| Trading Metrics calculated at close of trading on 16-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2024 |
16-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,024.8 |
2,036.1 |
11.3 |
0.6% |
2,058.1 |
| High |
2,040.0 |
2,046.8 |
6.8 |
0.3% |
2,067.0 |
| Low |
2,021.8 |
2,026.6 |
4.8 |
0.2% |
2,016.3 |
| Close |
2,034.7 |
2,043.9 |
9.2 |
0.5% |
2,043.9 |
| Range |
18.2 |
20.2 |
2.0 |
11.0% |
50.7 |
| ATR |
23.0 |
22.8 |
-0.2 |
-0.9% |
0.0 |
| Volume |
7,758 |
4,743 |
-3,015 |
-38.9% |
34,246 |
|
| Daily Pivots for day following 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,099.7 |
2,092.0 |
2,055.0 |
|
| R3 |
2,079.5 |
2,071.8 |
2,049.5 |
|
| R2 |
2,059.3 |
2,059.3 |
2,047.6 |
|
| R1 |
2,051.6 |
2,051.6 |
2,045.8 |
2,055.5 |
| PP |
2,039.1 |
2,039.1 |
2,039.1 |
2,041.0 |
| S1 |
2,031.4 |
2,031.4 |
2,042.0 |
2,035.3 |
| S2 |
2,018.9 |
2,018.9 |
2,040.2 |
|
| S3 |
1,998.7 |
2,011.2 |
2,038.3 |
|
| S4 |
1,978.5 |
1,991.0 |
2,032.8 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.5 |
2,169.9 |
2,071.8 |
|
| R3 |
2,143.8 |
2,119.2 |
2,057.8 |
|
| R2 |
2,093.1 |
2,093.1 |
2,053.2 |
|
| R1 |
2,068.5 |
2,068.5 |
2,048.5 |
2,055.5 |
| PP |
2,042.4 |
2,042.4 |
2,042.4 |
2,035.9 |
| S1 |
2,017.8 |
2,017.8 |
2,039.3 |
2,004.8 |
| S2 |
1,991.7 |
1,991.7 |
2,034.6 |
|
| S3 |
1,941.0 |
1,967.1 |
2,030.0 |
|
| S4 |
1,890.3 |
1,916.4 |
2,016.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,067.0 |
2,016.3 |
50.7 |
2.5% |
22.2 |
1.1% |
54% |
False |
False |
6,849 |
| 10 |
2,080.9 |
2,016.3 |
64.6 |
3.2% |
20.5 |
1.0% |
43% |
False |
False |
6,549 |
| 20 |
2,102.5 |
2,016.3 |
86.2 |
4.2% |
21.2 |
1.0% |
32% |
False |
False |
6,274 |
| 40 |
2,137.5 |
2,016.3 |
121.2 |
5.9% |
22.4 |
1.1% |
23% |
False |
False |
4,738 |
| 60 |
2,191.2 |
2,016.3 |
174.9 |
8.6% |
24.7 |
1.2% |
16% |
False |
False |
4,225 |
| 80 |
2,191.2 |
1,994.8 |
196.4 |
9.6% |
24.2 |
1.2% |
25% |
False |
False |
3,861 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.3% |
23.9 |
1.2% |
53% |
False |
False |
3,369 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.3% |
22.1 |
1.1% |
53% |
False |
False |
2,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,132.7 |
|
2.618 |
2,099.7 |
|
1.618 |
2,079.5 |
|
1.000 |
2,067.0 |
|
0.618 |
2,059.3 |
|
HIGH |
2,046.8 |
|
0.618 |
2,039.1 |
|
0.500 |
2,036.7 |
|
0.382 |
2,034.3 |
|
LOW |
2,026.6 |
|
0.618 |
2,014.1 |
|
1.000 |
2,006.4 |
|
1.618 |
1,993.9 |
|
2.618 |
1,973.7 |
|
4.250 |
1,940.8 |
|
|
| Fisher Pivots for day following 16-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,041.5 |
2,039.8 |
| PP |
2,039.1 |
2,035.7 |
| S1 |
2,036.7 |
2,031.6 |
|