| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,018.5 |
2,064.0 |
45.5 |
2.3% |
2,017.2 |
| High |
2,071.2 |
2,070.0 |
-1.2 |
-0.1% |
2,071.2 |
| Low |
2,017.2 |
2,032.1 |
14.9 |
0.7% |
1,953.7 |
| Close |
2,067.5 |
2,039.0 |
-28.5 |
-1.4% |
2,039.0 |
| Range |
54.0 |
37.9 |
-16.1 |
-29.8% |
117.5 |
| ATR |
45.5 |
44.9 |
-0.5 |
-1.2% |
0.0 |
| Volume |
279,940 |
266,601 |
-13,339 |
-4.8% |
1,476,943 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.7 |
2,137.8 |
2,059.8 |
|
| R3 |
2,122.8 |
2,099.9 |
2,049.4 |
|
| R2 |
2,084.9 |
2,084.9 |
2,045.9 |
|
| R1 |
2,062.0 |
2,062.0 |
2,042.5 |
2,054.5 |
| PP |
2,047.0 |
2,047.0 |
2,047.0 |
2,043.3 |
| S1 |
2,024.1 |
2,024.1 |
2,035.5 |
2,016.6 |
| S2 |
2,009.1 |
2,009.1 |
2,032.1 |
|
| S3 |
1,971.2 |
1,986.2 |
2,028.6 |
|
| S4 |
1,933.3 |
1,948.3 |
2,018.2 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,373.8 |
2,323.9 |
2,103.6 |
|
| R3 |
2,256.3 |
2,206.4 |
2,071.3 |
|
| R2 |
2,138.8 |
2,138.8 |
2,060.5 |
|
| R1 |
2,088.9 |
2,088.9 |
2,049.8 |
2,113.9 |
| PP |
2,021.3 |
2,021.3 |
2,021.3 |
2,033.8 |
| S1 |
1,971.4 |
1,971.4 |
2,028.2 |
1,996.4 |
| S2 |
1,903.8 |
1,903.8 |
2,017.5 |
|
| S3 |
1,786.3 |
1,853.9 |
2,006.7 |
|
| S4 |
1,668.8 |
1,736.4 |
1,974.4 |
|
|
| 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 |
5.8% |
58.6 |
2.9% |
73% |
False |
False |
295,388 |
| 10 |
2,071.2 |
1,925.4 |
145.8 |
7.2% |
47.1 |
2.3% |
78% |
False |
False |
244,068 |
| 20 |
2,071.2 |
1,925.4 |
145.8 |
7.2% |
44.0 |
2.2% |
78% |
False |
False |
233,973 |
| 40 |
2,097.0 |
1,904.8 |
192.2 |
9.4% |
41.9 |
2.1% |
70% |
False |
False |
224,718 |
| 60 |
2,097.0 |
1,804.7 |
292.3 |
14.3% |
40.1 |
2.0% |
80% |
False |
False |
192,527 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
21.6% |
38.9 |
1.9% |
87% |
False |
False |
144,456 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
21.6% |
38.1 |
1.9% |
87% |
False |
False |
115,599 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
21.6% |
34.9 |
1.7% |
87% |
False |
False |
96,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,231.1 |
|
2.618 |
2,169.2 |
|
1.618 |
2,131.3 |
|
1.000 |
2,107.9 |
|
0.618 |
2,093.4 |
|
HIGH |
2,070.0 |
|
0.618 |
2,055.5 |
|
0.500 |
2,051.1 |
|
0.382 |
2,046.6 |
|
LOW |
2,032.1 |
|
0.618 |
2,008.7 |
|
1.000 |
1,994.2 |
|
1.618 |
1,970.8 |
|
2.618 |
1,932.9 |
|
4.250 |
1,871.0 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.1 |
2,032.9 |
| PP |
2,047.0 |
2,026.9 |
| S1 |
2,043.0 |
2,020.8 |
|