| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,013.0 |
2,002.7 |
-10.3 |
-0.5% |
2,017.2 |
| High |
2,013.8 |
2,021.6 |
7.8 |
0.4% |
2,071.2 |
| Low |
1,985.0 |
1,999.0 |
14.0 |
0.7% |
1,953.7 |
| Close |
2,000.5 |
2,016.0 |
15.5 |
0.8% |
2,039.0 |
| Range |
28.8 |
22.6 |
-6.2 |
-21.5% |
117.5 |
| ATR |
43.6 |
42.1 |
-1.5 |
-3.4% |
0.0 |
| Volume |
167,564 |
244,586 |
77,022 |
46.0% |
1,476,943 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,080.0 |
2,070.6 |
2,028.4 |
|
| R3 |
2,057.4 |
2,048.0 |
2,022.2 |
|
| R2 |
2,034.8 |
2,034.8 |
2,020.1 |
|
| R1 |
2,025.4 |
2,025.4 |
2,018.1 |
2,030.1 |
| PP |
2,012.2 |
2,012.2 |
2,012.2 |
2,014.6 |
| S1 |
2,002.8 |
2,002.8 |
2,013.9 |
2,007.5 |
| S2 |
1,989.6 |
1,989.6 |
2,011.9 |
|
| S3 |
1,967.0 |
1,980.2 |
2,009.8 |
|
| S4 |
1,944.4 |
1,957.6 |
2,003.6 |
|
|
| 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 |
1,985.0 |
86.2 |
4.3% |
37.3 |
1.8% |
36% |
False |
False |
233,418 |
| 10 |
2,071.2 |
1,947.4 |
123.8 |
6.1% |
46.6 |
2.3% |
55% |
False |
False |
248,686 |
| 20 |
2,071.2 |
1,925.4 |
145.8 |
7.2% |
42.3 |
2.1% |
62% |
False |
False |
231,271 |
| 40 |
2,097.0 |
1,904.8 |
192.2 |
9.5% |
41.0 |
2.0% |
58% |
False |
False |
222,244 |
| 60 |
2,097.0 |
1,808.0 |
289.0 |
14.3% |
40.5 |
2.0% |
72% |
False |
False |
202,856 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
21.9% |
39.0 |
1.9% |
82% |
False |
False |
152,208 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
21.9% |
38.2 |
1.9% |
82% |
False |
False |
121,801 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
21.9% |
35.2 |
1.7% |
82% |
False |
False |
101,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,117.7 |
|
2.618 |
2,080.8 |
|
1.618 |
2,058.2 |
|
1.000 |
2,044.2 |
|
0.618 |
2,035.6 |
|
HIGH |
2,021.6 |
|
0.618 |
2,013.0 |
|
0.500 |
2,010.3 |
|
0.382 |
2,007.6 |
|
LOW |
1,999.0 |
|
0.618 |
1,985.0 |
|
1.000 |
1,976.4 |
|
1.618 |
1,962.4 |
|
2.618 |
1,939.8 |
|
4.250 |
1,903.0 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,014.1 |
2,015.6 |
| PP |
2,012.2 |
2,015.3 |
| S1 |
2,010.3 |
2,014.9 |
|