Trading Metrics calculated at close of trading on 22-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
5,048.75 |
5,075.00 |
26.25 |
0.5% |
5,099.75 |
High |
5,079.75 |
5,168.50 |
88.75 |
1.7% |
5,125.00 |
Low |
5,017.75 |
5,074.75 |
57.00 |
1.1% |
4,994.25 |
Close |
5,055.00 |
5,158.75 |
103.75 |
2.1% |
5,078.75 |
Range |
62.00 |
93.75 |
31.75 |
51.2% |
130.75 |
ATR |
50.44 |
54.94 |
4.50 |
8.9% |
0.00 |
Volume |
4,440 |
11,842 |
7,402 |
166.7% |
31,490 |
|
Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,415.25 |
5,380.75 |
5,210.25 |
|
R3 |
5,321.50 |
5,287.00 |
5,184.50 |
|
R2 |
5,227.75 |
5,227.75 |
5,176.00 |
|
R1 |
5,193.25 |
5,193.25 |
5,167.25 |
5,210.50 |
PP |
5,134.00 |
5,134.00 |
5,134.00 |
5,142.50 |
S1 |
5,099.50 |
5,099.50 |
5,150.25 |
5,116.75 |
S2 |
5,040.25 |
5,040.25 |
5,141.50 |
|
S3 |
4,946.50 |
5,005.75 |
5,133.00 |
|
S4 |
4,852.75 |
4,912.00 |
5,107.25 |
|
|
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 |
5,168.50 |
5,017.75 |
150.75 |
2.9% |
60.50 |
1.2% |
94% |
True |
False |
6,977 |
10 |
5,168.50 |
4,994.25 |
174.25 |
3.4% |
54.50 |
1.1% |
94% |
True |
False |
6,513 |
20 |
5,168.50 |
4,921.00 |
247.50 |
4.8% |
52.25 |
1.0% |
96% |
True |
False |
6,372 |
40 |
5,168.50 |
4,754.50 |
414.00 |
8.0% |
48.75 |
0.9% |
98% |
True |
False |
5,102 |
60 |
5,168.50 |
4,645.75 |
522.75 |
10.1% |
46.25 |
0.9% |
98% |
True |
False |
3,701 |
80 |
5,168.50 |
4,215.25 |
953.25 |
18.5% |
46.00 |
0.9% |
99% |
True |
False |
2,839 |
100 |
5,168.50 |
4,215.25 |
953.25 |
18.5% |
49.00 |
0.9% |
99% |
True |
False |
2,301 |
120 |
5,168.50 |
4,215.25 |
953.25 |
18.5% |
46.50 |
0.9% |
99% |
True |
False |
1,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,567.00 |
2.618 |
5,414.00 |
1.618 |
5,320.25 |
1.000 |
5,262.25 |
0.618 |
5,226.50 |
HIGH |
5,168.50 |
0.618 |
5,132.75 |
0.500 |
5,121.50 |
0.382 |
5,110.50 |
LOW |
5,074.75 |
0.618 |
5,016.75 |
1.000 |
4,981.00 |
1.618 |
4,923.00 |
2.618 |
4,829.25 |
4.250 |
4,676.25 |
|
|
Fisher Pivots for day following 22-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
5,146.50 |
5,137.00 |
PP |
5,134.00 |
5,115.00 |
S1 |
5,121.50 |
5,093.00 |
|