| 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 |
2,049.7 |
2,038.2 |
-11.5 |
-0.6% |
2,057.9 |
| High |
2,051.9 |
2,041.8 |
-10.1 |
-0.5% |
2,061.3 |
| Low |
2,034.3 |
2,025.4 |
-8.9 |
-0.4% |
2,030.8 |
| Close |
2,038.7 |
2,033.0 |
-5.7 |
-0.3% |
2,038.7 |
| Range |
17.6 |
16.4 |
-1.2 |
-6.8% |
30.5 |
| ATR |
23.8 |
23.3 |
-0.5 |
-2.2% |
0.0 |
| Volume |
116,031 |
116,025 |
-6 |
0.0% |
675,553 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,082.6 |
2,074.2 |
2,042.0 |
|
| R3 |
2,066.2 |
2,057.8 |
2,037.5 |
|
| R2 |
2,049.8 |
2,049.8 |
2,036.0 |
|
| R1 |
2,041.4 |
2,041.4 |
2,034.5 |
2,037.4 |
| PP |
2,033.4 |
2,033.4 |
2,033.4 |
2,031.4 |
| S1 |
2,025.0 |
2,025.0 |
2,031.5 |
2,021.0 |
| S2 |
2,017.0 |
2,017.0 |
2,030.0 |
|
| S3 |
2,000.6 |
2,008.6 |
2,028.5 |
|
| S4 |
1,984.2 |
1,992.2 |
2,024.0 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.1 |
2,117.4 |
2,055.5 |
|
| R3 |
2,104.6 |
2,086.9 |
2,047.1 |
|
| R2 |
2,074.1 |
2,074.1 |
2,044.3 |
|
| R1 |
2,056.4 |
2,056.4 |
2,041.5 |
2,050.0 |
| PP |
2,043.6 |
2,043.6 |
2,043.6 |
2,040.4 |
| S1 |
2,025.9 |
2,025.9 |
2,035.9 |
2,019.5 |
| S2 |
2,013.1 |
2,013.1 |
2,033.1 |
|
| S3 |
1,982.6 |
1,995.4 |
2,030.3 |
|
| S4 |
1,952.1 |
1,964.9 |
2,021.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,061.3 |
2,025.4 |
35.9 |
1.8% |
16.9 |
0.8% |
21% |
False |
True |
124,229 |
| 10 |
2,083.2 |
2,025.4 |
57.8 |
2.8% |
22.7 |
1.1% |
13% |
False |
True |
172,526 |
| 20 |
2,083.2 |
2,023.3 |
59.9 |
2.9% |
22.2 |
1.1% |
16% |
False |
False |
117,915 |
| 40 |
2,118.0 |
2,023.3 |
94.7 |
4.7% |
23.1 |
1.1% |
10% |
False |
False |
69,666 |
| 60 |
2,171.5 |
1,999.6 |
171.9 |
8.5% |
25.3 |
1.2% |
19% |
False |
False |
48,803 |
| 80 |
2,171.5 |
1,975.1 |
196.4 |
9.7% |
24.9 |
1.2% |
29% |
False |
False |
37,362 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
24.0 |
1.2% |
55% |
False |
False |
30,323 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
22.3 |
1.1% |
55% |
False |
False |
25,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,111.5 |
|
2.618 |
2,084.7 |
|
1.618 |
2,068.3 |
|
1.000 |
2,058.2 |
|
0.618 |
2,051.9 |
|
HIGH |
2,041.8 |
|
0.618 |
2,035.5 |
|
0.500 |
2,033.6 |
|
0.382 |
2,031.7 |
|
LOW |
2,025.4 |
|
0.618 |
2,015.3 |
|
1.000 |
2,009.0 |
|
1.618 |
1,998.9 |
|
2.618 |
1,982.5 |
|
4.250 |
1,955.7 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,033.6 |
2,039.6 |
| PP |
2,033.4 |
2,037.4 |
| S1 |
2,033.2 |
2,035.2 |
|