| 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 |
2,069.6 |
2,058.1 |
-11.5 |
-0.6% |
2,076.2 |
| High |
2,071.6 |
2,061.4 |
-10.2 |
-0.5% |
2,080.9 |
| Low |
2,054.4 |
2,045.4 |
-9.0 |
-0.4% |
2,050.7 |
| Close |
2,058.6 |
2,053.0 |
-5.6 |
-0.3% |
2,058.6 |
| Range |
17.2 |
16.0 |
-1.2 |
-7.0% |
30.2 |
| ATR |
23.2 |
22.7 |
-0.5 |
-2.2% |
0.0 |
| Volume |
7,525 |
4,650 |
-2,875 |
-38.2% |
31,253 |
|
| Daily Pivots for day following 12-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,101.3 |
2,093.1 |
2,061.8 |
|
| R3 |
2,085.3 |
2,077.1 |
2,057.4 |
|
| R2 |
2,069.3 |
2,069.3 |
2,055.9 |
|
| R1 |
2,061.1 |
2,061.1 |
2,054.5 |
2,057.2 |
| PP |
2,053.3 |
2,053.3 |
2,053.3 |
2,051.3 |
| S1 |
2,045.1 |
2,045.1 |
2,051.5 |
2,041.2 |
| S2 |
2,037.3 |
2,037.3 |
2,050.1 |
|
| S3 |
2,021.3 |
2,029.1 |
2,048.6 |
|
| S4 |
2,005.3 |
2,013.1 |
2,044.2 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.0 |
2,136.5 |
2,075.2 |
|
| R3 |
2,123.8 |
2,106.3 |
2,066.9 |
|
| R2 |
2,093.6 |
2,093.6 |
2,064.1 |
|
| R1 |
2,076.1 |
2,076.1 |
2,061.4 |
2,069.8 |
| PP |
2,063.4 |
2,063.4 |
2,063.4 |
2,060.2 |
| S1 |
2,045.9 |
2,045.9 |
2,055.8 |
2,039.6 |
| S2 |
2,033.2 |
2,033.2 |
2,053.1 |
|
| S3 |
2,003.0 |
2,015.7 |
2,050.3 |
|
| S4 |
1,972.8 |
1,985.5 |
2,042.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,080.9 |
2,045.4 |
35.5 |
1.7% |
16.6 |
0.8% |
21% |
False |
True |
5,787 |
| 10 |
2,102.5 |
2,045.4 |
57.1 |
2.8% |
22.2 |
1.1% |
13% |
False |
True |
7,093 |
| 20 |
2,102.5 |
2,044.0 |
58.5 |
2.8% |
21.6 |
1.1% |
15% |
False |
False |
5,665 |
| 40 |
2,137.5 |
2,044.0 |
93.5 |
4.6% |
22.3 |
1.1% |
10% |
False |
False |
4,264 |
| 60 |
2,191.2 |
2,019.6 |
171.6 |
8.4% |
24.5 |
1.2% |
19% |
False |
False |
3,842 |
| 80 |
2,191.2 |
1,994.8 |
196.4 |
9.6% |
24.4 |
1.2% |
30% |
False |
False |
3,614 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
23.5 |
1.1% |
56% |
False |
False |
3,091 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
21.8 |
1.1% |
56% |
False |
False |
2,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,129.4 |
|
2.618 |
2,103.3 |
|
1.618 |
2,087.3 |
|
1.000 |
2,077.4 |
|
0.618 |
2,071.3 |
|
HIGH |
2,061.4 |
|
0.618 |
2,055.3 |
|
0.500 |
2,053.4 |
|
0.382 |
2,051.5 |
|
LOW |
2,045.4 |
|
0.618 |
2,035.5 |
|
1.000 |
2,029.4 |
|
1.618 |
2,019.5 |
|
2.618 |
2,003.5 |
|
4.250 |
1,977.4 |
|
|
| Fisher Pivots for day following 12-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,053.4 |
2,059.5 |
| PP |
2,053.3 |
2,057.3 |
| S1 |
2,053.1 |
2,055.2 |
|