
5,036.00 |
0.382 |
5,030.50 |
LOW |
5,012.75 |
0.618 |
4,984.00 |
1.000 |
4,966.25 |
1.618 |
4,937.50 |
2.618 |
4,891.00 |
4.250 |
4,815.00 |
|
|
Fisher Pivots for day following 16-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
5,036.00 |
5,017.75 |
PP |
5,030.50 |
5,016.00 |
S1 |
5,025.25 |
5,014.00 |
|