| Trading Metrics calculated at close of trading on 20-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
7,680.0 |
7,704.5 |
24.5 |
0.3% |
7,563.0 |
| High |
7,715.5 |
7,722.0 |
6.5 |
0.1% |
7,697.5 |
| Low |
7,664.0 |
7,674.0 |
10.0 |
0.1% |
7,431.5 |
| Close |
7,703.0 |
7,690.5 |
-12.5 |
-0.2% |
7,687.5 |
| Range |
51.5 |
48.0 |
-3.5 |
-6.8% |
266.0 |
| ATR |
77.8 |
75.7 |
-2.1 |
-2.7% |
0.0 |
| Volume |
52,736 |
93,937 |
41,201 |
78.1% |
511,976 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,839.5 |
7,813.0 |
7,717.0 |
|
| R3 |
7,791.5 |
7,765.0 |
7,703.5 |
|
| R2 |
7,743.5 |
7,743.5 |
7,699.5 |
|
| R1 |
7,717.0 |
7,717.0 |
7,695.0 |
7,706.0 |
| PP |
7,695.5 |
7,695.5 |
7,695.5 |
7,690.0 |
| S1 |
7,669.0 |
7,669.0 |
7,686.0 |
7,658.0 |
| S2 |
7,647.5 |
7,647.5 |
7,681.5 |
|
| S3 |
7,599.5 |
7,621.0 |
7,677.5 |
|
| S4 |
7,551.5 |
7,573.0 |
7,664.0 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,403.5 |
8,311.5 |
7,834.0 |
|
| R3 |
8,137.5 |
8,045.5 |
7,760.5 |
|
| R2 |
7,871.5 |
7,871.5 |
7,736.5 |
|
| R1 |
7,779.5 |
7,779.5 |
7,712.0 |
7,825.5 |
| PP |
7,605.5 |
7,605.5 |
7,605.5 |
7,628.5 |
| S1 |
7,513.5 |
7,513.5 |
7,663.0 |
7,559.5 |
| S2 |
7,339.5 |
7,339.5 |
7,638.5 |
|
| S3 |
7,073.5 |
7,247.5 |
7,614.5 |
|
| S4 |
6,807.5 |
6,981.5 |
7,541.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,722.0 |
7,447.5 |
274.5 |
3.6% |
76.5 |
1.0% |
89% |
True |
False |
95,898 |
| 10 |
7,722.0 |
7,431.5 |
290.5 |
3.8% |
75.5 |
1.0% |
89% |
True |
False |
89,689 |
| 20 |
7,722.0 |
7,431.5 |
290.5 |
3.8% |
71.0 |
0.9% |
89% |
True |
False |
90,129 |
| 40 |
7,787.0 |
7,397.5 |
389.5 |
5.1% |
70.0 |
0.9% |
75% |
False |
False |
85,765 |
| 60 |
7,795.0 |
7,397.5 |
397.5 |
5.2% |
68.0 |
0.9% |
74% |
False |
False |
83,041 |
| 80 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
57.0 |
0.7% |
78% |
False |
False |
62,306 |
| 100 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
52.5 |
0.7% |
78% |
False |
False |
49,886 |
| 120 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
44.0 |
0.6% |
73% |
False |
False |
41,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,926.0 |
|
2.618 |
7,847.5 |
|
1.618 |
7,799.5 |
|
1.000 |
7,770.0 |
|
0.618 |
7,751.5 |
|
HIGH |
7,722.0 |
|
0.618 |
7,703.5 |
|
0.500 |
7,698.0 |
|
0.382 |
7,692.5 |
|
LOW |
7,674.0 |
|
0.618 |
7,644.5 |
|
1.000 |
7,626.0 |
|
1.618 |
7,596.5 |
|
2.618 |
7,548.5 |
|
4.250 |
7,470.0 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
7,698.0 |
7,679.5 |
| PP |
7,695.5 |
7,668.5 |
| S1 |
7,693.0 |
7,657.0 |
|