| 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 |
17,124.0 |
17,219.0 |
95.0 |
0.6% |
17,024.0 |
| High |
17,209.0 |
17,478.0 |
269.0 |
1.6% |
17,255.0 |
| Low |
17,105.0 |
17,213.0 |
108.0 |
0.6% |
16,847.0 |
| Close |
17,161.0 |
17,422.0 |
261.0 |
1.5% |
17,170.0 |
| Range |
104.0 |
265.0 |
161.0 |
154.8% |
408.0 |
| ATR |
156.6 |
168.1 |
11.5 |
7.3% |
0.0 |
| Volume |
43,085 |
71,610 |
28,525 |
66.2% |
243,281 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,166.0 |
18,059.0 |
17,567.8 |
|
| R3 |
17,901.0 |
17,794.0 |
17,494.9 |
|
| R2 |
17,636.0 |
17,636.0 |
17,470.6 |
|
| R1 |
17,529.0 |
17,529.0 |
17,446.3 |
17,582.5 |
| PP |
17,371.0 |
17,371.0 |
17,371.0 |
17,397.8 |
| S1 |
17,264.0 |
17,264.0 |
17,397.7 |
17,317.5 |
| S2 |
17,106.0 |
17,106.0 |
17,373.4 |
|
| S3 |
16,841.0 |
16,999.0 |
17,349.1 |
|
| S4 |
16,576.0 |
16,734.0 |
17,276.3 |
|
|
| 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 |
17,478.0 |
17,024.0 |
454.0 |
2.6% |
144.2 |
0.8% |
88% |
True |
False |
50,440 |
| 10 |
17,478.0 |
16,847.0 |
631.0 |
3.6% |
147.5 |
0.8% |
91% |
True |
False |
49,224 |
| 20 |
17,478.0 |
16,847.0 |
631.0 |
3.6% |
144.4 |
0.8% |
91% |
True |
False |
50,438 |
| 40 |
17,478.0 |
16,464.0 |
1,014.0 |
5.8% |
162.5 |
0.9% |
94% |
True |
False |
51,200 |
| 60 |
17,478.0 |
16,133.0 |
1,345.0 |
7.7% |
154.0 |
0.9% |
96% |
True |
False |
41,514 |
| 80 |
17,478.0 |
14,836.0 |
2,642.0 |
15.2% |
142.0 |
0.8% |
98% |
True |
False |
31,143 |
| 100 |
17,478.0 |
14,836.0 |
2,642.0 |
15.2% |
134.7 |
0.8% |
98% |
True |
False |
24,921 |
| 120 |
17,478.0 |
14,836.0 |
2,642.0 |
15.2% |
121.2 |
0.7% |
98% |
True |
False |
20,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,604.3 |
|
2.618 |
18,171.8 |
|
1.618 |
17,906.8 |
|
1.000 |
17,743.0 |
|
0.618 |
17,641.8 |
|
HIGH |
17,478.0 |
|
0.618 |
17,376.8 |
|
0.500 |
17,345.5 |
|
0.382 |
17,314.2 |
|
LOW |
17,213.0 |
|
0.618 |
17,049.2 |
|
1.000 |
16,948.0 |
|
1.618 |
16,784.2 |
|
2.618 |
16,519.2 |
|
4.250 |
16,086.8 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,396.5 |
17,372.5 |
| PP |
17,371.0 |
17,323.0 |
| S1 |
17,345.5 |
17,273.5 |
|