Trading Metrics calculated at close of trading on 22-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
4,990.00 |
5,016.00 |
26.00 |
0.5% |
5,042.50 |
High |
5,020.50 |
5,107.75 |
87.25 |
1.7% |
5,066.50 |
Low |
4,959.00 |
5,015.25 |
56.25 |
1.1% |
4,936.50 |
Close |
4,996.25 |
5,097.75 |
101.50 |
2.0% |
5,019.75 |
Range |
61.50 |
92.50 |
31.00 |
50.4% |
130.00 |
ATR |
50.62 |
54.97 |
4.35 |
8.6% |
0.00 |
Volume |
1,485,687 |
1,738,869 |
253,182 |
17.0% |
7,775,770 |
|
Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,351.00 |
5,317.00 |
5,148.50 |
|
R3 |
5,258.50 |
5,224.50 |
5,123.25 |
|
R2 |
5,166.00 |
5,166.00 |
5,114.75 |
|
R1 |
5,132.00 |
5,132.00 |
5,106.25 |
5,149.00 |
PP |
5,073.50 |
5,073.50 |
5,073.50 |
5,082.00 |
S1 |
5,039.50 |
5,039.50 |
5,089.25 |
5,056.50 |
S2 |
4,981.00 |
4,981.00 |
5,080.75 |
|
S3 |
4,888.50 |
4,947.00 |
5,072.25 |
|
S4 |
4,796.00 |
4,854.50 |
5,047.00 |
|
|
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 |
5,107.75 |
4,959.00 |
148.75 |
2.9% |
60.50 |
1.2% |
93% |
True |
False |
1,544,773 |
10 |
5,107.75 |
4,936.50 |
171.25 |
3.4% |
54.75 |
1.1% |
94% |
True |
False |
1,481,992 |
20 |
5,107.75 |
4,866.00 |
241.75 |
4.7% |
52.25 |
1.0% |
96% |
True |
False |
1,512,926 |
40 |
5,107.75 |
4,702.00 |
405.75 |
8.0% |
49.00 |
1.0% |
98% |
True |
False |
1,487,299 |
60 |
5,107.75 |
4,594.00 |
513.75 |
10.1% |
46.75 |
0.9% |
98% |
True |
False |
1,307,537 |
80 |
5,107.75 |
4,167.50 |
940.25 |
18.4% |
47.25 |
0.9% |
99% |
True |
False |
981,776 |
100 |
5,107.75 |
4,167.50 |
940.25 |
18.4% |
50.75 |
1.0% |
99% |
True |
False |
786,200 |
120 |
5,107.75 |
4,167.50 |
940.25 |
18.4% |
50.00 |
1.0% |
99% |
True |
False |
655,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,501.00 |
2.618 |
5,350.00 |
1.618 |
5,257.50 |
1.000 |
5,200.25 |
0.618 |
5,165.00 |
HIGH |
5,107.75 |
0.618 |
5,072.50 |
0.500 |
5,061.50 |
0.382 |
5,050.50 |
LOW |
5,015.25 |
0.618 |
4,958.00 |
1.000 |
4,922.75 |
1.618 |
4,865.50 |
2.618 |
4,773.00 |
4.250 |
4,622.00 |
|
|
Fisher Pivots for day following 22-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
5,085.75 |
5,076.25 |
PP |
5,073.50 |
5,054.75 |
S1 |
5,061.50 |
5,033.50 |
|