| 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 |
2,035.3 |
2,028.3 |
-7.0 |
-0.3% |
2,042.9 |
| High |
2,035.7 |
2,043.7 |
8.0 |
0.4% |
2,093.5 |
| Low |
2,007.0 |
2,022.7 |
15.7 |
0.8% |
1,976.0 |
| Close |
2,022.7 |
2,038.9 |
16.2 |
0.8% |
2,061.7 |
| Range |
28.7 |
21.0 |
-7.7 |
-26.8% |
117.5 |
| ATR |
42.6 |
41.1 |
-1.5 |
-3.6% |
0.0 |
| Volume |
193 |
427 |
234 |
121.2% |
2,725 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,098.1 |
2,089.5 |
2,050.5 |
|
| R3 |
2,077.1 |
2,068.5 |
2,044.7 |
|
| R2 |
2,056.1 |
2,056.1 |
2,042.8 |
|
| R1 |
2,047.5 |
2,047.5 |
2,040.8 |
2,051.8 |
| PP |
2,035.1 |
2,035.1 |
2,035.1 |
2,037.3 |
| S1 |
2,026.5 |
2,026.5 |
2,037.0 |
2,030.8 |
| S2 |
2,014.1 |
2,014.1 |
2,035.1 |
|
| S3 |
1,993.1 |
2,005.5 |
2,033.1 |
|
| S4 |
1,972.1 |
1,984.5 |
2,027.4 |
|
|
| 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 |
2,007.0 |
86.5 |
4.2% |
36.6 |
1.8% |
37% |
False |
False |
341 |
| 10 |
2,093.5 |
1,969.1 |
124.4 |
6.1% |
46.1 |
2.3% |
56% |
False |
False |
418 |
| 20 |
2,093.5 |
1,947.2 |
146.3 |
7.2% |
41.5 |
2.0% |
63% |
False |
False |
305 |
| 40 |
2,116.9 |
1,925.7 |
191.2 |
9.4% |
39.5 |
1.9% |
59% |
False |
False |
233 |
| 60 |
2,116.9 |
1,828.5 |
288.4 |
14.1% |
37.3 |
1.8% |
73% |
False |
False |
168 |
| 80 |
2,116.9 |
1,676.0 |
440.9 |
21.6% |
34.2 |
1.7% |
82% |
False |
False |
126 |
| 100 |
2,116.9 |
1,676.0 |
440.9 |
21.6% |
31.8 |
1.6% |
82% |
False |
False |
101 |
| 120 |
2,116.9 |
1,676.0 |
440.9 |
21.6% |
28.5 |
1.4% |
82% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,133.0 |
|
2.618 |
2,098.7 |
|
1.618 |
2,077.7 |
|
1.000 |
2,064.7 |
|
0.618 |
2,056.7 |
|
HIGH |
2,043.7 |
|
0.618 |
2,035.7 |
|
0.500 |
2,033.2 |
|
0.382 |
2,030.7 |
|
LOW |
2,022.7 |
|
0.618 |
2,009.7 |
|
1.000 |
2,001.7 |
|
1.618 |
1,988.7 |
|
2.618 |
1,967.7 |
|
4.250 |
1,933.5 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,037.0 |
2,038.3 |
| PP |
2,035.1 |
2,037.6 |
| S1 |
2,033.2 |
2,037.0 |
|