| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,055.9 |
2,055.8 |
-0.1 |
0.0% |
2,058.1 |
| High |
2,063.1 |
2,064.8 |
1.7 |
0.1% |
2,067.0 |
| Low |
2,050.8 |
2,049.2 |
-1.6 |
-0.1% |
2,016.3 |
| Close |
2,054.0 |
2,050.5 |
-3.5 |
-0.2% |
2,043.9 |
| Range |
12.3 |
15.6 |
3.3 |
26.8% |
50.7 |
| ATR |
21.8 |
21.3 |
-0.4 |
-2.0% |
0.0 |
| Volume |
4,489 |
4,854 |
365 |
8.1% |
34,246 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,101.6 |
2,091.7 |
2,059.1 |
|
| R3 |
2,086.0 |
2,076.1 |
2,054.8 |
|
| R2 |
2,070.4 |
2,070.4 |
2,053.4 |
|
| R1 |
2,060.5 |
2,060.5 |
2,051.9 |
2,057.7 |
| PP |
2,054.8 |
2,054.8 |
2,054.8 |
2,053.4 |
| S1 |
2,044.9 |
2,044.9 |
2,049.1 |
2,042.1 |
| S2 |
2,039.2 |
2,039.2 |
2,047.6 |
|
| S3 |
2,023.6 |
2,029.3 |
2,046.2 |
|
| S4 |
2,008.0 |
2,013.7 |
2,041.9 |
|
|
| 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 |
2,064.8 |
2,021.8 |
43.0 |
2.1% |
16.9 |
0.8% |
67% |
True |
False |
5,995 |
| 10 |
2,073.5 |
2,016.3 |
57.2 |
2.8% |
19.3 |
0.9% |
60% |
False |
False |
6,564 |
| 20 |
2,102.5 |
2,016.3 |
86.2 |
4.2% |
20.6 |
1.0% |
40% |
False |
False |
6,589 |
| 40 |
2,137.5 |
2,016.3 |
121.2 |
5.9% |
22.2 |
1.1% |
28% |
False |
False |
5,031 |
| 60 |
2,191.2 |
2,016.3 |
174.9 |
8.5% |
24.5 |
1.2% |
20% |
False |
False |
4,380 |
| 80 |
2,191.2 |
1,994.8 |
196.4 |
9.6% |
23.8 |
1.2% |
28% |
False |
False |
3,981 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
23.7 |
1.2% |
55% |
False |
False |
3,504 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
22.0 |
1.1% |
55% |
False |
False |
3,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,131.1 |
|
2.618 |
2,105.6 |
|
1.618 |
2,090.0 |
|
1.000 |
2,080.4 |
|
0.618 |
2,074.4 |
|
HIGH |
2,064.8 |
|
0.618 |
2,058.8 |
|
0.500 |
2,057.0 |
|
0.382 |
2,055.2 |
|
LOW |
2,049.2 |
|
0.618 |
2,039.6 |
|
1.000 |
2,033.6 |
|
1.618 |
2,024.0 |
|
2.618 |
2,008.4 |
|
4.250 |
1,982.9 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,057.0 |
2,054.5 |
| PP |
2,054.8 |
2,053.2 |
| S1 |
2,052.7 |
2,051.8 |
|