| 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 |
2,025.7 |
2,024.8 |
-0.9 |
0.0% |
2,076.2 |
| High |
2,028.5 |
2,040.0 |
11.5 |
0.6% |
2,080.9 |
| Low |
2,016.3 |
2,021.8 |
5.5 |
0.3% |
2,050.7 |
| Close |
2,024.0 |
2,034.7 |
10.7 |
0.5% |
2,058.6 |
| Range |
12.2 |
18.2 |
6.0 |
49.2% |
30.2 |
| ATR |
23.4 |
23.0 |
-0.4 |
-1.6% |
0.0 |
| Volume |
8,228 |
7,758 |
-470 |
-5.7% |
31,253 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,086.8 |
2,078.9 |
2,044.7 |
|
| R3 |
2,068.6 |
2,060.7 |
2,039.7 |
|
| R2 |
2,050.4 |
2,050.4 |
2,038.0 |
|
| R1 |
2,042.5 |
2,042.5 |
2,036.4 |
2,046.5 |
| PP |
2,032.2 |
2,032.2 |
2,032.2 |
2,034.1 |
| S1 |
2,024.3 |
2,024.3 |
2,033.0 |
2,028.3 |
| S2 |
2,014.0 |
2,014.0 |
2,031.4 |
|
| S3 |
1,995.8 |
2,006.1 |
2,029.7 |
|
| S4 |
1,977.6 |
1,987.9 |
2,024.7 |
|
|
| 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 |
2,071.6 |
2,016.3 |
55.3 |
2.7% |
21.6 |
1.1% |
33% |
False |
False |
7,405 |
| 10 |
2,094.1 |
2,016.3 |
77.8 |
3.8% |
21.5 |
1.1% |
24% |
False |
False |
7,366 |
| 20 |
2,102.5 |
2,016.3 |
86.2 |
4.2% |
21.2 |
1.0% |
21% |
False |
False |
6,268 |
| 40 |
2,137.5 |
2,016.3 |
121.2 |
6.0% |
22.5 |
1.1% |
15% |
False |
False |
4,679 |
| 60 |
2,191.2 |
2,016.3 |
174.9 |
8.6% |
24.7 |
1.2% |
11% |
False |
False |
4,168 |
| 80 |
2,191.2 |
1,994.8 |
196.4 |
9.7% |
24.2 |
1.2% |
20% |
False |
False |
3,819 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.3% |
23.8 |
1.2% |
50% |
False |
False |
3,325 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.3% |
22.0 |
1.1% |
50% |
False |
False |
2,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,117.4 |
|
2.618 |
2,087.6 |
|
1.618 |
2,069.4 |
|
1.000 |
2,058.2 |
|
0.618 |
2,051.2 |
|
HIGH |
2,040.0 |
|
0.618 |
2,033.0 |
|
0.500 |
2,030.9 |
|
0.382 |
2,028.8 |
|
LOW |
2,021.8 |
|
0.618 |
2,010.6 |
|
1.000 |
2,003.6 |
|
1.618 |
1,992.4 |
|
2.618 |
1,974.2 |
|
4.250 |
1,944.5 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,033.4 |
2,041.7 |
| PP |
2,032.2 |
2,039.3 |
| S1 |
2,030.9 |
2,037.0 |
|