| Trading Metrics calculated at close of trading on 28-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2024 |
28-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
3,188.2480 |
3,249.6430 |
61.3950 |
1.9% |
2,965.1500 |
| High |
3,278.3720 |
3,483.5530 |
205.1810 |
6.3% |
3,031.2620 |
| Low |
3,171.1750 |
3,227.6000 |
56.4250 |
1.8% |
2,872.0840 |
| Close |
3,249.0960 |
3,321.9480 |
72.8520 |
2.2% |
2,946.0050 |
| Range |
107.1970 |
255.9530 |
148.7560 |
138.8% |
159.1780 |
| ATR |
124.8797 |
134.2421 |
9.3624 |
7.5% |
0.0000 |
| Volume |
287,380 |
403,227 |
115,847 |
40.3% |
965,446 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,112.2260 |
3,973.0400 |
3,462.7222 |
|
| R3 |
3,856.2730 |
3,717.0870 |
3,392.3351 |
|
| R2 |
3,600.3200 |
3,600.3200 |
3,368.8727 |
|
| R1 |
3,461.1340 |
3,461.1340 |
3,345.4104 |
3,530.7270 |
| PP |
3,344.3670 |
3,344.3670 |
3,344.3670 |
3,379.1635 |
| S1 |
3,205.1810 |
3,205.1810 |
3,298.4856 |
3,274.7740 |
| S2 |
3,088.4140 |
3,088.4140 |
3,275.0233 |
|
| S3 |
2,832.4610 |
2,949.2280 |
3,251.5609 |
|
| S4 |
2,576.5080 |
2,693.2750 |
3,181.1739 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,427.3177 |
3,345.8393 |
3,033.5529 |
|
| R3 |
3,268.1397 |
3,186.6613 |
2,989.7790 |
|
| R2 |
3,108.9617 |
3,108.9617 |
2,975.1876 |
|
| R1 |
3,027.4833 |
3,027.4833 |
2,960.5963 |
2,988.6335 |
| PP |
2,949.7837 |
2,949.7837 |
2,949.7837 |
2,930.3588 |
| S1 |
2,868.3053 |
2,868.3053 |
2,931.4137 |
2,829.4555 |
| S2 |
2,790.6057 |
2,790.6057 |
2,916.8224 |
|
| S3 |
2,631.4277 |
2,709.1273 |
2,902.2311 |
|
| S4 |
2,472.2497 |
2,549.9493 |
2,858.4571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,483.5530 |
2,907.2840 |
576.2690 |
17.3% |
171.5554 |
5.2% |
72% |
True |
False |
222,465 |
| 10 |
3,483.5530 |
2,620.6180 |
862.9350 |
26.0% |
146.9470 |
4.4% |
81% |
True |
False |
227,526 |
| 20 |
3,483.5530 |
2,248.6180 |
1,234.9350 |
37.2% |
117.6737 |
3.5% |
87% |
True |
False |
180,742 |
| 40 |
3,483.5530 |
2,111.1450 |
1,372.4080 |
41.3% |
123.9267 |
3.7% |
88% |
True |
False |
184,844 |
| 60 |
3,483.5530 |
2,041.3210 |
1,442.2320 |
43.4% |
121.4246 |
3.7% |
89% |
True |
False |
186,981 |
| 80 |
3,483.5530 |
1,779.1820 |
1,704.3710 |
51.3% |
114.5081 |
3.4% |
91% |
True |
False |
186,539 |
| 100 |
3,483.5530 |
1,523.0770 |
1,960.4760 |
59.0% |
104.2972 |
3.1% |
92% |
True |
False |
178,703 |
| 120 |
3,483.5530 |
1,523.0770 |
1,960.4760 |
59.0% |
94.6076 |
2.8% |
92% |
True |
False |
167,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,571.3533 |
|
2.618 |
4,153.6380 |
|
1.618 |
3,897.6850 |
|
1.000 |
3,739.5060 |
|
0.618 |
3,641.7320 |
|
HIGH |
3,483.5530 |
|
0.618 |
3,385.7790 |
|
0.500 |
3,355.5765 |
|
0.382 |
3,325.3740 |
|
LOW |
3,227.6000 |
|
0.618 |
3,069.4210 |
|
1.000 |
2,971.6470 |
|
1.618 |
2,813.4680 |
|
2.618 |
2,557.5150 |
|
4.250 |
2,139.7998 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3,355.5765 |
3,279.7715 |
| PP |
3,344.3670 |
3,237.5950 |
| S1 |
3,333.1575 |
3,195.4185 |
|