| Trading Metrics calculated at close of trading on 12-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2024 |
12-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,086.6 |
2,076.4 |
-10.2 |
-0.5% |
2,095.0 |
| High |
2,088.0 |
2,078.7 |
-9.3 |
-0.4% |
2,098.1 |
| Low |
2,072.6 |
2,063.5 |
-9.1 |
-0.4% |
2,068.2 |
| Close |
2,076.5 |
2,071.0 |
-5.5 |
-0.3% |
2,076.5 |
| Range |
15.4 |
15.2 |
-0.2 |
-1.3% |
29.9 |
| ATR |
22.1 |
21.6 |
-0.5 |
-2.2% |
0.0 |
| Volume |
4,276 |
2,122 |
-2,154 |
-50.4% |
12,422 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.7 |
2,109.0 |
2,079.4 |
|
| R3 |
2,101.5 |
2,093.8 |
2,075.2 |
|
| R2 |
2,086.3 |
2,086.3 |
2,073.8 |
|
| R1 |
2,078.6 |
2,078.6 |
2,072.4 |
2,074.9 |
| PP |
2,071.1 |
2,071.1 |
2,071.1 |
2,069.2 |
| S1 |
2,063.4 |
2,063.4 |
2,069.6 |
2,059.7 |
| S2 |
2,055.9 |
2,055.9 |
2,068.2 |
|
| S3 |
2,040.7 |
2,048.2 |
2,066.8 |
|
| S4 |
2,025.5 |
2,033.0 |
2,062.6 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,170.6 |
2,153.5 |
2,092.9 |
|
| R3 |
2,140.7 |
2,123.6 |
2,084.7 |
|
| R2 |
2,110.8 |
2,110.8 |
2,082.0 |
|
| R1 |
2,093.7 |
2,093.7 |
2,079.2 |
2,087.3 |
| PP |
2,080.9 |
2,080.9 |
2,080.9 |
2,077.8 |
| S1 |
2,063.8 |
2,063.8 |
2,073.8 |
2,057.4 |
| S2 |
2,051.0 |
2,051.0 |
2,071.0 |
|
| S3 |
2,021.1 |
2,033.9 |
2,068.3 |
|
| S4 |
1,991.2 |
2,004.0 |
2,060.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,098.1 |
2,063.5 |
34.6 |
1.7% |
15.1 |
0.7% |
22% |
False |
True |
2,540 |
| 10 |
2,119.7 |
2,063.5 |
56.2 |
2.7% |
21.2 |
1.0% |
13% |
False |
True |
2,664 |
| 20 |
2,119.7 |
2,061.2 |
58.5 |
2.8% |
20.5 |
1.0% |
17% |
False |
False |
2,242 |
| 40 |
2,154.1 |
2,061.2 |
92.9 |
4.5% |
21.2 |
1.0% |
11% |
False |
False |
2,004 |
| 60 |
2,208.6 |
2,037.4 |
171.2 |
8.3% |
23.5 |
1.1% |
20% |
False |
False |
2,106 |
| 80 |
2,208.6 |
2,013.5 |
195.1 |
9.4% |
23.2 |
1.1% |
29% |
False |
False |
1,796 |
| 100 |
2,208.6 |
1,899.6 |
309.0 |
14.9% |
22.5 |
1.1% |
55% |
False |
False |
1,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,143.3 |
|
2.618 |
2,118.5 |
|
1.618 |
2,103.3 |
|
1.000 |
2,093.9 |
|
0.618 |
2,088.1 |
|
HIGH |
2,078.7 |
|
0.618 |
2,072.9 |
|
0.500 |
2,071.1 |
|
0.382 |
2,069.3 |
|
LOW |
2,063.5 |
|
0.618 |
2,054.1 |
|
1.000 |
2,048.3 |
|
1.618 |
2,038.9 |
|
2.618 |
2,023.7 |
|
4.250 |
1,998.9 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,071.1 |
2,077.0 |
| PP |
2,071.1 |
2,075.0 |
| S1 |
2,071.0 |
2,073.0 |
|