Trading Metrics calculated at close of trading on 21-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2024 |
21-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
5,016.50 |
4,990.00 |
-26.50 |
-0.5% |
5,042.50 |
High |
5,029.50 |
5,020.50 |
-9.00 |
-0.2% |
5,066.50 |
Low |
4,968.25 |
4,959.00 |
-9.25 |
-0.2% |
4,936.50 |
Close |
4,991.50 |
4,996.25 |
4.75 |
0.1% |
5,019.75 |
Range |
61.25 |
61.50 |
0.25 |
0.4% |
130.00 |
ATR |
49.78 |
50.62 |
0.84 |
1.7% |
0.00 |
Volume |
1,609,827 |
1,485,687 |
-124,140 |
-7.7% |
7,775,770 |
|
Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,176.50 |
5,147.75 |
5,030.00 |
|
R3 |
5,115.00 |
5,086.25 |
5,013.25 |
|
R2 |
5,053.50 |
5,053.50 |
5,007.50 |
|
R1 |
5,024.75 |
5,024.75 |
5,002.00 |
5,039.00 |
PP |
4,992.00 |
4,992.00 |
4,992.00 |
4,999.00 |
S1 |
4,963.25 |
4,963.25 |
4,990.50 |
4,977.50 |
S2 |
4,930.50 |
4,930.50 |
4,985.00 |
|
S3 |
4,869.00 |
4,901.75 |
4,979.25 |
|
S4 |
4,807.50 |
4,840.25 |
4,962.50 |
|
|
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 |
5,059.25 |
4,959.00 |
100.25 |
2.0% |
52.75 |
1.1% |
37% |
False |
True |
1,523,414 |
10 |
5,066.50 |
4,936.50 |
130.00 |
2.6% |
50.50 |
1.0% |
46% |
False |
False |
1,441,722 |
20 |
5,066.50 |
4,866.00 |
200.50 |
4.0% |
50.00 |
1.0% |
65% |
False |
False |
1,505,324 |
40 |
5,066.50 |
4,702.00 |
364.50 |
7.3% |
47.50 |
1.0% |
81% |
False |
False |
1,476,994 |
60 |
5,066.50 |
4,594.00 |
472.50 |
9.5% |
45.50 |
0.9% |
85% |
False |
False |
1,278,619 |
80 |
5,066.50 |
4,167.50 |
899.00 |
18.0% |
46.75 |
0.9% |
92% |
False |
False |
960,142 |
100 |
5,066.50 |
4,167.50 |
899.00 |
18.0% |
50.50 |
1.0% |
92% |
False |
False |
768,836 |
120 |
5,066.50 |
4,167.50 |
899.00 |
18.0% |
49.50 |
1.0% |
92% |
False |
False |
640,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,282.00 |
2.618 |
5,181.50 |
1.618 |
5,120.00 |
1.000 |
5,082.00 |
0.618 |
5,058.50 |
HIGH |
5,020.50 |
0.618 |
4,997.00 |
0.500 |
4,989.75 |
0.382 |
4,982.50 |
LOW |
4,959.00 |
0.618 |
4,921.00 |
1.000 |
4,897.50 |
1.618 |
4,859.50 |
2.618 |
4,798.00 |
4.250 |
4,697.50 |
|
|
Fisher Pivots for day following 21-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
4,994.00 |
5,009.00 |
PP |
4,992.00 |
5,004.75 |
S1 |
4,989.75 |
5,000.50 |
|