| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,054.1 |
1,972.3 |
-81.8 |
-4.0% |
1,968.4 |
| High |
2,058.2 |
2,021.8 |
-36.4 |
-1.8% |
2,020.8 |
| Low |
1,953.7 |
1,970.4 |
16.7 |
0.9% |
1,925.4 |
| Close |
1,969.3 |
2,016.8 |
47.5 |
2.4% |
2,019.1 |
| Range |
104.5 |
51.4 |
-53.1 |
-50.8% |
95.4 |
| ATR |
44.2 |
44.8 |
0.6 |
1.3% |
0.0 |
| Volume |
431,449 |
259,660 |
-171,789 |
-39.8% |
963,739 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,157.2 |
2,138.4 |
2,045.1 |
|
| R3 |
2,105.8 |
2,087.0 |
2,030.9 |
|
| R2 |
2,054.4 |
2,054.4 |
2,026.2 |
|
| R1 |
2,035.6 |
2,035.6 |
2,021.5 |
2,045.0 |
| PP |
2,003.0 |
2,003.0 |
2,003.0 |
2,007.7 |
| S1 |
1,984.2 |
1,984.2 |
2,012.1 |
1,993.6 |
| S2 |
1,951.6 |
1,951.6 |
2,007.4 |
|
| S3 |
1,900.2 |
1,932.8 |
2,002.7 |
|
| S4 |
1,848.8 |
1,881.4 |
1,988.5 |
|
|
| 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 |
1,947.4 |
113.5 |
5.6% |
55.8 |
2.8% |
61% |
False |
False |
263,954 |
| 10 |
2,060.9 |
1,925.4 |
135.5 |
6.7% |
46.3 |
2.3% |
67% |
False |
False |
242,708 |
| 20 |
2,060.9 |
1,911.2 |
149.7 |
7.4% |
42.8 |
2.1% |
71% |
False |
False |
228,036 |
| 40 |
2,097.0 |
1,904.8 |
192.2 |
9.5% |
41.3 |
2.0% |
58% |
False |
False |
221,534 |
| 60 |
2,097.0 |
1,799.2 |
297.8 |
14.8% |
39.3 |
1.9% |
73% |
False |
False |
183,431 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
21.9% |
38.4 |
1.9% |
82% |
False |
False |
137,631 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
21.9% |
37.6 |
1.9% |
82% |
False |
False |
110,136 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
21.9% |
34.5 |
1.7% |
82% |
False |
False |
91,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,240.3 |
|
2.618 |
2,156.4 |
|
1.618 |
2,105.0 |
|
1.000 |
2,073.2 |
|
0.618 |
2,053.6 |
|
HIGH |
2,021.8 |
|
0.618 |
2,002.2 |
|
0.500 |
1,996.1 |
|
0.382 |
1,990.0 |
|
LOW |
1,970.4 |
|
0.618 |
1,938.6 |
|
1.000 |
1,919.0 |
|
1.618 |
1,887.2 |
|
2.618 |
1,835.8 |
|
4.250 |
1,752.0 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,009.9 |
2,013.6 |
| PP |
2,003.0 |
2,010.5 |
| S1 |
1,996.1 |
2,007.3 |
|