| 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 |
7,687.5 |
7,652.0 |
-35.5 |
-0.5% |
7,563.0 |
| High |
7,697.0 |
7,687.0 |
-10.0 |
-0.1% |
7,697.5 |
| Low |
7,610.0 |
7,634.0 |
24.0 |
0.3% |
7,431.5 |
| Close |
7,630.5 |
7,674.0 |
43.5 |
0.6% |
7,687.5 |
| Range |
87.0 |
53.0 |
-34.0 |
-39.1% |
266.0 |
| ATR |
76.5 |
75.1 |
-1.4 |
-1.9% |
0.0 |
| Volume |
121,731 |
97,438 |
-24,293 |
-20.0% |
511,976 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,824.0 |
7,802.0 |
7,703.0 |
|
| R3 |
7,771.0 |
7,749.0 |
7,688.5 |
|
| R2 |
7,718.0 |
7,718.0 |
7,683.5 |
|
| R1 |
7,696.0 |
7,696.0 |
7,679.0 |
7,707.0 |
| PP |
7,665.0 |
7,665.0 |
7,665.0 |
7,670.5 |
| S1 |
7,643.0 |
7,643.0 |
7,669.0 |
7,654.0 |
| S2 |
7,612.0 |
7,612.0 |
7,664.5 |
|
| S3 |
7,559.0 |
7,590.0 |
7,659.5 |
|
| S4 |
7,506.0 |
7,537.0 |
7,645.0 |
|
|
| 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 |
7,592.5 |
129.5 |
1.7% |
69.0 |
0.9% |
63% |
False |
False |
99,879 |
| 10 |
7,722.0 |
7,431.5 |
290.5 |
3.8% |
74.5 |
1.0% |
83% |
False |
False |
95,124 |
| 20 |
7,722.0 |
7,431.5 |
290.5 |
3.8% |
73.5 |
1.0% |
83% |
False |
False |
92,563 |
| 40 |
7,785.5 |
7,397.5 |
388.0 |
5.1% |
71.0 |
0.9% |
71% |
False |
False |
87,689 |
| 60 |
7,795.0 |
7,397.5 |
397.5 |
5.2% |
69.5 |
0.9% |
70% |
False |
False |
86,693 |
| 80 |
7,795.0 |
7,349.5 |
445.5 |
5.8% |
58.5 |
0.8% |
73% |
False |
False |
65,046 |
| 100 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
53.0 |
0.7% |
75% |
False |
False |
52,078 |
| 120 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
45.5 |
0.6% |
69% |
False |
False |
43,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,912.0 |
|
2.618 |
7,826.0 |
|
1.618 |
7,773.0 |
|
1.000 |
7,740.0 |
|
0.618 |
7,720.0 |
|
HIGH |
7,687.0 |
|
0.618 |
7,667.0 |
|
0.500 |
7,660.5 |
|
0.382 |
7,654.0 |
|
LOW |
7,634.0 |
|
0.618 |
7,601.0 |
|
1.000 |
7,581.0 |
|
1.618 |
7,548.0 |
|
2.618 |
7,495.0 |
|
4.250 |
7,409.0 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
7,669.5 |
7,671.5 |
| PP |
7,665.0 |
7,668.5 |
| S1 |
7,660.5 |
7,666.0 |
|