| 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 |
2,066.9 |
2,035.3 |
-31.6 |
-1.5% |
2,042.9 |
| High |
2,066.9 |
2,035.7 |
-31.2 |
-1.5% |
2,093.5 |
| Low |
2,024.8 |
2,007.0 |
-17.8 |
-0.9% |
1,976.0 |
| Close |
2,032.6 |
2,022.7 |
-9.9 |
-0.5% |
2,061.7 |
| Range |
42.1 |
28.7 |
-13.4 |
-31.8% |
117.5 |
| ATR |
43.7 |
42.6 |
-1.1 |
-2.5% |
0.0 |
| Volume |
289 |
193 |
-96 |
-33.2% |
2,725 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.9 |
2,094.0 |
2,038.5 |
|
| R3 |
2,079.2 |
2,065.3 |
2,030.6 |
|
| R2 |
2,050.5 |
2,050.5 |
2,028.0 |
|
| R1 |
2,036.6 |
2,036.6 |
2,025.3 |
2,029.2 |
| PP |
2,021.8 |
2,021.8 |
2,021.8 |
2,018.1 |
| S1 |
2,007.9 |
2,007.9 |
2,020.1 |
2,000.5 |
| S2 |
1,993.1 |
1,993.1 |
2,017.4 |
|
| S3 |
1,964.4 |
1,979.2 |
2,014.8 |
|
| S4 |
1,935.7 |
1,950.5 |
2,006.9 |
|
|
| 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 |
1,992.3 |
101.2 |
5.0% |
42.6 |
2.1% |
30% |
False |
False |
386 |
| 10 |
2,093.5 |
1,966.5 |
127.0 |
6.3% |
46.5 |
2.3% |
44% |
False |
False |
391 |
| 20 |
2,093.5 |
1,947.2 |
146.3 |
7.2% |
42.8 |
2.1% |
52% |
False |
False |
290 |
| 40 |
2,116.9 |
1,925.7 |
191.2 |
9.5% |
39.9 |
2.0% |
51% |
False |
False |
227 |
| 60 |
2,116.9 |
1,828.5 |
288.4 |
14.3% |
37.2 |
1.8% |
67% |
False |
False |
161 |
| 80 |
2,116.9 |
1,676.0 |
440.9 |
21.8% |
34.2 |
1.7% |
79% |
False |
False |
121 |
| 100 |
2,116.9 |
1,676.0 |
440.9 |
21.8% |
31.8 |
1.6% |
79% |
False |
False |
97 |
| 120 |
2,116.9 |
1,676.0 |
440.9 |
21.8% |
28.3 |
1.4% |
79% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.7 |
|
2.618 |
2,110.8 |
|
1.618 |
2,082.1 |
|
1.000 |
2,064.4 |
|
0.618 |
2,053.4 |
|
HIGH |
2,035.7 |
|
0.618 |
2,024.7 |
|
0.500 |
2,021.4 |
|
0.382 |
2,018.0 |
|
LOW |
2,007.0 |
|
0.618 |
1,989.3 |
|
1.000 |
1,978.3 |
|
1.618 |
1,960.6 |
|
2.618 |
1,931.9 |
|
4.250 |
1,885.0 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,022.3 |
2,049.9 |
| PP |
2,021.8 |
2,040.8 |
| S1 |
2,021.4 |
2,031.8 |
|