| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,776.0560 |
2,794.8600 |
18.8040 |
0.7% |
2,503.2840 |
| High |
2,858.0050 |
2,857.6960 |
-0.3090 |
0.0% |
2,858.0050 |
| Low |
2,769.5090 |
2,761.2530 |
-8.2560 |
-0.3% |
2,474.1830 |
| Close |
2,795.2970 |
2,792.2300 |
-3.0670 |
-0.1% |
2,792.2300 |
| Range |
88.4960 |
96.4430 |
7.9470 |
9.0% |
383.8220 |
| ATR |
106.7841 |
106.0455 |
-0.7387 |
-0.7% |
0.0000 |
| Volume |
225,683 |
189,523 |
-36,160 |
-16.0% |
844,333 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,093.0553 |
3,039.0857 |
2,845.2737 |
|
| R3 |
2,996.6123 |
2,942.6427 |
2,818.7518 |
|
| R2 |
2,900.1693 |
2,900.1693 |
2,809.9112 |
|
| R1 |
2,846.1997 |
2,846.1997 |
2,801.0706 |
2,824.9630 |
| PP |
2,803.7263 |
2,803.7263 |
2,803.7263 |
2,793.1080 |
| S1 |
2,749.7567 |
2,749.7567 |
2,783.3894 |
2,728.5200 |
| S2 |
2,707.2833 |
2,707.2833 |
2,774.5488 |
|
| S3 |
2,610.8403 |
2,653.3137 |
2,765.7082 |
|
| S4 |
2,514.3973 |
2,556.8707 |
2,739.1864 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,859.6053 |
3,709.7397 |
3,003.3321 |
|
| R3 |
3,475.7833 |
3,325.9177 |
2,897.7811 |
|
| R2 |
3,091.9613 |
3,091.9613 |
2,862.5974 |
|
| R1 |
2,942.0957 |
2,942.0957 |
2,827.4137 |
3,017.0285 |
| PP |
2,708.1393 |
2,708.1393 |
2,708.1393 |
2,745.6058 |
| S1 |
2,558.2737 |
2,558.2737 |
2,757.0463 |
2,633.2065 |
| S2 |
2,324.3173 |
2,324.3173 |
2,721.8626 |
|
| S3 |
1,940.4953 |
2,174.4517 |
2,686.6790 |
|
| S4 |
1,556.6733 |
1,790.6297 |
2,581.1279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,858.0050 |
2,474.1830 |
383.8220 |
13.7% |
123.0644 |
4.4% |
83% |
False |
False |
168,866 |
| 10 |
2,858.0050 |
2,269.1870 |
588.8180 |
21.1% |
102.3408 |
3.7% |
89% |
False |
False |
160,684 |
| 20 |
2,858.0050 |
2,170.7140 |
687.2910 |
24.6% |
97.8827 |
3.5% |
90% |
False |
False |
141,821 |
| 40 |
2,858.0050 |
2,111.1450 |
746.8600 |
26.7% |
115.6943 |
4.1% |
91% |
False |
False |
188,174 |
| 60 |
2,858.0050 |
1,932.7500 |
925.2550 |
33.1% |
112.4840 |
4.0% |
93% |
False |
False |
177,884 |
| 80 |
2,858.0050 |
1,704.8370 |
1,153.1680 |
41.3% |
107.2239 |
3.8% |
94% |
False |
False |
185,717 |
| 100 |
2,858.0050 |
1,523.0770 |
1,334.9280 |
47.8% |
96.4295 |
3.5% |
95% |
False |
False |
171,620 |
| 120 |
2,858.0050 |
1,523.0770 |
1,334.9280 |
47.8% |
88.5264 |
3.2% |
95% |
False |
False |
165,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,267.5788 |
|
2.618 |
3,110.1838 |
|
1.618 |
3,013.7408 |
|
1.000 |
2,954.1390 |
|
0.618 |
2,917.2978 |
|
HIGH |
2,857.6960 |
|
0.618 |
2,820.8548 |
|
0.500 |
2,809.4745 |
|
0.382 |
2,798.0942 |
|
LOW |
2,761.2530 |
|
0.618 |
2,701.6512 |
|
1.000 |
2,664.8100 |
|
1.618 |
2,605.2082 |
|
2.618 |
2,508.7652 |
|
4.250 |
2,351.3703 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,809.4745 |
2,774.5905 |
| PP |
2,803.7263 |
2,756.9510 |
| S1 |
2,797.9782 |
2,739.3115 |
|