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 |
17,703.00 |
17,870.00 |
167.00 |
0.9% |
17,696.00 |
High |
17,887.00 |
17,968.25 |
81.25 |
0.5% |
18,071.00 |
Low |
17,669.25 |
17,780.50 |
111.25 |
0.6% |
17,554.25 |
Close |
17,881.00 |
17,912.75 |
31.75 |
0.2% |
18,039.25 |
Range |
217.75 |
187.75 |
-30.00 |
-13.8% |
516.75 |
ATR |
246.84 |
242.62 |
-4.22 |
-1.7% |
0.00 |
Volume |
688,088 |
657,768 |
-30,320 |
-4.4% |
2,828,805 |
|
Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,450.50 |
18,369.25 |
18,016.00 |
|
R3 |
18,262.75 |
18,181.50 |
17,964.50 |
|
R2 |
18,075.00 |
18,075.00 |
17,947.25 |
|
R1 |
17,993.75 |
17,993.75 |
17,930.00 |
18,034.50 |
PP |
17,887.25 |
17,887.25 |
17,887.25 |
17,907.50 |
S1 |
17,806.00 |
17,806.00 |
17,895.50 |
17,846.50 |
S2 |
17,699.50 |
17,699.50 |
17,878.25 |
|
S3 |
17,511.75 |
17,618.25 |
17,861.00 |
|
S4 |
17,324.00 |
17,430.50 |
17,809.50 |
|
|
Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,438.50 |
19,255.50 |
18,323.50 |
|
R3 |
18,921.75 |
18,738.75 |
18,181.25 |
|
R2 |
18,405.00 |
18,405.00 |
18,134.00 |
|
R1 |
18,222.00 |
18,222.00 |
18,086.50 |
18,313.50 |
PP |
17,888.25 |
17,888.25 |
17,888.25 |
17,934.00 |
S1 |
17,705.25 |
17,705.25 |
17,992.00 |
17,796.75 |
S2 |
17,371.50 |
17,371.50 |
17,944.50 |
|
S3 |
16,854.75 |
17,188.50 |
17,897.25 |
|
S4 |
16,338.00 |
16,671.75 |
17,755.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,121.50 |
17,542.00 |
579.50 |
3.2% |
251.25 |
1.4% |
64% |
False |
False |
648,300 |
10 |
18,121.50 |
17,465.50 |
656.00 |
3.7% |
231.50 |
1.3% |
68% |
False |
False |
633,219 |
20 |
18,121.50 |
17,107.25 |
1,014.25 |
5.7% |
238.50 |
1.3% |
79% |
False |
False |
647,189 |
40 |
18,121.50 |
16,334.25 |
1,787.25 |
10.0% |
229.50 |
1.3% |
88% |
False |
False |
618,264 |
60 |
18,121.50 |
15,920.25 |
2,201.25 |
12.3% |
222.75 |
1.2% |
91% |
False |
False |
479,675 |
80 |
18,121.50 |
14,322.75 |
3,798.75 |
21.2% |
226.75 |
1.3% |
95% |
False |
False |
360,067 |
100 |
18,121.50 |
14,322.75 |
3,798.75 |
21.2% |
235.50 |
1.3% |
95% |
False |
False |
288,241 |
120 |
18,121.50 |
14,322.75 |
3,798.75 |
21.2% |
231.75 |
1.3% |
95% |
False |
False |
240,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,766.25 |
2.618 |
18,459.75 |
1.618 |
18,272.00 |
1.000 |
18,156.00 |
0.618 |
18,084.25 |
HIGH |
17,968.25 |
0.618 |
17,896.50 |
0.500 |
17,874.50 |
0.382 |
17,852.25 |
LOW |
17,780.50 |
0.618 |
17,664.50 |
1.000 |
17,592.75 |
1.618 |
17,476.75 |
2.618 |
17,289.00 |
4.250 |
16,982.50 |
|
|
Fisher Pivots for day following 15-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
17,900.00 |
17,860.25 |
PP |
17,887.25 |
17,807.75 |
S1 |
17,874.50 |
17,755.00 |
|