| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1,972.3 |
2,018.5 |
46.2 |
2.3% |
1,968.4 |
| High |
2,021.8 |
2,071.2 |
49.4 |
2.4% |
2,020.8 |
| Low |
1,970.4 |
2,017.2 |
46.8 |
2.4% |
1,925.4 |
| Close |
2,016.8 |
2,067.5 |
50.7 |
2.5% |
2,019.1 |
| Range |
51.4 |
54.0 |
2.6 |
5.1% |
95.4 |
| ATR |
44.8 |
45.5 |
0.7 |
1.5% |
0.0 |
| Volume |
259,660 |
279,940 |
20,280 |
7.8% |
963,739 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,214.0 |
2,194.7 |
2,097.2 |
|
| R3 |
2,160.0 |
2,140.7 |
2,082.4 |
|
| R2 |
2,106.0 |
2,106.0 |
2,077.4 |
|
| R1 |
2,086.7 |
2,086.7 |
2,072.5 |
2,096.4 |
| PP |
2,052.0 |
2,052.0 |
2,052.0 |
2,056.8 |
| S1 |
2,032.7 |
2,032.7 |
2,062.6 |
2,042.4 |
| S2 |
1,998.0 |
1,998.0 |
2,057.6 |
|
| S3 |
1,944.0 |
1,978.7 |
2,052.7 |
|
| S4 |
1,890.0 |
1,924.7 |
2,037.8 |
|
|
| 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 |
2,071.2 |
1,953.7 |
117.5 |
5.7% |
58.4 |
2.8% |
97% |
True |
False |
286,381 |
| 10 |
2,071.2 |
1,925.4 |
145.8 |
7.1% |
47.2 |
2.3% |
97% |
True |
False |
242,260 |
| 20 |
2,071.2 |
1,921.3 |
149.9 |
7.3% |
43.9 |
2.1% |
98% |
True |
False |
231,171 |
| 40 |
2,097.0 |
1,904.8 |
192.2 |
9.3% |
42.1 |
2.0% |
85% |
False |
False |
223,473 |
| 60 |
2,097.0 |
1,804.7 |
292.3 |
14.1% |
39.8 |
1.9% |
90% |
False |
False |
188,092 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
21.3% |
38.7 |
1.9% |
93% |
False |
False |
141,128 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
21.3% |
38.0 |
1.8% |
93% |
False |
False |
112,934 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
21.3% |
34.7 |
1.7% |
93% |
False |
False |
94,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,300.7 |
|
2.618 |
2,212.6 |
|
1.618 |
2,158.6 |
|
1.000 |
2,125.2 |
|
0.618 |
2,104.6 |
|
HIGH |
2,071.2 |
|
0.618 |
2,050.6 |
|
0.500 |
2,044.2 |
|
0.382 |
2,037.8 |
|
LOW |
2,017.2 |
|
0.618 |
1,983.8 |
|
1.000 |
1,963.2 |
|
1.618 |
1,929.8 |
|
2.618 |
1,875.8 |
|
4.250 |
1,787.7 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.7 |
2,049.2 |
| PP |
2,052.0 |
2,030.8 |
| S1 |
2,044.2 |
2,012.5 |
|