| 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 |
2,036.5 |
2,034.1 |
-2.4 |
-0.1% |
2,027.7 |
| High |
2,045.5 |
2,053.2 |
7.7 |
0.4% |
2,053.2 |
| Low |
2,029.3 |
2,025.4 |
-3.9 |
-0.2% |
2,023.9 |
| Close |
2,030.7 |
2,049.4 |
18.7 |
0.9% |
2,049.4 |
| Range |
16.2 |
27.8 |
11.6 |
71.6% |
29.3 |
| ATR |
21.8 |
22.2 |
0.4 |
2.0% |
0.0 |
| Volume |
147,947 |
212,029 |
64,082 |
43.3% |
683,007 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.1 |
2,115.5 |
2,064.7 |
|
| R3 |
2,098.3 |
2,087.7 |
2,057.0 |
|
| R2 |
2,070.5 |
2,070.5 |
2,054.5 |
|
| R1 |
2,059.9 |
2,059.9 |
2,051.9 |
2,065.2 |
| PP |
2,042.7 |
2,042.7 |
2,042.7 |
2,045.3 |
| S1 |
2,032.1 |
2,032.1 |
2,046.9 |
2,037.4 |
| S2 |
2,014.9 |
2,014.9 |
2,044.3 |
|
| S3 |
1,987.1 |
2,004.3 |
2,041.8 |
|
| S4 |
1,959.3 |
1,976.5 |
2,034.1 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.1 |
2,119.0 |
2,065.5 |
|
| R3 |
2,100.8 |
2,089.7 |
2,057.5 |
|
| R2 |
2,071.5 |
2,071.5 |
2,054.8 |
|
| R1 |
2,060.4 |
2,060.4 |
2,052.1 |
2,066.0 |
| PP |
2,042.2 |
2,042.2 |
2,042.2 |
2,044.9 |
| S1 |
2,031.1 |
2,031.1 |
2,046.7 |
2,036.7 |
| S2 |
2,012.9 |
2,012.9 |
2,044.0 |
|
| S3 |
1,983.6 |
2,001.8 |
2,041.3 |
|
| S4 |
1,954.3 |
1,972.5 |
2,033.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,053.2 |
2,006.6 |
46.6 |
2.3% |
19.2 |
0.9% |
92% |
True |
False |
169,072 |
| 10 |
2,053.2 |
1,996.4 |
56.8 |
2.8% |
20.5 |
1.0% |
93% |
True |
False |
169,284 |
| 20 |
2,083.2 |
1,996.4 |
86.8 |
4.2% |
21.5 |
1.0% |
61% |
False |
False |
172,877 |
| 40 |
2,118.0 |
1,996.4 |
121.6 |
5.9% |
23.2 |
1.1% |
44% |
False |
False |
104,958 |
| 60 |
2,171.5 |
1,996.4 |
175.1 |
8.5% |
25.5 |
1.2% |
30% |
False |
False |
72,569 |
| 80 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
24.4 |
1.2% |
38% |
False |
False |
55,366 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
24.1 |
1.2% |
61% |
False |
False |
44,810 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
22.7 |
1.1% |
61% |
False |
False |
37,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.4 |
|
2.618 |
2,126.0 |
|
1.618 |
2,098.2 |
|
1.000 |
2,081.0 |
|
0.618 |
2,070.4 |
|
HIGH |
2,053.2 |
|
0.618 |
2,042.6 |
|
0.500 |
2,039.3 |
|
0.382 |
2,036.0 |
|
LOW |
2,025.4 |
|
0.618 |
2,008.2 |
|
1.000 |
1,997.6 |
|
1.618 |
1,980.4 |
|
2.618 |
1,952.6 |
|
4.250 |
1,907.3 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,046.0 |
2,046.0 |
| PP |
2,042.7 |
2,042.7 |
| S1 |
2,039.3 |
2,039.3 |
|