| 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 |
2,965.1500 |
2,990.8810 |
25.7310 |
0.9% |
2,503.2840 |
| High |
3,001.8140 |
3,015.5420 |
13.7280 |
0.5% |
2,858.0050 |
| Low |
2,883.0400 |
2,872.0840 |
-10.9560 |
-0.4% |
2,474.1830 |
| Close |
2,990.8810 |
2,927.7160 |
-63.1650 |
-2.1% |
2,792.2300 |
| Range |
118.7740 |
143.4580 |
24.6840 |
20.8% |
383.8220 |
| ATR |
113.4411 |
115.5851 |
2.1441 |
1.9% |
0.0000 |
| Volume |
277,709 |
268,692 |
-9,017 |
-3.2% |
844,333 |
|
| Daily Pivots for day following 21-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,368.8213 |
3,291.7267 |
3,006.6179 |
|
| R3 |
3,225.3633 |
3,148.2687 |
2,967.1670 |
|
| R2 |
3,081.9053 |
3,081.9053 |
2,954.0166 |
|
| R1 |
3,004.8107 |
3,004.8107 |
2,940.8663 |
2,971.6290 |
| PP |
2,938.4473 |
2,938.4473 |
2,938.4473 |
2,921.8565 |
| S1 |
2,861.3527 |
2,861.3527 |
2,914.5657 |
2,828.1710 |
| S2 |
2,794.9893 |
2,794.9893 |
2,901.4154 |
|
| S3 |
2,651.5313 |
2,717.8947 |
2,888.2651 |
|
| S4 |
2,508.0733 |
2,574.4367 |
2,848.8141 |
|
|
| 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 |
3,015.5420 |
2,620.6180 |
394.9240 |
13.5% |
122.3386 |
4.2% |
78% |
True |
False |
232,588 |
| 10 |
3,015.5420 |
2,353.4520 |
662.0900 |
22.6% |
111.4146 |
3.8% |
87% |
True |
False |
198,924 |
| 20 |
3,015.5420 |
2,177.6670 |
837.8750 |
28.6% |
93.2462 |
3.2% |
90% |
True |
False |
153,682 |
| 40 |
3,015.5420 |
2,111.1450 |
904.3970 |
30.9% |
117.1196 |
4.0% |
90% |
True |
False |
190,174 |
| 60 |
3,015.5420 |
1,986.4300 |
1,029.1120 |
35.2% |
112.8477 |
3.9% |
91% |
True |
False |
178,881 |
| 80 |
3,015.5420 |
1,751.1680 |
1,264.3740 |
43.2% |
107.9585 |
3.7% |
93% |
True |
False |
183,007 |
| 100 |
3,015.5420 |
1,523.0770 |
1,492.4650 |
51.0% |
98.3922 |
3.4% |
94% |
True |
False |
174,753 |
| 120 |
3,015.5420 |
1,523.0770 |
1,492.4650 |
51.0% |
89.5710 |
3.1% |
94% |
True |
False |
164,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,625.2385 |
|
2.618 |
3,391.1150 |
|
1.618 |
3,247.6570 |
|
1.000 |
3,159.0000 |
|
0.618 |
3,104.1990 |
|
HIGH |
3,015.5420 |
|
0.618 |
2,960.7410 |
|
0.500 |
2,943.8130 |
|
0.382 |
2,926.8850 |
|
LOW |
2,872.0840 |
|
0.618 |
2,783.4270 |
|
1.000 |
2,728.6260 |
|
1.618 |
2,639.9690 |
|
2.618 |
2,496.5110 |
|
4.250 |
2,262.3875 |
|
|
| Fisher Pivots for day following 21-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,943.8130 |
2,914.6098 |
| PP |
2,938.4473 |
2,901.5037 |
| S1 |
2,933.0817 |
2,888.3975 |
|