| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,006.3 |
2,004.8 |
-1.5 |
-0.1% |
2,057.9 |
| High |
2,008.8 |
2,020.2 |
11.4 |
0.6% |
2,061.3 |
| Low |
1,996.4 |
2,001.8 |
5.4 |
0.3% |
2,030.8 |
| Close |
2,004.3 |
2,014.9 |
10.6 |
0.5% |
2,038.7 |
| Range |
12.4 |
18.4 |
6.0 |
48.4% |
30.5 |
| ATR |
23.9 |
23.5 |
-0.4 |
-1.6% |
0.0 |
| Volume |
193,607 |
204,249 |
10,642 |
5.5% |
675,553 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,067.5 |
2,059.6 |
2,025.0 |
|
| R3 |
2,049.1 |
2,041.2 |
2,020.0 |
|
| R2 |
2,030.7 |
2,030.7 |
2,018.3 |
|
| R1 |
2,022.8 |
2,022.8 |
2,016.6 |
2,026.8 |
| PP |
2,012.3 |
2,012.3 |
2,012.3 |
2,014.3 |
| S1 |
2,004.4 |
2,004.4 |
2,013.2 |
2,008.4 |
| S2 |
1,993.9 |
1,993.9 |
2,011.5 |
|
| S3 |
1,975.5 |
1,986.0 |
2,009.8 |
|
| S4 |
1,957.1 |
1,967.6 |
2,004.8 |
|
|
| 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 |
2,051.9 |
1,996.4 |
55.5 |
2.8% |
21.9 |
1.1% |
33% |
False |
False |
169,496 |
| 10 |
2,074.7 |
1,996.4 |
78.3 |
3.9% |
21.9 |
1.1% |
24% |
False |
False |
162,680 |
| 20 |
2,083.2 |
1,996.4 |
86.8 |
4.3% |
21.8 |
1.1% |
21% |
False |
False |
144,631 |
| 40 |
2,118.0 |
1,996.4 |
121.6 |
6.0% |
23.2 |
1.2% |
15% |
False |
False |
84,491 |
| 60 |
2,171.5 |
1,996.4 |
175.1 |
8.7% |
25.6 |
1.3% |
11% |
False |
False |
58,909 |
| 80 |
2,171.5 |
1,975.1 |
196.4 |
9.7% |
24.7 |
1.2% |
20% |
False |
False |
44,966 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.4% |
24.4 |
1.2% |
49% |
False |
False |
36,444 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.4% |
22.5 |
1.1% |
49% |
False |
False |
30,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,098.4 |
|
2.618 |
2,068.4 |
|
1.618 |
2,050.0 |
|
1.000 |
2,038.6 |
|
0.618 |
2,031.6 |
|
HIGH |
2,020.2 |
|
0.618 |
2,013.2 |
|
0.500 |
2,011.0 |
|
0.382 |
2,008.8 |
|
LOW |
2,001.8 |
|
0.618 |
1,990.4 |
|
1.000 |
1,983.4 |
|
1.618 |
1,972.0 |
|
2.618 |
1,953.6 |
|
4.250 |
1,923.6 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,013.6 |
2,021.9 |
| PP |
2,012.3 |
2,019.5 |
| S1 |
2,011.0 |
2,017.2 |
|