| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,017.2 |
2,054.1 |
36.9 |
1.8% |
1,968.4 |
| High |
2,060.9 |
2,058.2 |
-2.7 |
-0.1% |
2,020.8 |
| Low |
2,015.8 |
1,953.7 |
-62.1 |
-3.1% |
1,925.4 |
| Close |
2,055.0 |
1,969.3 |
-85.7 |
-4.2% |
2,019.1 |
| Range |
45.1 |
104.5 |
59.4 |
131.7% |
95.4 |
| ATR |
39.5 |
44.2 |
4.6 |
11.7% |
0.0 |
| Volume |
239,293 |
431,449 |
192,156 |
80.3% |
963,739 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,307.2 |
2,242.8 |
2,026.8 |
|
| R3 |
2,202.7 |
2,138.3 |
1,998.0 |
|
| R2 |
2,098.2 |
2,098.2 |
1,988.5 |
|
| R1 |
2,033.8 |
2,033.8 |
1,978.9 |
2,013.8 |
| PP |
1,993.7 |
1,993.7 |
1,993.7 |
1,983.7 |
| S1 |
1,929.3 |
1,929.3 |
1,959.7 |
1,909.3 |
| S2 |
1,889.2 |
1,889.2 |
1,950.1 |
|
| S3 |
1,784.7 |
1,824.8 |
1,940.6 |
|
| S4 |
1,680.2 |
1,720.3 |
1,911.8 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,274.6 |
2,242.3 |
2,071.6 |
|
| R3 |
2,179.2 |
2,146.9 |
2,045.3 |
|
| R2 |
2,083.8 |
2,083.8 |
2,036.6 |
|
| R1 |
2,051.5 |
2,051.5 |
2,027.8 |
2,067.7 |
| PP |
1,988.4 |
1,988.4 |
1,988.4 |
1,996.5 |
| S1 |
1,956.1 |
1,956.1 |
2,010.4 |
1,972.3 |
| S2 |
1,893.0 |
1,893.0 |
2,001.6 |
|
| S3 |
1,797.6 |
1,860.7 |
1,992.9 |
|
| S4 |
1,702.2 |
1,765.3 |
1,966.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,060.9 |
1,944.9 |
116.0 |
5.9% |
50.9 |
2.6% |
21% |
False |
False |
250,506 |
| 10 |
2,060.9 |
1,925.4 |
135.5 |
6.9% |
47.8 |
2.4% |
32% |
False |
False |
248,220 |
| 20 |
2,060.9 |
1,904.8 |
156.1 |
7.9% |
42.1 |
2.1% |
41% |
False |
False |
225,555 |
| 40 |
2,097.0 |
1,904.8 |
192.2 |
9.8% |
41.3 |
2.1% |
34% |
False |
False |
224,444 |
| 60 |
2,097.0 |
1,789.0 |
308.0 |
15.6% |
39.2 |
2.0% |
59% |
False |
False |
179,109 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.4% |
38.2 |
1.9% |
71% |
False |
False |
134,388 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.4% |
37.3 |
1.9% |
71% |
False |
False |
107,540 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.4% |
34.1 |
1.7% |
71% |
False |
False |
89,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,502.3 |
|
2.618 |
2,331.8 |
|
1.618 |
2,227.3 |
|
1.000 |
2,162.7 |
|
0.618 |
2,122.8 |
|
HIGH |
2,058.2 |
|
0.618 |
2,018.3 |
|
0.500 |
2,006.0 |
|
0.382 |
1,993.6 |
|
LOW |
1,953.7 |
|
0.618 |
1,889.1 |
|
1.000 |
1,849.2 |
|
1.618 |
1,784.6 |
|
2.618 |
1,680.1 |
|
4.250 |
1,509.6 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,006.0 |
2,007.3 |
| PP |
1,993.7 |
1,994.6 |
| S1 |
1,981.5 |
1,982.0 |
|