| Trading Metrics calculated at close of trading on 20-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,016.1 |
2,027.7 |
11.6 |
0.6% |
2,038.2 |
| High |
2,027.2 |
2,042.7 |
15.5 |
0.8% |
2,047.3 |
| Low |
2,006.6 |
2,023.9 |
17.3 |
0.9% |
1,996.4 |
| Close |
2,024.1 |
2,039.8 |
15.7 |
0.8% |
2,024.1 |
| Range |
20.6 |
18.8 |
-1.8 |
-8.7% |
50.9 |
| ATR |
23.3 |
23.0 |
-0.3 |
-1.4% |
0.0 |
| Volume |
162,356 |
202,432 |
40,076 |
24.7% |
893,808 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,091.9 |
2,084.6 |
2,050.1 |
|
| R3 |
2,073.1 |
2,065.8 |
2,045.0 |
|
| R2 |
2,054.3 |
2,054.3 |
2,043.2 |
|
| R1 |
2,047.0 |
2,047.0 |
2,041.5 |
2,050.7 |
| PP |
2,035.5 |
2,035.5 |
2,035.5 |
2,037.3 |
| S1 |
2,028.2 |
2,028.2 |
2,038.1 |
2,031.9 |
| S2 |
2,016.7 |
2,016.7 |
2,036.4 |
|
| S3 |
1,997.9 |
2,009.4 |
2,034.6 |
|
| S4 |
1,979.1 |
1,990.6 |
2,029.5 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.3 |
2,150.6 |
2,052.1 |
|
| R3 |
2,124.4 |
2,099.7 |
2,038.1 |
|
| R2 |
2,073.5 |
2,073.5 |
2,033.4 |
|
| R1 |
2,048.8 |
2,048.8 |
2,028.8 |
2,035.7 |
| PP |
2,022.6 |
2,022.6 |
2,022.6 |
2,016.1 |
| S1 |
1,997.9 |
1,997.9 |
2,019.4 |
1,984.8 |
| S2 |
1,971.7 |
1,971.7 |
2,014.8 |
|
| S3 |
1,920.8 |
1,947.0 |
2,010.1 |
|
| S4 |
1,869.9 |
1,896.1 |
1,996.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,047.3 |
1,996.4 |
50.9 |
2.5% |
22.9 |
1.1% |
85% |
False |
False |
196,043 |
| 10 |
2,061.3 |
1,996.4 |
64.9 |
3.2% |
19.9 |
1.0% |
67% |
False |
False |
160,136 |
| 20 |
2,083.2 |
1,996.4 |
86.8 |
4.3% |
21.9 |
1.1% |
50% |
False |
False |
159,677 |
| 40 |
2,118.0 |
1,996.4 |
121.6 |
6.0% |
23.2 |
1.1% |
36% |
False |
False |
93,277 |
| 60 |
2,171.5 |
1,996.4 |
175.1 |
8.6% |
25.4 |
1.2% |
25% |
False |
False |
64,802 |
| 80 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
24.6 |
1.2% |
33% |
False |
False |
49,472 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
24.4 |
1.2% |
57% |
False |
False |
40,067 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
22.6 |
1.1% |
57% |
False |
False |
33,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,122.6 |
|
2.618 |
2,091.9 |
|
1.618 |
2,073.1 |
|
1.000 |
2,061.5 |
|
0.618 |
2,054.3 |
|
HIGH |
2,042.7 |
|
0.618 |
2,035.5 |
|
0.500 |
2,033.3 |
|
0.382 |
2,031.1 |
|
LOW |
2,023.9 |
|
0.618 |
2,012.3 |
|
1.000 |
2,005.1 |
|
1.618 |
1,993.5 |
|
2.618 |
1,974.7 |
|
4.250 |
1,944.0 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,037.6 |
2,034.0 |
| PP |
2,035.5 |
2,028.1 |
| S1 |
2,033.3 |
2,022.3 |
|