| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
5,031.25 |
5,075.50 |
44.25 |
0.9% |
5,032.00 |
| High |
5,080.75 |
5,110.50 |
29.75 |
0.6% |
5,106.25 |
| Low |
5,027.00 |
5,069.75 |
42.75 |
0.9% |
4,994.50 |
| Close |
5,076.50 |
5,105.50 |
29.00 |
0.6% |
5,102.25 |
| Range |
53.75 |
40.75 |
-13.00 |
-24.2% |
111.75 |
| ATR |
49.54 |
48.91 |
-0.63 |
-1.3% |
0.00 |
| Volume |
5,778 |
8,317 |
2,539 |
43.9% |
29,491 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,217.50 |
5,202.25 |
5,128.00 |
|
| R3 |
5,176.75 |
5,161.50 |
5,116.75 |
|
| R2 |
5,136.00 |
5,136.00 |
5,113.00 |
|
| R1 |
5,120.75 |
5,120.75 |
5,109.25 |
5,128.50 |
| PP |
5,095.25 |
5,095.25 |
5,095.25 |
5,099.00 |
| S1 |
5,080.00 |
5,080.00 |
5,101.75 |
5,087.50 |
| S2 |
5,054.50 |
5,054.50 |
5,098.00 |
|
| S3 |
5,013.75 |
5,039.25 |
5,094.25 |
|
| S4 |
4,973.00 |
4,998.50 |
5,083.00 |
|
|
| 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% |
53.75 |
1.1% |
85% |
False |
False |
6,700 |
| 10 |
5,125.00 |
4,982.75 |
142.25 |
2.8% |
47.25 |
0.9% |
86% |
False |
False |
6,130 |
| 20 |
5,125.00 |
4,862.50 |
262.50 |
5.1% |
47.25 |
0.9% |
93% |
False |
False |
6,174 |
| 40 |
5,125.00 |
4,754.50 |
370.50 |
7.3% |
47.25 |
0.9% |
95% |
False |
False |
4,536 |
| 60 |
5,125.00 |
4,618.00 |
507.00 |
9.9% |
44.00 |
0.9% |
96% |
False |
False |
3,270 |
| 80 |
5,125.00 |
4,215.25 |
909.75 |
17.8% |
45.50 |
0.9% |
98% |
False |
False |
2,524 |
| 100 |
5,125.00 |
4,215.25 |
909.75 |
17.8% |
48.25 |
0.9% |
98% |
False |
False |
2,038 |
| 120 |
5,125.00 |
4,215.25 |
909.75 |
17.8% |
45.50 |
0.9% |
98% |
False |
False |
1,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,283.75 |
|
2.618 |
5,217.25 |
|
1.618 |
5,176.50 |
|
1.000 |
5,151.25 |
|
0.618 |
5,135.75 |
|
HIGH |
5,110.50 |
|
0.618 |
5,095.00 |
|
0.500 |
5,090.00 |
|
0.382 |
5,085.25 |
|
LOW |
5,069.75 |
|
0.618 |
5,044.50 |
|
1.000 |
5,029.00 |
|
1.618 |
5,003.75 |
|
2.618 |
4,963.00 |
|
4.250 |
4,896.50 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,100.50 |
5,087.75 |
| PP |
5,095.25 |
5,070.00 |
| S1 |
5,090.00 |
5,052.50 |
|