| 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 |
2,058.1 |
2,053.4 |
-4.7 |
-0.2% |
2,076.2 |
| High |
2,061.4 |
2,067.0 |
5.6 |
0.3% |
2,080.9 |
| Low |
2,045.4 |
2,022.8 |
-22.6 |
-1.1% |
2,050.7 |
| Close |
2,053.0 |
2,027.1 |
-25.9 |
-1.3% |
2,058.6 |
| Range |
16.0 |
44.2 |
28.2 |
176.3% |
30.2 |
| ATR |
22.7 |
24.2 |
1.5 |
6.8% |
0.0 |
| Volume |
4,650 |
8,867 |
4,217 |
90.7% |
31,253 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.6 |
2,143.5 |
2,051.4 |
|
| R3 |
2,127.4 |
2,099.3 |
2,039.3 |
|
| R2 |
2,083.2 |
2,083.2 |
2,035.2 |
|
| R1 |
2,055.1 |
2,055.1 |
2,031.2 |
2,047.1 |
| PP |
2,039.0 |
2,039.0 |
2,039.0 |
2,034.9 |
| S1 |
2,010.9 |
2,010.9 |
2,023.0 |
2,002.9 |
| S2 |
1,994.8 |
1,994.8 |
2,019.0 |
|
| S3 |
1,950.6 |
1,966.7 |
2,014.9 |
|
| S4 |
1,906.4 |
1,922.5 |
2,002.8 |
|
|
| 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 |
2,022.8 |
58.1 |
2.9% |
22.2 |
1.1% |
7% |
False |
True |
6,665 |
| 10 |
2,102.5 |
2,022.8 |
79.7 |
3.9% |
24.6 |
1.2% |
5% |
False |
True |
7,369 |
| 20 |
2,102.5 |
2,022.8 |
79.7 |
3.9% |
22.0 |
1.1% |
5% |
False |
True |
5,961 |
| 40 |
2,137.5 |
2,022.8 |
114.7 |
5.7% |
22.9 |
1.1% |
4% |
False |
True |
4,397 |
| 60 |
2,191.2 |
2,020.1 |
171.1 |
8.4% |
25.0 |
1.2% |
4% |
False |
False |
3,975 |
| 80 |
2,191.2 |
1,994.8 |
196.4 |
9.7% |
24.5 |
1.2% |
16% |
False |
False |
3,698 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.4% |
23.8 |
1.2% |
47% |
False |
False |
3,175 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.4% |
22.1 |
1.1% |
47% |
False |
False |
2,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,254.9 |
|
2.618 |
2,182.7 |
|
1.618 |
2,138.5 |
|
1.000 |
2,111.2 |
|
0.618 |
2,094.3 |
|
HIGH |
2,067.0 |
|
0.618 |
2,050.1 |
|
0.500 |
2,044.9 |
|
0.382 |
2,039.7 |
|
LOW |
2,022.8 |
|
0.618 |
1,995.5 |
|
1.000 |
1,978.6 |
|
1.618 |
1,951.3 |
|
2.618 |
1,907.1 |
|
4.250 |
1,835.0 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,044.9 |
2,047.2 |
| PP |
2,039.0 |
2,040.5 |
| S1 |
2,033.0 |
2,033.8 |
|