| 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 |
17,269.0 |
17,406.0 |
137.0 |
0.8% |
17,285.0 |
| High |
17,269.0 |
17,406.0 |
137.0 |
0.8% |
17,388.0 |
| Low |
17,217.0 |
17,359.0 |
142.0 |
0.8% |
17,220.0 |
| Close |
17,269.0 |
17,359.0 |
90.0 |
0.5% |
17,249.0 |
| Range |
52.0 |
47.0 |
-5.0 |
-9.6% |
168.0 |
| ATR |
104.9 |
107.1 |
2.3 |
2.2% |
0.0 |
| Volume |
7 |
44 |
37 |
528.6% |
163 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,515.7 |
17,484.3 |
17,384.9 |
|
| R3 |
17,468.7 |
17,437.3 |
17,371.9 |
|
| R2 |
17,421.7 |
17,421.7 |
17,367.6 |
|
| R1 |
17,390.3 |
17,390.3 |
17,363.3 |
17,382.5 |
| PP |
17,374.7 |
17,374.7 |
17,374.7 |
17,370.8 |
| S1 |
17,343.3 |
17,343.3 |
17,354.7 |
17,335.5 |
| S2 |
17,327.7 |
17,327.7 |
17,350.4 |
|
| S3 |
17,280.7 |
17,296.3 |
17,346.1 |
|
| S4 |
17,233.7 |
17,249.3 |
17,333.2 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,789.7 |
17,687.3 |
17,341.4 |
|
| R3 |
17,621.7 |
17,519.3 |
17,295.2 |
|
| R2 |
17,453.7 |
17,453.7 |
17,279.8 |
|
| R1 |
17,351.3 |
17,351.3 |
17,264.4 |
17,318.5 |
| PP |
17,285.7 |
17,285.7 |
17,285.7 |
17,269.3 |
| S1 |
17,183.3 |
17,183.3 |
17,233.6 |
17,150.5 |
| S2 |
17,117.7 |
17,117.7 |
17,218.2 |
|
| S3 |
16,949.7 |
17,015.3 |
17,202.8 |
|
| S4 |
16,781.7 |
16,847.3 |
17,156.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,406.0 |
17,200.0 |
206.0 |
1.2% |
52.0 |
0.3% |
77% |
True |
False |
18 |
| 10 |
17,406.0 |
17,200.0 |
206.0 |
1.2% |
58.4 |
0.3% |
77% |
True |
False |
33 |
| 20 |
17,406.0 |
16,913.0 |
493.0 |
2.8% |
50.3 |
0.3% |
90% |
True |
False |
25 |
| 40 |
17,406.0 |
16,743.0 |
663.0 |
3.8% |
58.2 |
0.3% |
93% |
True |
False |
15 |
| 60 |
17,406.0 |
16,359.0 |
1,047.0 |
6.0% |
41.6 |
0.2% |
96% |
True |
False |
10 |
| 80 |
17,406.0 |
15,154.0 |
2,252.0 |
13.0% |
35.1 |
0.2% |
98% |
True |
False |
8 |
| 100 |
17,406.0 |
15,154.0 |
2,252.0 |
13.0% |
30.6 |
0.2% |
98% |
True |
False |
6 |
| 120 |
17,406.0 |
15,154.0 |
2,252.0 |
13.0% |
25.5 |
0.1% |
98% |
True |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,605.8 |
|
2.618 |
17,529.0 |
|
1.618 |
17,482.0 |
|
1.000 |
17,453.0 |
|
0.618 |
17,435.0 |
|
HIGH |
17,406.0 |
|
0.618 |
17,388.0 |
|
0.500 |
17,382.5 |
|
0.382 |
17,377.0 |
|
LOW |
17,359.0 |
|
0.618 |
17,330.0 |
|
1.000 |
17,312.0 |
|
1.618 |
17,283.0 |
|
2.618 |
17,236.0 |
|
4.250 |
17,159.3 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,382.5 |
17,340.3 |
| PP |
17,374.7 |
17,321.7 |
| S1 |
17,366.8 |
17,303.0 |
|