| Trading Metrics calculated at close of trading on 23-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
7,652.0 |
7,671.5 |
19.5 |
0.3% |
7,680.0 |
| High |
7,687.0 |
7,699.5 |
12.5 |
0.2% |
7,722.0 |
| Low |
7,634.0 |
7,656.0 |
22.0 |
0.3% |
7,610.0 |
| Close |
7,674.0 |
7,692.0 |
18.0 |
0.2% |
7,692.0 |
| Range |
53.0 |
43.5 |
-9.5 |
-17.9% |
112.0 |
| ATR |
75.1 |
72.8 |
-2.3 |
-3.0% |
0.0 |
| Volume |
97,438 |
75,759 |
-21,679 |
-22.2% |
441,601 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,813.0 |
7,796.0 |
7,716.0 |
|
| R3 |
7,769.5 |
7,752.5 |
7,704.0 |
|
| R2 |
7,726.0 |
7,726.0 |
7,700.0 |
|
| R1 |
7,709.0 |
7,709.0 |
7,696.0 |
7,717.5 |
| PP |
7,682.5 |
7,682.5 |
7,682.5 |
7,687.0 |
| S1 |
7,665.5 |
7,665.5 |
7,688.0 |
7,674.0 |
| S2 |
7,639.0 |
7,639.0 |
7,684.0 |
|
| S3 |
7,595.5 |
7,622.0 |
7,680.0 |
|
| S4 |
7,552.0 |
7,578.5 |
7,668.0 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,010.5 |
7,963.5 |
7,753.5 |
|
| R3 |
7,898.5 |
7,851.5 |
7,723.0 |
|
| R2 |
7,786.5 |
7,786.5 |
7,712.5 |
|
| R1 |
7,739.5 |
7,739.5 |
7,702.5 |
7,763.0 |
| PP |
7,674.5 |
7,674.5 |
7,674.5 |
7,686.5 |
| S1 |
7,627.5 |
7,627.5 |
7,681.5 |
7,651.0 |
| S2 |
7,562.5 |
7,562.5 |
7,671.5 |
|
| S3 |
7,450.5 |
7,515.5 |
7,661.0 |
|
| S4 |
7,338.5 |
7,403.5 |
7,630.5 |
|
|
| 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 |
7,610.0 |
112.0 |
1.5% |
56.5 |
0.7% |
73% |
False |
False |
88,320 |
| 10 |
7,722.0 |
7,431.5 |
290.5 |
3.8% |
73.0 |
0.9% |
90% |
False |
False |
95,357 |
| 20 |
7,722.0 |
7,431.5 |
290.5 |
3.8% |
70.5 |
0.9% |
90% |
False |
False |
90,584 |
| 40 |
7,785.5 |
7,397.5 |
388.0 |
5.0% |
70.5 |
0.9% |
76% |
False |
False |
88,210 |
| 60 |
7,795.0 |
7,397.5 |
397.5 |
5.2% |
69.5 |
0.9% |
74% |
False |
False |
87,945 |
| 80 |
7,795.0 |
7,355.0 |
440.0 |
5.7% |
59.0 |
0.8% |
77% |
False |
False |
65,993 |
| 100 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
53.5 |
0.7% |
78% |
False |
False |
52,796 |
| 120 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
45.5 |
0.6% |
73% |
False |
False |
44,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,884.5 |
|
2.618 |
7,813.5 |
|
1.618 |
7,770.0 |
|
1.000 |
7,743.0 |
|
0.618 |
7,726.5 |
|
HIGH |
7,699.5 |
|
0.618 |
7,683.0 |
|
0.500 |
7,678.0 |
|
0.382 |
7,672.5 |
|
LOW |
7,656.0 |
|
0.618 |
7,629.0 |
|
1.000 |
7,612.5 |
|
1.618 |
7,585.5 |
|
2.618 |
7,542.0 |
|
4.250 |
7,471.0 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
7,687.0 |
7,679.5 |
| PP |
7,682.5 |
7,667.0 |
| S1 |
7,678.0 |
7,655.0 |
|