| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
5,092.50 |
5,031.25 |
-61.25 |
-1.2% |
5,032.00 |
| High |
5,098.25 |
5,080.75 |
-17.50 |
-0.3% |
5,106.25 |
| Low |
4,994.25 |
5,027.00 |
32.75 |
0.7% |
4,994.50 |
| Close |
5,029.25 |
5,076.50 |
47.25 |
0.9% |
5,102.25 |
| Range |
104.00 |
53.75 |
-50.25 |
-48.3% |
111.75 |
| ATR |
49.22 |
49.54 |
0.32 |
0.7% |
0.00 |
| Volume |
7,056 |
5,778 |
-1,278 |
-18.1% |
29,491 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,222.75 |
5,203.25 |
5,106.00 |
|
| R3 |
5,169.00 |
5,149.50 |
5,091.25 |
|
| R2 |
5,115.25 |
5,115.25 |
5,086.25 |
|
| R1 |
5,095.75 |
5,095.75 |
5,081.50 |
5,105.50 |
| PP |
5,061.50 |
5,061.50 |
5,061.50 |
5,066.25 |
| S1 |
5,042.00 |
5,042.00 |
5,071.50 |
5,051.75 |
| S2 |
5,007.75 |
5,007.75 |
5,066.75 |
|
| S3 |
4,954.00 |
4,988.25 |
5,061.75 |
|
| S4 |
4,900.25 |
4,934.50 |
5,047.00 |
|
|
| 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 |
4,994.25 |
130.75 |
2.6% |
48.75 |
1.0% |
63% |
False |
False |
6,049 |
| 10 |
5,125.00 |
4,929.00 |
196.00 |
3.9% |
52.25 |
1.0% |
75% |
False |
False |
6,201 |
| 20 |
5,125.00 |
4,816.50 |
308.50 |
6.1% |
47.75 |
0.9% |
84% |
False |
False |
5,884 |
| 40 |
5,125.00 |
4,754.50 |
370.50 |
7.3% |
47.00 |
0.9% |
87% |
False |
False |
4,373 |
| 60 |
5,125.00 |
4,614.25 |
510.75 |
10.1% |
43.50 |
0.9% |
91% |
False |
False |
3,132 |
| 80 |
5,125.00 |
4,215.25 |
909.75 |
17.9% |
45.75 |
0.9% |
95% |
False |
False |
2,421 |
| 100 |
5,125.00 |
4,215.25 |
909.75 |
17.9% |
48.25 |
1.0% |
95% |
False |
False |
1,955 |
| 120 |
5,125.00 |
4,215.25 |
909.75 |
17.9% |
45.75 |
0.9% |
95% |
False |
False |
1,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,309.25 |
|
2.618 |
5,221.50 |
|
1.618 |
5,167.75 |
|
1.000 |
5,134.50 |
|
0.618 |
5,114.00 |
|
HIGH |
5,080.75 |
|
0.618 |
5,060.25 |
|
0.500 |
5,054.00 |
|
0.382 |
5,047.50 |
|
LOW |
5,027.00 |
|
0.618 |
4,993.75 |
|
1.000 |
4,973.25 |
|
1.618 |
4,940.00 |
|
2.618 |
4,886.25 |
|
4.250 |
4,798.50 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,069.00 |
5,071.00 |
| PP |
5,061.50 |
5,065.25 |
| S1 |
5,054.00 |
5,059.50 |
|