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 |
17,573.00 |
17,702.50 |
129.50 |
0.7% |
18,040.00 |
High |
17,723.00 |
18,087.00 |
364.00 |
2.1% |
18,121.50 |
Low |
17,372.75 |
17,675.75 |
303.00 |
1.7% |
17,542.00 |
Close |
17,536.75 |
18,047.50 |
510.75 |
2.9% |
17,744.00 |
Range |
350.25 |
411.25 |
61.00 |
17.4% |
579.50 |
ATR |
261.97 |
282.56 |
20.59 |
7.9% |
0.00 |
Volume |
731,450 |
759,232 |
27,782 |
3.8% |
3,486,846 |
|
Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,170.50 |
19,020.25 |
18,273.75 |
|
R3 |
18,759.25 |
18,609.00 |
18,160.50 |
|
R2 |
18,348.00 |
18,348.00 |
18,123.00 |
|
R1 |
18,197.75 |
18,197.75 |
18,085.25 |
18,273.00 |
PP |
17,936.75 |
17,936.75 |
17,936.75 |
17,974.25 |
S1 |
17,786.50 |
17,786.50 |
18,009.75 |
17,861.50 |
S2 |
17,525.50 |
17,525.50 |
17,972.00 |
|
S3 |
17,114.25 |
17,375.25 |
17,934.50 |
|
S4 |
16,703.00 |
16,964.00 |
17,821.25 |
|
|
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 |
18,087.00 |
17,372.75 |
714.25 |
4.0% |
323.00 |
1.8% |
94% |
True |
False |
756,474 |
10 |
18,121.50 |
17,372.75 |
748.75 |
4.1% |
278.75 |
1.5% |
90% |
False |
False |
683,747 |
20 |
18,121.50 |
17,221.50 |
900.00 |
5.0% |
264.75 |
1.5% |
92% |
False |
False |
672,166 |
40 |
18,121.50 |
16,334.25 |
1,787.25 |
9.9% |
246.00 |
1.4% |
96% |
False |
False |
639,441 |
60 |
18,121.50 |
15,920.25 |
2,201.25 |
12.2% |
232.75 |
1.3% |
97% |
False |
False |
531,669 |
80 |
18,121.50 |
14,392.00 |
3,729.50 |
20.7% |
228.50 |
1.3% |
98% |
False |
False |
399,058 |
100 |
18,121.50 |
14,322.75 |
3,798.75 |
21.0% |
240.00 |
1.3% |
98% |
False |
False |
319,451 |
120 |
18,121.50 |
14,322.75 |
3,798.75 |
21.0% |
235.75 |
1.3% |
98% |
False |
False |
266,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,834.75 |
2.618 |
19,163.75 |
1.618 |
18,752.50 |
1.000 |
18,498.25 |
0.618 |
18,341.25 |
HIGH |
18,087.00 |
0.618 |
17,930.00 |
0.500 |
17,881.50 |
0.382 |
17,832.75 |
LOW |
17,675.75 |
0.618 |
17,421.50 |
1.000 |
17,264.50 |
1.618 |
17,010.25 |
2.618 |
16,599.00 |
4.250 |
15,928.00 |
|
|
Fisher Pivots for day following 22-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
17,992.00 |
17,941.50 |
PP |
17,936.75 |
17,835.75 |
S1 |
17,881.50 |
17,730.00 |
|