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 |
17,729.25 |
17,573.00 |
-156.25 |
-0.9% |
18,040.00 |
High |
17,807.50 |
17,723.00 |
-84.50 |
-0.5% |
18,121.50 |
Low |
17,452.50 |
17,372.75 |
-79.75 |
-0.5% |
17,542.00 |
Close |
17,607.25 |
17,536.75 |
-70.50 |
-0.4% |
17,744.00 |
Range |
355.00 |
350.25 |
-4.75 |
-1.3% |
579.50 |
ATR |
255.18 |
261.97 |
6.79 |
2.7% |
0.00 |
Volume |
889,292 |
731,450 |
-157,842 |
-17.7% |
3,486,846 |
|
Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,595.00 |
18,416.00 |
17,729.50 |
|
R3 |
18,244.75 |
18,065.75 |
17,633.00 |
|
R2 |
17,894.50 |
17,894.50 |
17,601.00 |
|
R1 |
17,715.50 |
17,715.50 |
17,568.75 |
17,630.00 |
PP |
17,544.25 |
17,544.25 |
17,544.25 |
17,501.25 |
S1 |
17,365.25 |
17,365.25 |
17,504.75 |
17,279.50 |
S2 |
17,194.00 |
17,194.00 |
17,472.50 |
|
S3 |
16,843.75 |
17,015.00 |
17,440.50 |
|
S4 |
16,493.50 |
16,664.75 |
17,344.00 |
|
|
Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,541.00 |
19,222.00 |
18,062.75 |
|
R3 |
18,961.50 |
18,642.50 |
17,903.25 |
|
R2 |
18,382.00 |
18,382.00 |
17,850.25 |
|
R1 |
18,063.00 |
18,063.00 |
17,797.00 |
17,932.75 |
PP |
17,802.50 |
17,802.50 |
17,802.50 |
17,737.50 |
S1 |
17,483.50 |
17,483.50 |
17,691.00 |
17,353.25 |
S2 |
17,223.00 |
17,223.00 |
17,637.75 |
|
S3 |
16,643.50 |
16,904.00 |
17,584.75 |
|
S4 |
16,064.00 |
16,324.50 |
17,425.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,026.00 |
17,372.75 |
653.25 |
3.7% |
284.25 |
1.6% |
25% |
False |
True |
742,245 |
10 |
18,121.50 |
17,372.75 |
748.75 |
4.3% |
262.25 |
1.5% |
22% |
False |
True |
669,158 |
20 |
18,121.50 |
17,221.50 |
900.00 |
5.1% |
256.25 |
1.5% |
35% |
False |
False |
670,285 |
40 |
18,121.50 |
16,334.25 |
1,787.25 |
10.2% |
239.50 |
1.4% |
67% |
False |
False |
632,632 |
60 |
18,121.50 |
15,920.25 |
2,201.25 |
12.6% |
227.50 |
1.3% |
73% |
False |
False |
519,024 |
80 |
18,121.50 |
14,322.75 |
3,798.75 |
21.7% |
227.50 |
1.3% |
85% |
False |
False |
389,592 |
100 |
18,121.50 |
14,322.75 |
3,798.75 |
21.7% |
239.00 |
1.4% |
85% |
False |
False |
311,868 |
120 |
18,121.50 |
14,322.75 |
3,798.75 |
21.7% |
233.50 |
1.3% |
85% |
False |
False |
259,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,211.50 |
2.618 |
18,640.00 |
1.618 |
18,289.75 |
1.000 |
18,073.25 |
0.618 |
17,939.50 |
HIGH |
17,723.00 |
0.618 |
17,589.25 |
0.500 |
17,548.00 |
0.382 |
17,506.50 |
LOW |
17,372.75 |
0.618 |
17,156.25 |
1.000 |
17,022.50 |
1.618 |
16,806.00 |
2.618 |
16,455.75 |
4.250 |
15,884.25 |
|
|
Fisher Pivots for day following 21-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
17,548.00 |
17,699.50 |
PP |
17,544.25 |
17,645.25 |
S1 |
17,540.50 |
17,591.00 |
|