| 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 |
2,036.2 |
2,036.5 |
0.3 |
0.0% |
2,038.2 |
| High |
2,043.5 |
2,045.5 |
2.0 |
0.1% |
2,047.3 |
| Low |
2,030.9 |
2,029.3 |
-1.6 |
-0.1% |
1,996.4 |
| Close |
2,034.3 |
2,030.7 |
-3.6 |
-0.2% |
2,024.1 |
| Range |
12.6 |
16.2 |
3.6 |
28.6% |
50.9 |
| ATR |
22.2 |
21.8 |
-0.4 |
-1.9% |
0.0 |
| Volume |
120,599 |
147,947 |
27,348 |
22.7% |
893,808 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,083.8 |
2,073.4 |
2,039.6 |
|
| R3 |
2,067.6 |
2,057.2 |
2,035.2 |
|
| R2 |
2,051.4 |
2,051.4 |
2,033.7 |
|
| R1 |
2,041.0 |
2,041.0 |
2,032.2 |
2,038.1 |
| PP |
2,035.2 |
2,035.2 |
2,035.2 |
2,033.7 |
| S1 |
2,024.8 |
2,024.8 |
2,029.2 |
2,021.9 |
| S2 |
2,019.0 |
2,019.0 |
2,027.7 |
|
| S3 |
2,002.8 |
2,008.6 |
2,026.2 |
|
| S4 |
1,986.6 |
1,992.4 |
2,021.8 |
|
|
| 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 |
2,045.5 |
2,001.8 |
43.7 |
2.2% |
17.3 |
0.9% |
66% |
True |
False |
167,516 |
| 10 |
2,053.8 |
1,996.4 |
57.4 |
2.8% |
19.7 |
1.0% |
60% |
False |
False |
161,789 |
| 20 |
2,083.2 |
1,996.4 |
86.8 |
4.3% |
21.1 |
1.0% |
40% |
False |
False |
166,942 |
| 40 |
2,118.0 |
1,996.4 |
121.6 |
6.0% |
22.9 |
1.1% |
28% |
False |
False |
99,754 |
| 60 |
2,171.5 |
1,996.4 |
175.1 |
8.6% |
25.4 |
1.2% |
20% |
False |
False |
69,118 |
| 80 |
2,171.5 |
1,975.1 |
196.4 |
9.7% |
24.4 |
1.2% |
28% |
False |
False |
52,746 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.3% |
24.2 |
1.2% |
55% |
False |
False |
42,708 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.3% |
22.5 |
1.1% |
55% |
False |
False |
35,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,114.4 |
|
2.618 |
2,087.9 |
|
1.618 |
2,071.7 |
|
1.000 |
2,061.7 |
|
0.618 |
2,055.5 |
|
HIGH |
2,045.5 |
|
0.618 |
2,039.3 |
|
0.500 |
2,037.4 |
|
0.382 |
2,035.5 |
|
LOW |
2,029.3 |
|
0.618 |
2,019.3 |
|
1.000 |
2,013.1 |
|
1.618 |
2,003.1 |
|
2.618 |
1,986.9 |
|
4.250 |
1,960.5 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,037.4 |
2,034.7 |
| PP |
2,035.2 |
2,033.4 |
| S1 |
2,032.9 |
2,032.0 |
|