| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,033.7 |
2,006.3 |
-27.4 |
-1.3% |
2,057.9 |
| High |
2,047.3 |
2,008.8 |
-38.5 |
-1.9% |
2,061.3 |
| Low |
2,002.8 |
1,996.4 |
-6.4 |
-0.3% |
2,030.8 |
| Close |
2,007.2 |
2,004.3 |
-2.9 |
-0.1% |
2,038.7 |
| Range |
44.5 |
12.4 |
-32.1 |
-72.1% |
30.5 |
| ATR |
24.8 |
23.9 |
-0.9 |
-3.6% |
0.0 |
| Volume |
217,571 |
193,607 |
-23,964 |
-11.0% |
675,553 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,040.4 |
2,034.7 |
2,011.1 |
|
| R3 |
2,028.0 |
2,022.3 |
2,007.7 |
|
| R2 |
2,015.6 |
2,015.6 |
2,006.6 |
|
| R1 |
2,009.9 |
2,009.9 |
2,005.4 |
2,006.6 |
| PP |
2,003.2 |
2,003.2 |
2,003.2 |
2,001.5 |
| S1 |
1,997.5 |
1,997.5 |
2,003.2 |
1,994.2 |
| S2 |
1,990.8 |
1,990.8 |
2,002.0 |
|
| S3 |
1,978.4 |
1,985.1 |
2,000.9 |
|
| S4 |
1,966.0 |
1,972.7 |
1,997.5 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.1 |
2,117.4 |
2,055.5 |
|
| R3 |
2,104.6 |
2,086.9 |
2,047.1 |
|
| R2 |
2,074.1 |
2,074.1 |
2,044.3 |
|
| R1 |
2,056.4 |
2,056.4 |
2,041.5 |
2,050.0 |
| PP |
2,043.6 |
2,043.6 |
2,043.6 |
2,040.4 |
| S1 |
2,025.9 |
2,025.9 |
2,035.9 |
2,019.5 |
| S2 |
2,013.1 |
2,013.1 |
2,033.1 |
|
| S3 |
1,982.6 |
1,995.4 |
2,030.3 |
|
| S4 |
1,952.1 |
1,964.9 |
2,021.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,053.8 |
1,996.4 |
57.4 |
2.9% |
22.0 |
1.1% |
14% |
False |
True |
156,062 |
| 10 |
2,083.2 |
1,996.4 |
86.8 |
4.3% |
23.7 |
1.2% |
9% |
False |
True |
168,347 |
| 20 |
2,083.2 |
1,996.4 |
86.8 |
4.3% |
21.7 |
1.1% |
9% |
False |
True |
135,867 |
| 40 |
2,118.0 |
1,996.4 |
121.6 |
6.1% |
23.2 |
1.2% |
6% |
False |
True |
79,561 |
| 60 |
2,171.5 |
1,996.4 |
175.1 |
8.7% |
25.5 |
1.3% |
5% |
False |
True |
55,547 |
| 80 |
2,171.5 |
1,975.1 |
196.4 |
9.8% |
24.7 |
1.2% |
15% |
False |
False |
42,444 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.5% |
24.3 |
1.2% |
46% |
False |
False |
34,408 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.5% |
22.5 |
1.1% |
46% |
False |
False |
28,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,061.5 |
|
2.618 |
2,041.3 |
|
1.618 |
2,028.9 |
|
1.000 |
2,021.2 |
|
0.618 |
2,016.5 |
|
HIGH |
2,008.8 |
|
0.618 |
2,004.1 |
|
0.500 |
2,002.6 |
|
0.382 |
2,001.1 |
|
LOW |
1,996.4 |
|
0.618 |
1,988.7 |
|
1.000 |
1,984.0 |
|
1.618 |
1,976.3 |
|
2.618 |
1,963.9 |
|
4.250 |
1,943.7 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,003.7 |
2,021.9 |
| PP |
2,003.2 |
2,016.0 |
| S1 |
2,002.6 |
2,010.2 |
|