| Trading Metrics calculated at close of trading on 21-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2024 |
21-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,037.5 |
2,013.0 |
-24.5 |
-1.2% |
2,017.2 |
| High |
2,044.8 |
2,013.8 |
-31.0 |
-1.5% |
2,071.2 |
| Low |
2,001.7 |
1,985.0 |
-16.7 |
-0.8% |
1,953.7 |
| Close |
2,010.2 |
2,000.5 |
-9.7 |
-0.5% |
2,039.0 |
| Range |
43.1 |
28.8 |
-14.3 |
-33.2% |
117.5 |
| ATR |
44.8 |
43.6 |
-1.1 |
-2.5% |
0.0 |
| Volume |
208,402 |
167,564 |
-40,838 |
-19.6% |
1,476,943 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,086.2 |
2,072.1 |
2,016.3 |
|
| R3 |
2,057.4 |
2,043.3 |
2,008.4 |
|
| R2 |
2,028.6 |
2,028.6 |
2,005.8 |
|
| R1 |
2,014.5 |
2,014.5 |
2,003.1 |
2,007.2 |
| PP |
1,999.8 |
1,999.8 |
1,999.8 |
1,996.1 |
| S1 |
1,985.7 |
1,985.7 |
1,997.9 |
1,978.4 |
| S2 |
1,971.0 |
1,971.0 |
1,995.2 |
|
| S3 |
1,942.2 |
1,956.9 |
1,992.6 |
|
| S4 |
1,913.4 |
1,928.1 |
1,984.7 |
|
|
| 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 |
1,970.4 |
100.8 |
5.0% |
43.0 |
2.2% |
30% |
False |
False |
236,433 |
| 10 |
2,071.2 |
1,944.9 |
126.3 |
6.3% |
47.0 |
2.3% |
44% |
False |
False |
243,470 |
| 20 |
2,071.2 |
1,925.4 |
145.8 |
7.3% |
43.7 |
2.2% |
52% |
False |
False |
229,830 |
| 40 |
2,097.0 |
1,904.8 |
192.2 |
9.6% |
41.4 |
2.1% |
50% |
False |
False |
221,163 |
| 60 |
2,097.0 |
1,808.0 |
289.0 |
14.4% |
40.4 |
2.0% |
67% |
False |
False |
198,782 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.0% |
39.1 |
2.0% |
78% |
False |
False |
149,153 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.0% |
38.3 |
1.9% |
78% |
False |
False |
119,356 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.0% |
35.1 |
1.8% |
78% |
False |
False |
99,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,136.2 |
|
2.618 |
2,089.2 |
|
1.618 |
2,060.4 |
|
1.000 |
2,042.6 |
|
0.618 |
2,031.6 |
|
HIGH |
2,013.8 |
|
0.618 |
2,002.8 |
|
0.500 |
1,999.4 |
|
0.382 |
1,996.0 |
|
LOW |
1,985.0 |
|
0.618 |
1,967.2 |
|
1.000 |
1,956.2 |
|
1.618 |
1,938.4 |
|
2.618 |
1,909.6 |
|
4.250 |
1,862.6 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,000.1 |
2,027.5 |
| PP |
1,999.8 |
2,018.5 |
| S1 |
1,999.4 |
2,009.5 |
|