Trading Metrics calculated at close of trading on 21-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2024 |
21-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
5,081.50 |
5,048.75 |
-32.75 |
-0.6% |
5,099.75 |
High |
5,088.00 |
5,079.75 |
-8.25 |
-0.2% |
5,125.00 |
Low |
5,027.25 |
5,017.75 |
-9.50 |
-0.2% |
4,994.25 |
Close |
5,050.00 |
5,055.00 |
5.00 |
0.1% |
5,078.75 |
Range |
60.75 |
62.00 |
1.25 |
2.1% |
130.75 |
ATR |
49.55 |
50.44 |
0.89 |
1.8% |
0.00 |
Volume |
3,653 |
4,440 |
787 |
21.5% |
31,490 |
|
Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,236.75 |
5,208.00 |
5,089.00 |
|
R3 |
5,174.75 |
5,146.00 |
5,072.00 |
|
R2 |
5,112.75 |
5,112.75 |
5,066.25 |
|
R1 |
5,084.00 |
5,084.00 |
5,060.75 |
5,098.50 |
PP |
5,050.75 |
5,050.75 |
5,050.75 |
5,058.00 |
S1 |
5,022.00 |
5,022.00 |
5,049.25 |
5,036.50 |
S2 |
4,988.75 |
4,988.75 |
5,043.75 |
|
S3 |
4,926.75 |
4,960.00 |
5,038.00 |
|
S4 |
4,864.75 |
4,898.00 |
5,021.00 |
|
|
Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,458.25 |
5,399.25 |
5,150.75 |
|
R3 |
5,327.50 |
5,268.50 |
5,114.75 |
|
R2 |
5,196.75 |
5,196.75 |
5,102.75 |
|
R1 |
5,137.75 |
5,137.75 |
5,090.75 |
5,102.00 |
PP |
5,066.00 |
5,066.00 |
5,066.00 |
5,048.00 |
S1 |
5,007.00 |
5,007.00 |
5,066.75 |
4,971.00 |
S2 |
4,935.25 |
4,935.25 |
5,054.75 |
|
S3 |
4,804.50 |
4,876.25 |
5,042.75 |
|
S4 |
4,673.75 |
4,745.50 |
5,006.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,118.00 |
5,017.75 |
100.25 |
2.0% |
52.50 |
1.0% |
37% |
False |
True |
5,764 |
10 |
5,125.00 |
4,994.25 |
130.75 |
2.6% |
50.25 |
1.0% |
46% |
False |
False |
6,124 |
20 |
5,125.00 |
4,921.00 |
204.00 |
4.0% |
49.75 |
1.0% |
66% |
False |
False |
6,169 |
40 |
5,125.00 |
4,754.50 |
370.50 |
7.3% |
47.25 |
0.9% |
81% |
False |
False |
4,829 |
60 |
5,125.00 |
4,645.75 |
479.25 |
9.5% |
44.75 |
0.9% |
85% |
False |
False |
3,506 |
80 |
5,125.00 |
4,215.25 |
909.75 |
18.0% |
45.50 |
0.9% |
92% |
False |
False |
2,696 |
100 |
5,125.00 |
4,215.25 |
909.75 |
18.0% |
48.50 |
1.0% |
92% |
False |
False |
2,183 |
120 |
5,125.00 |
4,215.25 |
909.75 |
18.0% |
46.00 |
0.9% |
92% |
False |
False |
1,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,343.25 |
2.618 |
5,242.00 |
1.618 |
5,180.00 |
1.000 |
5,141.75 |
0.618 |
5,118.00 |
HIGH |
5,079.75 |
0.618 |
5,056.00 |
0.500 |
5,048.75 |
0.382 |
5,041.50 |
LOW |
5,017.75 |
0.618 |
4,979.50 |
1.000 |
4,955.75 |
1.618 |
4,917.50 |
2.618 |
4,855.50 |
4.250 |
4,754.25 |
|
|
Fisher Pivots for day following 21-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
5,053.00 |
5,068.00 |
PP |
5,050.75 |
5,063.50 |
S1 |
5,048.75 |
5,059.25 |
|