| 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 |
2,027.7 |
2,036.2 |
8.5 |
0.4% |
2,038.2 |
| High |
2,042.7 |
2,043.5 |
0.8 |
0.0% |
2,047.3 |
| Low |
2,023.9 |
2,030.9 |
7.0 |
0.3% |
1,996.4 |
| Close |
2,039.8 |
2,034.3 |
-5.5 |
-0.3% |
2,024.1 |
| Range |
18.8 |
12.6 |
-6.2 |
-33.0% |
50.9 |
| ATR |
23.0 |
22.2 |
-0.7 |
-3.2% |
0.0 |
| Volume |
202,432 |
120,599 |
-81,833 |
-40.4% |
893,808 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,074.0 |
2,066.8 |
2,041.2 |
|
| R3 |
2,061.4 |
2,054.2 |
2,037.8 |
|
| R2 |
2,048.8 |
2,048.8 |
2,036.6 |
|
| R1 |
2,041.6 |
2,041.6 |
2,035.5 |
2,038.9 |
| PP |
2,036.2 |
2,036.2 |
2,036.2 |
2,034.9 |
| S1 |
2,029.0 |
2,029.0 |
2,033.1 |
2,026.3 |
| S2 |
2,023.6 |
2,023.6 |
2,032.0 |
|
| S3 |
2,011.0 |
2,016.4 |
2,030.8 |
|
| S4 |
1,998.4 |
2,003.8 |
2,027.4 |
|
|
| 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 |
2,043.5 |
1,996.4 |
47.1 |
2.3% |
16.6 |
0.8% |
80% |
True |
False |
176,648 |
| 10 |
2,061.3 |
1,996.4 |
64.9 |
3.2% |
19.5 |
1.0% |
58% |
False |
False |
159,557 |
| 20 |
2,083.2 |
1,996.4 |
86.8 |
4.3% |
21.6 |
1.1% |
44% |
False |
False |
163,423 |
| 40 |
2,118.0 |
1,996.4 |
121.6 |
6.0% |
23.1 |
1.1% |
31% |
False |
False |
96,211 |
| 60 |
2,171.5 |
1,996.4 |
175.1 |
8.6% |
25.3 |
1.2% |
22% |
False |
False |
66,703 |
| 80 |
2,171.5 |
1,975.1 |
196.4 |
9.7% |
24.5 |
1.2% |
30% |
False |
False |
50,937 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
24.3 |
1.2% |
56% |
False |
False |
41,251 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
22.5 |
1.1% |
56% |
False |
False |
34,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,097.1 |
|
2.618 |
2,076.5 |
|
1.618 |
2,063.9 |
|
1.000 |
2,056.1 |
|
0.618 |
2,051.3 |
|
HIGH |
2,043.5 |
|
0.618 |
2,038.7 |
|
0.500 |
2,037.2 |
|
0.382 |
2,035.7 |
|
LOW |
2,030.9 |
|
0.618 |
2,023.1 |
|
1.000 |
2,018.3 |
|
1.618 |
2,010.5 |
|
2.618 |
1,997.9 |
|
4.250 |
1,977.4 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,037.2 |
2,031.2 |
| PP |
2,036.2 |
2,028.1 |
| S1 |
2,035.3 |
2,025.1 |
|