| Trading Metrics calculated at close of trading on 20-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,086.0 |
2,066.9 |
-19.1 |
-0.9% |
2,042.9 |
| High |
2,092.7 |
2,066.9 |
-25.8 |
-1.2% |
2,093.5 |
| Low |
2,055.0 |
2,024.8 |
-30.2 |
-1.5% |
1,976.0 |
| Close |
2,061.7 |
2,032.6 |
-29.1 |
-1.4% |
2,061.7 |
| Range |
37.7 |
42.1 |
4.4 |
11.7% |
117.5 |
| ATR |
43.8 |
43.7 |
-0.1 |
-0.3% |
0.0 |
| Volume |
364 |
289 |
-75 |
-20.6% |
2,725 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,167.7 |
2,142.3 |
2,055.8 |
|
| R3 |
2,125.6 |
2,100.2 |
2,044.2 |
|
| R2 |
2,083.5 |
2,083.5 |
2,040.3 |
|
| R1 |
2,058.1 |
2,058.1 |
2,036.5 |
2,049.8 |
| PP |
2,041.4 |
2,041.4 |
2,041.4 |
2,037.3 |
| S1 |
2,016.0 |
2,016.0 |
2,028.7 |
2,007.7 |
| S2 |
1,999.3 |
1,999.3 |
2,024.9 |
|
| S3 |
1,957.2 |
1,973.9 |
2,021.0 |
|
| S4 |
1,915.1 |
1,931.8 |
2,009.4 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.2 |
2,346.5 |
2,126.3 |
|
| R3 |
2,278.7 |
2,229.0 |
2,094.0 |
|
| R2 |
2,161.2 |
2,161.2 |
2,083.2 |
|
| R1 |
2,111.5 |
2,111.5 |
2,072.5 |
2,136.4 |
| PP |
2,043.7 |
2,043.7 |
2,043.7 |
2,056.2 |
| S1 |
1,994.0 |
1,994.0 |
2,050.9 |
2,018.9 |
| S2 |
1,926.2 |
1,926.2 |
2,040.2 |
|
| S3 |
1,808.7 |
1,876.5 |
2,029.4 |
|
| S4 |
1,691.2 |
1,759.0 |
1,997.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,093.5 |
1,976.0 |
117.5 |
5.8% |
57.6 |
2.8% |
48% |
False |
False |
434 |
| 10 |
2,093.5 |
1,956.2 |
137.3 |
6.8% |
46.4 |
2.3% |
56% |
False |
False |
391 |
| 20 |
2,093.5 |
1,947.2 |
146.3 |
7.2% |
43.1 |
2.1% |
58% |
False |
False |
291 |
| 40 |
2,116.9 |
1,925.7 |
191.2 |
9.4% |
39.9 |
2.0% |
56% |
False |
False |
224 |
| 60 |
2,116.9 |
1,828.5 |
288.4 |
14.2% |
36.9 |
1.8% |
71% |
False |
False |
158 |
| 80 |
2,116.9 |
1,676.0 |
440.9 |
21.7% |
34.0 |
1.7% |
81% |
False |
False |
119 |
| 100 |
2,116.9 |
1,676.0 |
440.9 |
21.7% |
31.8 |
1.6% |
81% |
False |
False |
95 |
| 120 |
2,116.9 |
1,676.0 |
440.9 |
21.7% |
28.0 |
1.4% |
81% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,245.8 |
|
2.618 |
2,177.1 |
|
1.618 |
2,135.0 |
|
1.000 |
2,109.0 |
|
0.618 |
2,092.9 |
|
HIGH |
2,066.9 |
|
0.618 |
2,050.8 |
|
0.500 |
2,045.9 |
|
0.382 |
2,040.9 |
|
LOW |
2,024.8 |
|
0.618 |
1,998.8 |
|
1.000 |
1,982.7 |
|
1.618 |
1,956.7 |
|
2.618 |
1,914.6 |
|
4.250 |
1,845.9 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,045.9 |
2,059.2 |
| PP |
2,041.4 |
2,050.3 |
| S1 |
2,037.0 |
2,041.5 |
|