| 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 |
2,036.1 |
2,049.8 |
13.7 |
0.7% |
2,058.1 |
| High |
2,046.8 |
2,062.2 |
15.4 |
0.8% |
2,067.0 |
| Low |
2,026.6 |
2,044.2 |
17.6 |
0.9% |
2,016.3 |
| Close |
2,043.9 |
2,059.6 |
15.7 |
0.8% |
2,043.9 |
| Range |
20.2 |
18.0 |
-2.2 |
-10.9% |
50.7 |
| ATR |
22.8 |
22.5 |
-0.3 |
-1.4% |
0.0 |
| Volume |
4,743 |
8,135 |
3,392 |
71.5% |
34,246 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.3 |
2,102.5 |
2,069.5 |
|
| R3 |
2,091.3 |
2,084.5 |
2,064.6 |
|
| R2 |
2,073.3 |
2,073.3 |
2,062.9 |
|
| R1 |
2,066.5 |
2,066.5 |
2,061.3 |
2,069.9 |
| PP |
2,055.3 |
2,055.3 |
2,055.3 |
2,057.1 |
| S1 |
2,048.5 |
2,048.5 |
2,058.0 |
2,051.9 |
| S2 |
2,037.3 |
2,037.3 |
2,056.3 |
|
| S3 |
2,019.3 |
2,030.5 |
2,054.7 |
|
| S4 |
2,001.3 |
2,012.5 |
2,049.7 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.5 |
2,169.9 |
2,071.8 |
|
| R3 |
2,143.8 |
2,119.2 |
2,057.8 |
|
| R2 |
2,093.1 |
2,093.1 |
2,053.2 |
|
| R1 |
2,068.5 |
2,068.5 |
2,048.5 |
2,055.5 |
| PP |
2,042.4 |
2,042.4 |
2,042.4 |
2,035.9 |
| S1 |
2,017.8 |
2,017.8 |
2,039.3 |
2,004.8 |
| S2 |
1,991.7 |
1,991.7 |
2,034.6 |
|
| S3 |
1,941.0 |
1,967.1 |
2,030.0 |
|
| S4 |
1,890.3 |
1,916.4 |
2,016.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,067.0 |
2,016.3 |
50.7 |
2.5% |
22.6 |
1.1% |
85% |
False |
False |
7,546 |
| 10 |
2,080.9 |
2,016.3 |
64.6 |
3.1% |
19.6 |
1.0% |
67% |
False |
False |
6,666 |
| 20 |
2,102.5 |
2,016.3 |
86.2 |
4.2% |
21.3 |
1.0% |
50% |
False |
False |
6,549 |
| 40 |
2,137.5 |
2,016.3 |
121.2 |
5.9% |
22.5 |
1.1% |
36% |
False |
False |
4,901 |
| 60 |
2,191.2 |
2,016.3 |
174.9 |
8.5% |
24.6 |
1.2% |
25% |
False |
False |
4,319 |
| 80 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
24.1 |
1.2% |
33% |
False |
False |
3,938 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
23.9 |
1.2% |
58% |
False |
False |
3,445 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
22.1 |
1.1% |
58% |
False |
False |
2,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,138.7 |
|
2.618 |
2,109.3 |
|
1.618 |
2,091.3 |
|
1.000 |
2,080.2 |
|
0.618 |
2,073.3 |
|
HIGH |
2,062.2 |
|
0.618 |
2,055.3 |
|
0.500 |
2,053.2 |
|
0.382 |
2,051.1 |
|
LOW |
2,044.2 |
|
0.618 |
2,033.1 |
|
1.000 |
2,026.2 |
|
1.618 |
2,015.1 |
|
2.618 |
1,997.1 |
|
4.250 |
1,967.7 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,057.5 |
2,053.7 |
| PP |
2,055.3 |
2,047.9 |
| S1 |
2,053.2 |
2,042.0 |
|