| Trading Metrics calculated at close of trading on 23-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,074.1 |
2,073.5 |
-0.6 |
0.0% |
2,066.5 |
| High |
2,082.8 |
2,091.2 |
8.4 |
0.4% |
2,091.2 |
| Low |
2,067.8 |
2,063.7 |
-4.1 |
-0.2% |
2,063.7 |
| Close |
2,068.9 |
2,087.7 |
18.8 |
0.9% |
2,087.7 |
| Range |
15.0 |
27.5 |
12.5 |
83.3% |
27.5 |
| ATR |
20.2 |
20.7 |
0.5 |
2.6% |
0.0 |
| Volume |
1,586 |
2,078 |
492 |
31.0% |
7,866 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.4 |
2,153.0 |
2,102.8 |
|
| R3 |
2,135.9 |
2,125.5 |
2,095.3 |
|
| R2 |
2,108.4 |
2,108.4 |
2,092.7 |
|
| R1 |
2,098.0 |
2,098.0 |
2,090.2 |
2,103.2 |
| PP |
2,080.9 |
2,080.9 |
2,080.9 |
2,083.5 |
| S1 |
2,070.5 |
2,070.5 |
2,085.2 |
2,075.7 |
| S2 |
2,053.4 |
2,053.4 |
2,082.7 |
|
| S3 |
2,025.9 |
2,043.0 |
2,080.1 |
|
| S4 |
1,998.4 |
2,015.5 |
2,072.6 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.4 |
2,153.0 |
2,102.8 |
|
| R3 |
2,135.9 |
2,125.5 |
2,095.3 |
|
| R2 |
2,108.4 |
2,108.4 |
2,092.7 |
|
| R1 |
2,098.0 |
2,098.0 |
2,090.2 |
2,103.2 |
| PP |
2,080.9 |
2,080.9 |
2,080.9 |
2,083.5 |
| S1 |
2,070.5 |
2,070.5 |
2,085.2 |
2,075.7 |
| S2 |
2,053.4 |
2,053.4 |
2,082.7 |
|
| S3 |
2,025.9 |
2,043.0 |
2,080.1 |
|
| S4 |
1,998.4 |
2,015.5 |
2,072.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,091.2 |
2,045.2 |
46.0 |
2.2% |
17.9 |
0.9% |
92% |
True |
False |
1,924 |
| 10 |
2,091.2 |
2,036.0 |
55.2 |
2.6% |
18.9 |
0.9% |
94% |
True |
False |
2,447 |
| 20 |
2,119.7 |
2,036.0 |
83.7 |
4.0% |
20.0 |
1.0% |
62% |
False |
False |
2,408 |
| 40 |
2,154.1 |
2,036.0 |
118.1 |
5.7% |
21.3 |
1.0% |
44% |
False |
False |
2,151 |
| 60 |
2,208.6 |
2,036.0 |
172.6 |
8.3% |
23.8 |
1.1% |
30% |
False |
False |
2,105 |
| 80 |
2,208.6 |
2,013.5 |
195.1 |
9.3% |
22.7 |
1.1% |
38% |
False |
False |
1,957 |
| 100 |
2,208.6 |
1,899.6 |
309.0 |
14.8% |
22.6 |
1.1% |
61% |
False |
False |
1,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,208.1 |
|
2.618 |
2,163.2 |
|
1.618 |
2,135.7 |
|
1.000 |
2,118.7 |
|
0.618 |
2,108.2 |
|
HIGH |
2,091.2 |
|
0.618 |
2,080.7 |
|
0.500 |
2,077.5 |
|
0.382 |
2,074.2 |
|
LOW |
2,063.7 |
|
0.618 |
2,046.7 |
|
1.000 |
2,036.2 |
|
1.618 |
2,019.2 |
|
2.618 |
1,991.7 |
|
4.250 |
1,946.8 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,084.3 |
2,084.3 |
| PP |
2,080.9 |
2,080.9 |
| S1 |
2,077.5 |
2,077.5 |
|