| 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 |
17,362.0 |
17,447.0 |
85.0 |
0.5% |
17,339.0 |
| High |
17,387.0 |
17,464.0 |
77.0 |
0.4% |
17,482.0 |
| Low |
17,359.0 |
17,415.0 |
56.0 |
0.3% |
17,200.0 |
| Close |
17,387.0 |
17,422.0 |
35.0 |
0.2% |
17,434.0 |
| Range |
28.0 |
49.0 |
21.0 |
75.0% |
282.0 |
| ATR |
105.9 |
103.8 |
-2.1 |
-1.9% |
0.0 |
| Volume |
36 |
87 |
51 |
141.7% |
123 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,580.7 |
17,550.3 |
17,449.0 |
|
| R3 |
17,531.7 |
17,501.3 |
17,435.5 |
|
| R2 |
17,482.7 |
17,482.7 |
17,431.0 |
|
| R1 |
17,452.3 |
17,452.3 |
17,426.5 |
17,443.0 |
| PP |
17,433.7 |
17,433.7 |
17,433.7 |
17,429.0 |
| S1 |
17,403.3 |
17,403.3 |
17,417.5 |
17,394.0 |
| S2 |
17,384.7 |
17,384.7 |
17,413.0 |
|
| S3 |
17,335.7 |
17,354.3 |
17,408.5 |
|
| S4 |
17,286.7 |
17,305.3 |
17,395.1 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,218.0 |
18,108.0 |
17,589.1 |
|
| R3 |
17,936.0 |
17,826.0 |
17,511.6 |
|
| R2 |
17,654.0 |
17,654.0 |
17,485.7 |
|
| R1 |
17,544.0 |
17,544.0 |
17,459.9 |
17,599.0 |
| PP |
17,372.0 |
17,372.0 |
17,372.0 |
17,399.5 |
| S1 |
17,262.0 |
17,262.0 |
17,408.2 |
17,317.0 |
| S2 |
17,090.0 |
17,090.0 |
17,382.3 |
|
| S3 |
16,808.0 |
16,980.0 |
17,356.5 |
|
| S4 |
16,526.0 |
16,698.0 |
17,278.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,482.0 |
17,217.0 |
265.0 |
1.5% |
52.8 |
0.3% |
77% |
False |
False |
46 |
| 10 |
17,482.0 |
17,200.0 |
282.0 |
1.6% |
56.8 |
0.3% |
79% |
False |
False |
37 |
| 20 |
17,482.0 |
17,145.0 |
337.0 |
1.9% |
55.8 |
0.3% |
82% |
False |
False |
33 |
| 40 |
17,482.0 |
16,743.0 |
739.0 |
4.2% |
59.5 |
0.3% |
92% |
False |
False |
20 |
| 60 |
17,482.0 |
16,422.0 |
1,060.0 |
6.1% |
44.4 |
0.3% |
94% |
False |
False |
13 |
| 80 |
17,482.0 |
15,154.0 |
2,328.0 |
13.4% |
37.2 |
0.2% |
97% |
False |
False |
10 |
| 100 |
17,482.0 |
15,154.0 |
2,328.0 |
13.4% |
32.3 |
0.2% |
97% |
False |
False |
8 |
| 120 |
17,482.0 |
15,154.0 |
2,328.0 |
13.4% |
26.9 |
0.2% |
97% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,672.3 |
|
2.618 |
17,592.3 |
|
1.618 |
17,543.3 |
|
1.000 |
17,513.0 |
|
0.618 |
17,494.3 |
|
HIGH |
17,464.0 |
|
0.618 |
17,445.3 |
|
0.500 |
17,439.5 |
|
0.382 |
17,433.7 |
|
LOW |
17,415.0 |
|
0.618 |
17,384.7 |
|
1.000 |
17,366.0 |
|
1.618 |
17,335.7 |
|
2.618 |
17,286.7 |
|
4.250 |
17,206.8 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,439.5 |
17,421.5 |
| PP |
17,433.7 |
17,421.0 |
| S1 |
17,427.8 |
17,420.5 |
|