| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,076.4 |
2,071.7 |
-4.7 |
-0.2% |
2,095.0 |
| High |
2,078.7 |
2,081.5 |
2.8 |
0.1% |
2,098.1 |
| Low |
2,063.5 |
2,041.2 |
-22.3 |
-1.1% |
2,068.2 |
| Close |
2,071.0 |
2,045.3 |
-25.7 |
-1.2% |
2,076.5 |
| Range |
15.2 |
40.3 |
25.1 |
165.1% |
29.9 |
| ATR |
21.6 |
22.9 |
1.3 |
6.2% |
0.0 |
| Volume |
2,122 |
2,975 |
853 |
40.2% |
12,422 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,176.9 |
2,151.4 |
2,067.5 |
|
| R3 |
2,136.6 |
2,111.1 |
2,056.4 |
|
| R2 |
2,096.3 |
2,096.3 |
2,052.7 |
|
| R1 |
2,070.8 |
2,070.8 |
2,049.0 |
2,063.4 |
| PP |
2,056.0 |
2,056.0 |
2,056.0 |
2,052.3 |
| S1 |
2,030.5 |
2,030.5 |
2,041.6 |
2,023.1 |
| S2 |
2,015.7 |
2,015.7 |
2,037.9 |
|
| S3 |
1,975.4 |
1,990.2 |
2,034.2 |
|
| S4 |
1,935.1 |
1,949.9 |
2,023.1 |
|
|
| 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 |
2,041.2 |
56.9 |
2.8% |
20.1 |
1.0% |
7% |
False |
True |
2,816 |
| 10 |
2,119.7 |
2,041.2 |
78.5 |
3.8% |
23.3 |
1.1% |
5% |
False |
True |
2,731 |
| 20 |
2,119.7 |
2,041.2 |
78.5 |
3.8% |
20.9 |
1.0% |
5% |
False |
True |
2,311 |
| 40 |
2,154.1 |
2,041.2 |
112.9 |
5.5% |
21.7 |
1.1% |
4% |
False |
True |
2,014 |
| 60 |
2,208.6 |
2,037.4 |
171.2 |
8.4% |
23.9 |
1.2% |
5% |
False |
False |
2,151 |
| 80 |
2,208.6 |
2,013.5 |
195.1 |
9.5% |
23.3 |
1.1% |
16% |
False |
False |
1,825 |
| 100 |
2,208.6 |
1,899.6 |
309.0 |
15.1% |
22.7 |
1.1% |
47% |
False |
False |
1,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,252.8 |
|
2.618 |
2,187.0 |
|
1.618 |
2,146.7 |
|
1.000 |
2,121.8 |
|
0.618 |
2,106.4 |
|
HIGH |
2,081.5 |
|
0.618 |
2,066.1 |
|
0.500 |
2,061.4 |
|
0.382 |
2,056.6 |
|
LOW |
2,041.2 |
|
0.618 |
2,016.3 |
|
1.000 |
2,000.9 |
|
1.618 |
1,976.0 |
|
2.618 |
1,935.7 |
|
4.250 |
1,869.9 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,061.4 |
2,064.6 |
| PP |
2,056.0 |
2,058.2 |
| S1 |
2,050.7 |
2,051.7 |
|