| Trading Metrics calculated at close of trading on 23-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,002.7 |
2,013.7 |
11.0 |
0.5% |
2,037.5 |
| High |
2,021.6 |
2,031.9 |
10.3 |
0.5% |
2,044.8 |
| Low |
1,999.0 |
2,003.6 |
4.6 |
0.2% |
1,985.0 |
| Close |
2,016.0 |
2,020.5 |
4.5 |
0.2% |
2,020.5 |
| Range |
22.6 |
28.3 |
5.7 |
25.2% |
59.8 |
| ATR |
42.1 |
41.2 |
-1.0 |
-2.3% |
0.0 |
| Volume |
244,586 |
178,823 |
-65,763 |
-26.9% |
799,375 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.6 |
2,090.3 |
2,036.1 |
|
| R3 |
2,075.3 |
2,062.0 |
2,028.3 |
|
| R2 |
2,047.0 |
2,047.0 |
2,025.7 |
|
| R1 |
2,033.7 |
2,033.7 |
2,023.1 |
2,040.4 |
| PP |
2,018.7 |
2,018.7 |
2,018.7 |
2,022.0 |
| S1 |
2,005.4 |
2,005.4 |
2,017.9 |
2,012.1 |
| S2 |
1,990.4 |
1,990.4 |
2,015.3 |
|
| S3 |
1,962.1 |
1,977.1 |
2,012.7 |
|
| S4 |
1,933.8 |
1,948.8 |
2,004.9 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,196.2 |
2,168.1 |
2,053.4 |
|
| R3 |
2,136.4 |
2,108.3 |
2,036.9 |
|
| R2 |
2,076.6 |
2,076.6 |
2,031.5 |
|
| R1 |
2,048.5 |
2,048.5 |
2,026.0 |
2,032.7 |
| PP |
2,016.8 |
2,016.8 |
2,016.8 |
2,008.8 |
| S1 |
1,988.7 |
1,988.7 |
2,015.0 |
1,972.9 |
| S2 |
1,957.0 |
1,957.0 |
2,009.5 |
|
| S3 |
1,897.2 |
1,928.9 |
2,004.1 |
|
| S4 |
1,837.4 |
1,869.1 |
1,987.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,070.0 |
1,985.0 |
85.0 |
4.2% |
32.1 |
1.6% |
42% |
False |
False |
213,195 |
| 10 |
2,071.2 |
1,953.7 |
117.5 |
5.8% |
45.3 |
2.2% |
57% |
False |
False |
249,788 |
| 20 |
2,071.2 |
1,925.4 |
145.8 |
7.2% |
42.0 |
2.1% |
65% |
False |
False |
229,535 |
| 40 |
2,097.0 |
1,904.8 |
192.2 |
9.5% |
40.8 |
2.0% |
60% |
False |
False |
223,604 |
| 60 |
2,097.0 |
1,808.0 |
289.0 |
14.3% |
40.6 |
2.0% |
74% |
False |
False |
205,834 |
| 80 |
2,097.0 |
1,659.5 |
437.5 |
21.7% |
38.9 |
1.9% |
83% |
False |
False |
154,440 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
21.8% |
38.2 |
1.9% |
83% |
False |
False |
123,586 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
21.8% |
35.3 |
1.7% |
83% |
False |
False |
103,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,152.2 |
|
2.618 |
2,106.0 |
|
1.618 |
2,077.7 |
|
1.000 |
2,060.2 |
|
0.618 |
2,049.4 |
|
HIGH |
2,031.9 |
|
0.618 |
2,021.1 |
|
0.500 |
2,017.8 |
|
0.382 |
2,014.4 |
|
LOW |
2,003.6 |
|
0.618 |
1,986.1 |
|
1.000 |
1,975.3 |
|
1.618 |
1,957.8 |
|
2.618 |
1,929.5 |
|
4.250 |
1,883.3 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,019.6 |
2,016.5 |
| PP |
2,018.7 |
2,012.5 |
| S1 |
2,017.8 |
2,008.5 |
|