| 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 |
2,044.1 |
2,041.0 |
-3.1 |
-0.2% |
2,095.0 |
| High |
2,046.6 |
2,058.2 |
11.6 |
0.6% |
2,098.1 |
| Low |
2,036.0 |
2,040.0 |
4.0 |
0.2% |
2,068.2 |
| Close |
2,042.4 |
2,053.0 |
10.6 |
0.5% |
2,076.5 |
| Range |
10.6 |
18.2 |
7.6 |
71.7% |
29.9 |
| ATR |
22.0 |
21.8 |
-0.3 |
-1.2% |
0.0 |
| Volume |
3,382 |
2,102 |
-1,280 |
-37.8% |
12,422 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,105.0 |
2,097.2 |
2,063.0 |
|
| R3 |
2,086.8 |
2,079.0 |
2,058.0 |
|
| R2 |
2,068.6 |
2,068.6 |
2,056.3 |
|
| R1 |
2,060.8 |
2,060.8 |
2,054.7 |
2,064.7 |
| PP |
2,050.4 |
2,050.4 |
2,050.4 |
2,052.4 |
| S1 |
2,042.6 |
2,042.6 |
2,051.3 |
2,046.5 |
| S2 |
2,032.2 |
2,032.2 |
2,049.7 |
|
| S3 |
2,014.0 |
2,024.4 |
2,048.0 |
|
| S4 |
1,995.8 |
2,006.2 |
2,043.0 |
|
|
| 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 |
2,088.0 |
2,036.0 |
52.0 |
2.5% |
19.9 |
1.0% |
33% |
False |
False |
2,971 |
| 10 |
2,111.4 |
2,036.0 |
75.4 |
3.7% |
20.1 |
1.0% |
23% |
False |
False |
2,714 |
| 20 |
2,119.7 |
2,036.0 |
83.7 |
4.1% |
20.0 |
1.0% |
20% |
False |
False |
2,408 |
| 40 |
2,154.1 |
2,036.0 |
118.1 |
5.8% |
21.3 |
1.0% |
14% |
False |
False |
2,071 |
| 60 |
2,208.6 |
2,036.0 |
172.6 |
8.4% |
23.7 |
1.2% |
10% |
False |
False |
2,193 |
| 80 |
2,208.6 |
2,013.5 |
195.1 |
9.5% |
23.0 |
1.1% |
20% |
False |
False |
1,866 |
| 100 |
2,208.6 |
1,899.6 |
309.0 |
15.1% |
22.9 |
1.1% |
50% |
False |
False |
1,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,135.6 |
|
2.618 |
2,105.8 |
|
1.618 |
2,087.6 |
|
1.000 |
2,076.4 |
|
0.618 |
2,069.4 |
|
HIGH |
2,058.2 |
|
0.618 |
2,051.2 |
|
0.500 |
2,049.1 |
|
0.382 |
2,047.0 |
|
LOW |
2,040.0 |
|
0.618 |
2,028.8 |
|
1.000 |
2,021.8 |
|
1.618 |
2,010.6 |
|
2.618 |
1,992.4 |
|
4.250 |
1,962.7 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.7 |
2,058.8 |
| PP |
2,050.4 |
2,056.8 |
| S1 |
2,049.1 |
2,054.9 |
|