| Trading Metrics calculated at close of trading on 12-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2024 |
12-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
5,071.75 |
5,099.75 |
28.00 |
0.6% |
5,032.00 |
| High |
5,106.25 |
5,125.00 |
18.75 |
0.4% |
5,106.25 |
| Low |
5,071.00 |
5,090.50 |
19.50 |
0.4% |
4,994.50 |
| Close |
5,102.25 |
5,099.75 |
-2.50 |
0.0% |
5,102.25 |
| Range |
35.25 |
34.50 |
-0.75 |
-2.1% |
111.75 |
| ATR |
45.68 |
44.89 |
-0.80 |
-1.7% |
0.00 |
| Volume |
8,644 |
3,705 |
-4,939 |
-57.1% |
29,491 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,208.50 |
5,188.75 |
5,118.75 |
|
| R3 |
5,174.00 |
5,154.25 |
5,109.25 |
|
| R2 |
5,139.50 |
5,139.50 |
5,106.00 |
|
| R1 |
5,119.75 |
5,119.75 |
5,103.00 |
5,117.00 |
| PP |
5,105.00 |
5,105.00 |
5,105.00 |
5,103.75 |
| S1 |
5,085.25 |
5,085.25 |
5,096.50 |
5,082.50 |
| S2 |
5,070.50 |
5,070.50 |
5,093.50 |
|
| S3 |
5,036.00 |
5,050.75 |
5,090.25 |
|
| S4 |
5,001.50 |
5,016.25 |
5,080.75 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,403.00 |
5,364.25 |
5,163.75 |
|
| R3 |
5,291.25 |
5,252.50 |
5,133.00 |
|
| R2 |
5,179.50 |
5,179.50 |
5,122.75 |
|
| R1 |
5,140.75 |
5,140.75 |
5,112.50 |
5,160.00 |
| PP |
5,067.75 |
5,067.75 |
5,067.75 |
5,077.25 |
| S1 |
5,029.00 |
5,029.00 |
5,092.00 |
5,048.50 |
| S2 |
4,956.00 |
4,956.00 |
5,081.75 |
|
| S3 |
4,844.25 |
4,917.25 |
5,071.50 |
|
| S4 |
4,732.50 |
4,805.50 |
5,040.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,125.00 |
5,011.50 |
113.50 |
2.2% |
31.75 |
0.6% |
78% |
True |
False |
5,600 |
| 10 |
5,125.00 |
4,921.00 |
204.00 |
4.0% |
46.00 |
0.9% |
88% |
True |
False |
6,352 |
| 20 |
5,125.00 |
4,799.25 |
325.75 |
6.4% |
44.75 |
0.9% |
92% |
True |
False |
5,449 |
| 40 |
5,125.00 |
4,754.50 |
370.50 |
7.3% |
45.00 |
0.9% |
93% |
True |
False |
4,192 |
| 60 |
5,125.00 |
4,602.75 |
522.25 |
10.2% |
41.75 |
0.8% |
95% |
True |
False |
2,924 |
| 80 |
5,125.00 |
4,215.25 |
909.75 |
17.8% |
45.25 |
0.9% |
97% |
True |
False |
2,263 |
| 100 |
5,125.00 |
4,215.25 |
909.75 |
17.8% |
48.00 |
0.9% |
97% |
True |
False |
1,832 |
| 120 |
5,125.00 |
4,215.25 |
909.75 |
17.8% |
45.00 |
0.9% |
97% |
True |
False |
1,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,271.50 |
|
2.618 |
5,215.25 |
|
1.618 |
5,180.75 |
|
1.000 |
5,159.50 |
|
0.618 |
5,146.25 |
|
HIGH |
5,125.00 |
|
0.618 |
5,111.75 |
|
0.500 |
5,107.75 |
|
0.382 |
5,103.75 |
|
LOW |
5,090.50 |
|
0.618 |
5,069.25 |
|
1.000 |
5,056.00 |
|
1.618 |
5,034.75 |
|
2.618 |
5,000.25 |
|
4.250 |
4,944.00 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,107.75 |
5,097.50 |
| PP |
5,105.00 |
5,095.50 |
| S1 |
5,102.50 |
5,093.25 |
|