| 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 |
2,425.8490 |
2,503.2840 |
77.4350 |
3.2% |
2,295.7860 |
| High |
2,520.6620 |
2,652.6410 |
131.9790 |
5.2% |
2,520.6620 |
| Low |
2,419.2580 |
2,474.1830 |
54.9250 |
2.3% |
2,269.1870 |
| Close |
2,503.2420 |
2,630.6810 |
127.4390 |
5.1% |
2,503.2420 |
| Range |
101.4040 |
178.4580 |
77.0540 |
76.0% |
251.4750 |
| ATR |
99.4823 |
105.1235 |
5.6411 |
5.7% |
0.0000 |
| Volume |
243,250 |
1,912 |
-241,338 |
-99.2% |
762,514 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,121.2090 |
3,054.4030 |
2,728.8329 |
|
| R3 |
2,942.7510 |
2,875.9450 |
2,679.7570 |
|
| R2 |
2,764.2930 |
2,764.2930 |
2,663.3983 |
|
| R1 |
2,697.4870 |
2,697.4870 |
2,647.0397 |
2,730.8900 |
| PP |
2,585.8350 |
2,585.8350 |
2,585.8350 |
2,602.5365 |
| S1 |
2,519.0290 |
2,519.0290 |
2,614.3224 |
2,552.4320 |
| S2 |
2,407.3770 |
2,407.3770 |
2,597.9637 |
|
| S3 |
2,228.9190 |
2,340.5710 |
2,581.6051 |
|
| S4 |
2,050.4610 |
2,162.1130 |
2,532.5291 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,185.4553 |
3,095.8237 |
2,641.5533 |
|
| R3 |
2,933.9803 |
2,844.3487 |
2,572.3976 |
|
| R2 |
2,682.5053 |
2,682.5053 |
2,549.3458 |
|
| R1 |
2,592.8737 |
2,592.8737 |
2,526.2939 |
2,637.6895 |
| PP |
2,431.0303 |
2,431.0303 |
2,431.0303 |
2,453.4383 |
| S1 |
2,341.3987 |
2,341.3987 |
2,480.1901 |
2,386.2145 |
| S2 |
2,179.5553 |
2,179.5553 |
2,457.1383 |
|
| S3 |
1,928.0803 |
2,089.9237 |
2,434.0864 |
|
| S4 |
1,676.6053 |
1,838.4487 |
2,364.9308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,652.6410 |
2,284.8710 |
367.7700 |
14.0% |
104.1640 |
4.0% |
94% |
True |
False |
152,722 |
| 10 |
2,652.6410 |
2,248.6180 |
404.0230 |
15.4% |
88.4115 |
3.4% |
95% |
True |
False |
124,545 |
| 20 |
2,652.6410 |
2,170.7140 |
481.9270 |
18.3% |
96.0556 |
3.7% |
95% |
True |
False |
132,561 |
| 40 |
2,715.8900 |
2,111.1450 |
604.7450 |
23.0% |
115.7239 |
4.4% |
86% |
False |
False |
177,195 |
| 60 |
2,715.8900 |
1,909.8580 |
806.0320 |
30.6% |
113.1242 |
4.3% |
89% |
False |
False |
176,765 |
| 80 |
2,715.8900 |
1,543.6780 |
1,172.2120 |
44.6% |
104.9396 |
4.0% |
93% |
False |
False |
180,619 |
| 100 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
45.3% |
93.6741 |
3.6% |
93% |
False |
False |
167,102 |
| 120 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
45.3% |
86.8522 |
3.3% |
93% |
False |
False |
164,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,411.0875 |
|
2.618 |
3,119.8440 |
|
1.618 |
2,941.3860 |
|
1.000 |
2,831.0990 |
|
0.618 |
2,762.9280 |
|
HIGH |
2,652.6410 |
|
0.618 |
2,584.4700 |
|
0.500 |
2,563.4120 |
|
0.382 |
2,542.3540 |
|
LOW |
2,474.1830 |
|
0.618 |
2,363.8960 |
|
1.000 |
2,295.7250 |
|
1.618 |
2,185.4380 |
|
2.618 |
2,006.9800 |
|
4.250 |
1,715.7365 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,608.2580 |
2,598.2060 |
| PP |
2,585.8350 |
2,565.7310 |
| S1 |
2,563.4120 |
2,533.2560 |
|