| 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 |
2,055.8 |
2,054.2 |
-1.6 |
-0.1% |
2,049.8 |
| High |
2,064.8 |
2,073.0 |
8.2 |
0.4% |
2,073.0 |
| Low |
2,049.2 |
2,045.4 |
-3.8 |
-0.2% |
2,044.2 |
| Close |
2,050.5 |
2,069.3 |
18.8 |
0.9% |
2,069.3 |
| Range |
15.6 |
27.6 |
12.0 |
76.9% |
28.8 |
| ATR |
21.3 |
21.8 |
0.4 |
2.1% |
0.0 |
| Volume |
4,854 |
7,464 |
2,610 |
53.8% |
24,942 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.4 |
2,134.9 |
2,084.5 |
|
| R3 |
2,117.8 |
2,107.3 |
2,076.9 |
|
| R2 |
2,090.2 |
2,090.2 |
2,074.4 |
|
| R1 |
2,079.7 |
2,079.7 |
2,071.8 |
2,085.0 |
| PP |
2,062.6 |
2,062.6 |
2,062.6 |
2,065.2 |
| S1 |
2,052.1 |
2,052.1 |
2,066.8 |
2,057.4 |
| S2 |
2,035.0 |
2,035.0 |
2,064.2 |
|
| S3 |
2,007.4 |
2,024.5 |
2,061.7 |
|
| S4 |
1,979.8 |
1,996.9 |
2,054.1 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.6 |
2,137.7 |
2,085.1 |
|
| R3 |
2,119.8 |
2,108.9 |
2,077.2 |
|
| R2 |
2,091.0 |
2,091.0 |
2,074.6 |
|
| R1 |
2,080.1 |
2,080.1 |
2,071.9 |
2,085.6 |
| PP |
2,062.2 |
2,062.2 |
2,062.2 |
2,064.9 |
| S1 |
2,051.3 |
2,051.3 |
2,066.7 |
2,056.8 |
| S2 |
2,033.4 |
2,033.4 |
2,064.0 |
|
| S3 |
2,004.6 |
2,022.5 |
2,061.4 |
|
| S4 |
1,975.8 |
1,993.7 |
2,053.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,073.0 |
2,026.6 |
46.4 |
2.2% |
18.7 |
0.9% |
92% |
True |
False |
5,937 |
| 10 |
2,073.0 |
2,016.3 |
56.7 |
2.7% |
20.2 |
1.0% |
93% |
True |
False |
6,671 |
| 20 |
2,102.5 |
2,016.3 |
86.2 |
4.2% |
21.0 |
1.0% |
61% |
False |
False |
6,776 |
| 40 |
2,137.5 |
2,016.3 |
121.2 |
5.9% |
22.6 |
1.1% |
44% |
False |
False |
5,191 |
| 60 |
2,191.2 |
2,016.3 |
174.9 |
8.5% |
24.7 |
1.2% |
30% |
False |
False |
4,470 |
| 80 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
23.8 |
1.1% |
38% |
False |
False |
4,046 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
23.7 |
1.1% |
61% |
False |
False |
3,568 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
22.2 |
1.1% |
61% |
False |
False |
3,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,190.3 |
|
2.618 |
2,145.3 |
|
1.618 |
2,117.7 |
|
1.000 |
2,100.6 |
|
0.618 |
2,090.1 |
|
HIGH |
2,073.0 |
|
0.618 |
2,062.5 |
|
0.500 |
2,059.2 |
|
0.382 |
2,055.9 |
|
LOW |
2,045.4 |
|
0.618 |
2,028.3 |
|
1.000 |
2,017.8 |
|
1.618 |
2,000.7 |
|
2.618 |
1,973.1 |
|
4.250 |
1,928.1 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,065.9 |
2,065.9 |
| PP |
2,062.6 |
2,062.6 |
| S1 |
2,059.2 |
2,059.2 |
|