| 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 |
7,704.5 |
7,687.5 |
-17.0 |
-0.2% |
7,563.0 |
| High |
7,722.0 |
7,697.0 |
-25.0 |
-0.3% |
7,697.5 |
| Low |
7,674.0 |
7,610.0 |
-64.0 |
-0.8% |
7,431.5 |
| Close |
7,690.5 |
7,630.5 |
-60.0 |
-0.8% |
7,687.5 |
| Range |
48.0 |
87.0 |
39.0 |
81.3% |
266.0 |
| ATR |
75.7 |
76.5 |
0.8 |
1.1% |
0.0 |
| Volume |
93,937 |
121,731 |
27,794 |
29.6% |
511,976 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,907.0 |
7,855.5 |
7,678.5 |
|
| R3 |
7,820.0 |
7,768.5 |
7,654.5 |
|
| R2 |
7,733.0 |
7,733.0 |
7,646.5 |
|
| R1 |
7,681.5 |
7,681.5 |
7,638.5 |
7,664.0 |
| PP |
7,646.0 |
7,646.0 |
7,646.0 |
7,637.0 |
| S1 |
7,594.5 |
7,594.5 |
7,622.5 |
7,577.0 |
| S2 |
7,559.0 |
7,559.0 |
7,614.5 |
|
| S3 |
7,472.0 |
7,507.5 |
7,606.5 |
|
| S4 |
7,385.0 |
7,420.5 |
7,582.5 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,403.5 |
8,311.5 |
7,834.0 |
|
| R3 |
8,137.5 |
8,045.5 |
7,760.5 |
|
| R2 |
7,871.5 |
7,871.5 |
7,736.5 |
|
| R1 |
7,779.5 |
7,779.5 |
7,712.0 |
7,825.5 |
| PP |
7,605.5 |
7,605.5 |
7,605.5 |
7,628.5 |
| S1 |
7,513.5 |
7,513.5 |
7,663.0 |
7,559.5 |
| S2 |
7,339.5 |
7,339.5 |
7,638.5 |
|
| S3 |
7,073.5 |
7,247.5 |
7,614.5 |
|
| S4 |
6,807.5 |
6,981.5 |
7,541.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,722.0 |
7,538.0 |
184.0 |
2.4% |
71.5 |
0.9% |
50% |
False |
False |
98,477 |
| 10 |
7,722.0 |
7,431.5 |
290.5 |
3.8% |
75.5 |
1.0% |
69% |
False |
False |
93,955 |
| 20 |
7,722.0 |
7,431.5 |
290.5 |
3.8% |
73.5 |
1.0% |
69% |
False |
False |
92,128 |
| 40 |
7,787.0 |
7,397.5 |
389.5 |
5.1% |
71.0 |
0.9% |
60% |
False |
False |
86,993 |
| 60 |
7,795.0 |
7,397.5 |
397.5 |
5.2% |
69.0 |
0.9% |
59% |
False |
False |
85,070 |
| 80 |
7,795.0 |
7,349.5 |
445.5 |
5.8% |
58.0 |
0.8% |
63% |
False |
False |
63,828 |
| 100 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
53.0 |
0.7% |
65% |
False |
False |
51,104 |
| 120 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
45.0 |
0.6% |
61% |
False |
False |
42,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,067.0 |
|
2.618 |
7,925.0 |
|
1.618 |
7,838.0 |
|
1.000 |
7,784.0 |
|
0.618 |
7,751.0 |
|
HIGH |
7,697.0 |
|
0.618 |
7,664.0 |
|
0.500 |
7,653.5 |
|
0.382 |
7,643.0 |
|
LOW |
7,610.0 |
|
0.618 |
7,556.0 |
|
1.000 |
7,523.0 |
|
1.618 |
7,469.0 |
|
2.618 |
7,382.0 |
|
4.250 |
7,240.0 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
7,653.5 |
7,666.0 |
| PP |
7,646.0 |
7,654.0 |
| S1 |
7,638.0 |
7,642.5 |
|