| 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 |
4,718.0 |
4,748.0 |
30.0 |
0.6% |
4,682.0 |
| High |
4,753.0 |
4,766.0 |
13.0 |
0.3% |
4,753.0 |
| Low |
4,713.0 |
4,739.0 |
26.0 |
0.6% |
4,654.0 |
| Close |
4,731.0 |
4,762.0 |
31.0 |
0.7% |
4,731.0 |
| Range |
40.0 |
27.0 |
-13.0 |
-32.5% |
99.0 |
| ATR |
49.0 |
48.0 |
-1.0 |
-2.0% |
0.0 |
| Volume |
672,669 |
664,624 |
-8,045 |
-1.2% |
3,198,738 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,836.7 |
4,826.3 |
4,776.9 |
|
| R3 |
4,809.7 |
4,799.3 |
4,769.4 |
|
| R2 |
4,782.7 |
4,782.7 |
4,767.0 |
|
| R1 |
4,772.3 |
4,772.3 |
4,764.5 |
4,777.5 |
| PP |
4,755.7 |
4,755.7 |
4,755.7 |
4,758.3 |
| S1 |
4,745.3 |
4,745.3 |
4,759.5 |
4,750.5 |
| S2 |
4,728.7 |
4,728.7 |
4,757.1 |
|
| S3 |
4,701.7 |
4,718.3 |
4,754.6 |
|
| S4 |
4,674.7 |
4,691.3 |
4,747.2 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,009.7 |
4,969.3 |
4,785.5 |
|
| R3 |
4,910.7 |
4,870.3 |
4,758.2 |
|
| R2 |
4,811.7 |
4,811.7 |
4,749.2 |
|
| R1 |
4,771.3 |
4,771.3 |
4,740.1 |
4,791.5 |
| PP |
4,712.7 |
4,712.7 |
4,712.7 |
4,722.8 |
| S1 |
4,672.3 |
4,672.3 |
4,721.9 |
4,692.5 |
| S2 |
4,613.7 |
4,613.7 |
4,712.9 |
|
| S3 |
4,514.7 |
4,573.3 |
4,703.8 |
|
| S4 |
4,415.7 |
4,474.3 |
4,676.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,766.0 |
4,676.0 |
90.0 |
1.9% |
35.4 |
0.7% |
96% |
True |
False |
662,005 |
| 10 |
4,766.0 |
4,630.0 |
136.0 |
2.9% |
37.1 |
0.8% |
97% |
True |
False |
689,481 |
| 20 |
4,766.0 |
4,402.0 |
364.0 |
7.6% |
46.4 |
1.0% |
99% |
True |
False |
713,481 |
| 40 |
4,766.0 |
4,402.0 |
364.0 |
7.6% |
48.6 |
1.0% |
99% |
True |
False |
686,943 |
| 60 |
4,766.0 |
4,270.0 |
496.0 |
10.4% |
42.9 |
0.9% |
99% |
True |
False |
522,270 |
| 80 |
4,766.0 |
4,034.0 |
732.0 |
15.4% |
42.7 |
0.9% |
99% |
True |
False |
392,191 |
| 100 |
4,766.0 |
4,034.0 |
732.0 |
15.4% |
42.4 |
0.9% |
99% |
True |
False |
313,959 |
| 120 |
4,766.0 |
4,034.0 |
732.0 |
15.4% |
37.1 |
0.8% |
99% |
True |
False |
261,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,880.8 |
|
2.618 |
4,836.7 |
|
1.618 |
4,809.7 |
|
1.000 |
4,793.0 |
|
0.618 |
4,782.7 |
|
HIGH |
4,766.0 |
|
0.618 |
4,755.7 |
|
0.500 |
4,752.5 |
|
0.382 |
4,749.3 |
|
LOW |
4,739.0 |
|
0.618 |
4,722.3 |
|
1.000 |
4,712.0 |
|
1.618 |
4,695.3 |
|
2.618 |
4,668.3 |
|
4.250 |
4,624.3 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,758.8 |
4,751.7 |
| PP |
4,755.7 |
4,741.3 |
| S1 |
4,752.5 |
4,731.0 |
|