| 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 |
17,114.0 |
17,124.0 |
10.0 |
0.1% |
17,024.0 |
| High |
17,136.0 |
17,209.0 |
73.0 |
0.4% |
17,255.0 |
| Low |
17,069.0 |
17,105.0 |
36.0 |
0.2% |
16,847.0 |
| Close |
17,126.0 |
17,161.0 |
35.0 |
0.2% |
17,170.0 |
| Range |
67.0 |
104.0 |
37.0 |
55.2% |
408.0 |
| ATR |
160.7 |
156.6 |
-4.0 |
-2.5% |
0.0 |
| Volume |
36,999 |
43,085 |
6,086 |
16.4% |
243,281 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,470.3 |
17,419.7 |
17,218.2 |
|
| R3 |
17,366.3 |
17,315.7 |
17,189.6 |
|
| R2 |
17,262.3 |
17,262.3 |
17,180.1 |
|
| R1 |
17,211.7 |
17,211.7 |
17,170.5 |
17,237.0 |
| PP |
17,158.3 |
17,158.3 |
17,158.3 |
17,171.0 |
| S1 |
17,107.7 |
17,107.7 |
17,151.5 |
17,133.0 |
| S2 |
17,054.3 |
17,054.3 |
17,141.9 |
|
| S3 |
16,950.3 |
17,003.7 |
17,132.4 |
|
| S4 |
16,846.3 |
16,899.7 |
17,103.8 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,314.7 |
18,150.3 |
17,394.4 |
|
| R3 |
17,906.7 |
17,742.3 |
17,282.2 |
|
| R2 |
17,498.7 |
17,498.7 |
17,244.8 |
|
| R1 |
17,334.3 |
17,334.3 |
17,207.4 |
17,416.5 |
| PP |
17,090.7 |
17,090.7 |
17,090.7 |
17,131.8 |
| S1 |
16,926.3 |
16,926.3 |
17,132.6 |
17,008.5 |
| S2 |
16,682.7 |
16,682.7 |
17,095.2 |
|
| S3 |
16,274.7 |
16,518.3 |
17,057.8 |
|
| S4 |
15,866.7 |
16,110.3 |
16,945.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,255.0 |
16,887.0 |
368.0 |
2.1% |
124.6 |
0.7% |
74% |
False |
False |
44,865 |
| 10 |
17,255.0 |
16,847.0 |
408.0 |
2.4% |
136.7 |
0.8% |
77% |
False |
False |
46,731 |
| 20 |
17,255.0 |
16,785.0 |
470.0 |
2.7% |
143.7 |
0.8% |
80% |
False |
False |
50,436 |
| 40 |
17,255.0 |
16,464.0 |
791.0 |
4.6% |
158.6 |
0.9% |
88% |
False |
False |
50,487 |
| 60 |
17,255.0 |
16,133.0 |
1,122.0 |
6.5% |
150.4 |
0.9% |
92% |
False |
False |
40,322 |
| 80 |
17,255.0 |
14,836.0 |
2,419.0 |
14.1% |
139.8 |
0.8% |
96% |
False |
False |
30,248 |
| 100 |
17,255.0 |
14,836.0 |
2,419.0 |
14.1% |
132.1 |
0.8% |
96% |
False |
False |
24,205 |
| 120 |
17,255.0 |
14,836.0 |
2,419.0 |
14.1% |
119.0 |
0.7% |
96% |
False |
False |
20,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,651.0 |
|
2.618 |
17,481.3 |
|
1.618 |
17,377.3 |
|
1.000 |
17,313.0 |
|
0.618 |
17,273.3 |
|
HIGH |
17,209.0 |
|
0.618 |
17,169.3 |
|
0.500 |
17,157.0 |
|
0.382 |
17,144.7 |
|
LOW |
17,105.0 |
|
0.618 |
17,040.7 |
|
1.000 |
17,001.0 |
|
1.618 |
16,936.7 |
|
2.618 |
16,832.7 |
|
4.250 |
16,663.0 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,159.7 |
17,162.0 |
| PP |
17,158.3 |
17,161.7 |
| S1 |
17,157.0 |
17,161.3 |
|