| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,038.2 |
2,033.7 |
-4.5 |
-0.2% |
2,057.9 |
| High |
2,041.8 |
2,047.3 |
5.5 |
0.3% |
2,061.3 |
| Low |
2,025.4 |
2,002.8 |
-22.6 |
-1.1% |
2,030.8 |
| Close |
2,033.0 |
2,007.2 |
-25.8 |
-1.3% |
2,038.7 |
| Range |
16.4 |
44.5 |
28.1 |
171.3% |
30.5 |
| ATR |
23.3 |
24.8 |
1.5 |
6.5% |
0.0 |
| Volume |
116,025 |
217,571 |
101,546 |
87.5% |
675,553 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.6 |
2,124.4 |
2,031.7 |
|
| R3 |
2,108.1 |
2,079.9 |
2,019.4 |
|
| R2 |
2,063.6 |
2,063.6 |
2,015.4 |
|
| R1 |
2,035.4 |
2,035.4 |
2,011.3 |
2,027.3 |
| PP |
2,019.1 |
2,019.1 |
2,019.1 |
2,015.0 |
| S1 |
1,990.9 |
1,990.9 |
2,003.1 |
1,982.8 |
| S2 |
1,974.6 |
1,974.6 |
1,999.0 |
|
| S3 |
1,930.1 |
1,946.4 |
1,995.0 |
|
| S4 |
1,885.6 |
1,901.9 |
1,982.7 |
|
|
| 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 |
2,002.8 |
58.5 |
2.9% |
22.5 |
1.1% |
8% |
False |
True |
142,466 |
| 10 |
2,083.2 |
2,002.8 |
80.4 |
4.0% |
25.1 |
1.2% |
5% |
False |
True |
172,824 |
| 20 |
2,083.2 |
2,002.8 |
80.4 |
4.0% |
22.7 |
1.1% |
5% |
False |
True |
127,519 |
| 40 |
2,118.0 |
2,002.8 |
115.2 |
5.7% |
23.7 |
1.2% |
4% |
False |
True |
74,875 |
| 60 |
2,171.5 |
2,000.2 |
171.3 |
8.5% |
25.8 |
1.3% |
4% |
False |
False |
52,381 |
| 80 |
2,171.5 |
1,975.1 |
196.4 |
9.8% |
25.0 |
1.2% |
16% |
False |
False |
40,056 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.4% |
24.3 |
1.2% |
47% |
False |
False |
32,488 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.4% |
22.6 |
1.1% |
47% |
False |
False |
27,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,236.4 |
|
2.618 |
2,163.8 |
|
1.618 |
2,119.3 |
|
1.000 |
2,091.8 |
|
0.618 |
2,074.8 |
|
HIGH |
2,047.3 |
|
0.618 |
2,030.3 |
|
0.500 |
2,025.1 |
|
0.382 |
2,019.8 |
|
LOW |
2,002.8 |
|
0.618 |
1,975.3 |
|
1.000 |
1,958.3 |
|
1.618 |
1,930.8 |
|
2.618 |
1,886.3 |
|
4.250 |
1,813.7 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,025.1 |
2,027.4 |
| PP |
2,019.1 |
2,020.6 |
| S1 |
2,013.2 |
2,013.9 |
|