| 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 |
2,066.5 |
2,074.1 |
7.6 |
0.4% |
2,076.4 |
| High |
2,080.3 |
2,080.9 |
0.6 |
0.0% |
2,081.5 |
| Low |
2,064.1 |
2,070.0 |
5.9 |
0.3% |
2,036.0 |
| Close |
2,077.9 |
2,072.4 |
-5.5 |
-0.3% |
2,062.4 |
| Range |
16.2 |
10.9 |
-5.3 |
-32.7% |
45.5 |
| ATR |
21.4 |
20.6 |
-0.7 |
-3.5% |
0.0 |
| Volume |
3,068 |
1,134 |
-1,934 |
-63.0% |
12,335 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.1 |
2,100.7 |
2,078.4 |
|
| R3 |
2,096.2 |
2,089.8 |
2,075.4 |
|
| R2 |
2,085.3 |
2,085.3 |
2,074.4 |
|
| R1 |
2,078.9 |
2,078.9 |
2,073.4 |
2,076.7 |
| PP |
2,074.4 |
2,074.4 |
2,074.4 |
2,073.3 |
| S1 |
2,068.0 |
2,068.0 |
2,071.4 |
2,065.8 |
| S2 |
2,063.5 |
2,063.5 |
2,070.4 |
|
| S3 |
2,052.6 |
2,057.1 |
2,069.4 |
|
| S4 |
2,041.7 |
2,046.2 |
2,066.4 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,196.5 |
2,174.9 |
2,087.4 |
|
| R3 |
2,151.0 |
2,129.4 |
2,074.9 |
|
| R2 |
2,105.5 |
2,105.5 |
2,070.7 |
|
| R1 |
2,083.9 |
2,083.9 |
2,066.6 |
2,072.0 |
| PP |
2,060.0 |
2,060.0 |
2,060.0 |
2,054.0 |
| S1 |
2,038.4 |
2,038.4 |
2,058.2 |
2,026.5 |
| S2 |
2,014.5 |
2,014.5 |
2,054.1 |
|
| S3 |
1,969.0 |
1,992.9 |
2,049.9 |
|
| S4 |
1,923.5 |
1,947.4 |
2,037.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,080.9 |
2,036.0 |
44.9 |
2.2% |
15.2 |
0.7% |
81% |
True |
False |
2,288 |
| 10 |
2,098.1 |
2,036.0 |
62.1 |
3.0% |
17.7 |
0.9% |
59% |
False |
False |
2,552 |
| 20 |
2,119.7 |
2,036.0 |
83.7 |
4.0% |
19.9 |
1.0% |
43% |
False |
False |
2,460 |
| 40 |
2,154.1 |
2,036.0 |
118.1 |
5.7% |
21.2 |
1.0% |
31% |
False |
False |
2,114 |
| 60 |
2,208.6 |
2,036.0 |
172.6 |
8.3% |
23.5 |
1.1% |
21% |
False |
False |
2,081 |
| 80 |
2,208.6 |
2,013.5 |
195.1 |
9.4% |
22.8 |
1.1% |
30% |
False |
False |
1,925 |
| 100 |
2,208.6 |
1,899.6 |
309.0 |
14.9% |
22.7 |
1.1% |
56% |
False |
False |
1,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,127.2 |
|
2.618 |
2,109.4 |
|
1.618 |
2,098.5 |
|
1.000 |
2,091.8 |
|
0.618 |
2,087.6 |
|
HIGH |
2,080.9 |
|
0.618 |
2,076.7 |
|
0.500 |
2,075.5 |
|
0.382 |
2,074.2 |
|
LOW |
2,070.0 |
|
0.618 |
2,063.3 |
|
1.000 |
2,059.1 |
|
1.618 |
2,052.4 |
|
2.618 |
2,041.5 |
|
4.250 |
2,023.7 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,075.5 |
2,069.3 |
| PP |
2,074.4 |
2,066.2 |
| S1 |
2,073.4 |
2,063.1 |
|