| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,071.7 |
2,044.1 |
-27.6 |
-1.3% |
2,095.0 |
| High |
2,081.5 |
2,046.6 |
-34.9 |
-1.7% |
2,098.1 |
| Low |
2,041.2 |
2,036.0 |
-5.2 |
-0.3% |
2,068.2 |
| Close |
2,045.3 |
2,042.4 |
-2.9 |
-0.1% |
2,076.5 |
| Range |
40.3 |
10.6 |
-29.7 |
-73.7% |
29.9 |
| ATR |
22.9 |
22.0 |
-0.9 |
-3.8% |
0.0 |
| Volume |
2,975 |
3,382 |
407 |
13.7% |
12,422 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,073.5 |
2,068.5 |
2,048.2 |
|
| R3 |
2,062.9 |
2,057.9 |
2,045.3 |
|
| R2 |
2,052.3 |
2,052.3 |
2,044.3 |
|
| R1 |
2,047.3 |
2,047.3 |
2,043.4 |
2,044.5 |
| PP |
2,041.7 |
2,041.7 |
2,041.7 |
2,040.3 |
| S1 |
2,036.7 |
2,036.7 |
2,041.4 |
2,033.9 |
| S2 |
2,031.1 |
2,031.1 |
2,040.5 |
|
| S3 |
2,020.5 |
2,026.1 |
2,039.5 |
|
| S4 |
2,009.9 |
2,015.5 |
2,036.6 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,170.6 |
2,153.5 |
2,092.9 |
|
| R3 |
2,140.7 |
2,123.6 |
2,084.7 |
|
| R2 |
2,110.8 |
2,110.8 |
2,082.0 |
|
| R1 |
2,093.7 |
2,093.7 |
2,079.2 |
2,087.3 |
| PP |
2,080.9 |
2,080.9 |
2,080.9 |
2,077.8 |
| S1 |
2,063.8 |
2,063.8 |
2,073.8 |
2,057.4 |
| S2 |
2,051.0 |
2,051.0 |
2,071.0 |
|
| S3 |
2,021.1 |
2,033.9 |
2,068.3 |
|
| S4 |
1,991.2 |
2,004.0 |
2,060.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,090.5 |
2,036.0 |
54.5 |
2.7% |
19.7 |
1.0% |
12% |
False |
True |
3,070 |
| 10 |
2,119.7 |
2,036.0 |
83.7 |
4.1% |
21.9 |
1.1% |
8% |
False |
True |
2,727 |
| 20 |
2,119.7 |
2,036.0 |
83.7 |
4.1% |
19.9 |
1.0% |
8% |
False |
True |
2,352 |
| 40 |
2,154.1 |
2,036.0 |
118.1 |
5.8% |
21.2 |
1.0% |
5% |
False |
True |
2,054 |
| 60 |
2,208.6 |
2,036.0 |
172.6 |
8.5% |
23.6 |
1.2% |
4% |
False |
True |
2,186 |
| 80 |
2,208.6 |
2,013.5 |
195.1 |
9.6% |
23.1 |
1.1% |
15% |
False |
False |
1,857 |
| 100 |
2,208.6 |
1,899.6 |
309.0 |
15.1% |
22.7 |
1.1% |
46% |
False |
False |
1,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,091.7 |
|
2.618 |
2,074.4 |
|
1.618 |
2,063.8 |
|
1.000 |
2,057.2 |
|
0.618 |
2,053.2 |
|
HIGH |
2,046.6 |
|
0.618 |
2,042.6 |
|
0.500 |
2,041.3 |
|
0.382 |
2,040.0 |
|
LOW |
2,036.0 |
|
0.618 |
2,029.4 |
|
1.000 |
2,025.4 |
|
1.618 |
2,018.8 |
|
2.618 |
2,008.2 |
|
4.250 |
1,991.0 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,042.0 |
2,058.8 |
| PP |
2,041.7 |
2,053.3 |
| S1 |
2,041.3 |
2,047.9 |
|