| Trading Metrics calculated at close of trading on 26-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2024 |
26-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,024.51 |
2,032.85 |
8.34 |
0.4% |
2,017.94 |
| High |
2,040.84 |
2,036.38 |
-4.46 |
-0.2% |
2,040.84 |
| Low |
2,016.41 |
2,026.01 |
9.60 |
0.5% |
2,015.17 |
| Close |
2,036.03 |
2,031.15 |
-4.88 |
-0.2% |
2,036.03 |
| Range |
24.43 |
10.37 |
-14.06 |
-57.6% |
25.67 |
| ATR |
18.73 |
18.13 |
-0.60 |
-3.2% |
0.00 |
| Volume |
5,649 |
5,589 |
-60 |
-1.1% |
22,747 |
|
| Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,062.29 |
2,057.09 |
2,036.85 |
|
| R3 |
2,051.92 |
2,046.72 |
2,034.00 |
|
| R2 |
2,041.55 |
2,041.55 |
2,033.05 |
|
| R1 |
2,036.35 |
2,036.35 |
2,032.10 |
2,033.77 |
| PP |
2,031.18 |
2,031.18 |
2,031.18 |
2,029.89 |
| S1 |
2,025.98 |
2,025.98 |
2,030.20 |
2,023.40 |
| S2 |
2,020.81 |
2,020.81 |
2,029.25 |
|
| S3 |
2,010.44 |
2,015.61 |
2,028.30 |
|
| S4 |
2,000.07 |
2,005.24 |
2,025.45 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.69 |
2,097.53 |
2,050.15 |
|
| R3 |
2,082.02 |
2,071.86 |
2,043.09 |
|
| R2 |
2,056.35 |
2,056.35 |
2,040.74 |
|
| R1 |
2,046.19 |
2,046.19 |
2,038.38 |
2,051.27 |
| PP |
2,030.68 |
2,030.68 |
2,030.68 |
2,033.22 |
| S1 |
2,020.52 |
2,020.52 |
2,033.68 |
2,025.60 |
| S2 |
2,005.01 |
2,005.01 |
2,031.32 |
|
| S3 |
1,979.34 |
1,994.85 |
2,028.97 |
|
| S4 |
1,953.67 |
1,969.18 |
2,021.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,040.84 |
2,015.17 |
25.67 |
1.3% |
14.76 |
0.7% |
62% |
False |
False |
5,667 |
| 10 |
2,040.84 |
1,986.16 |
54.68 |
2.7% |
16.91 |
0.8% |
82% |
False |
False |
5,679 |
| 20 |
2,063.81 |
1,986.16 |
77.65 |
3.8% |
18.50 |
0.9% |
58% |
False |
False |
5,603 |
| 40 |
2,088.26 |
1,986.16 |
102.10 |
5.0% |
19.49 |
1.0% |
44% |
False |
False |
5,513 |
| 60 |
2,122.65 |
1,973.95 |
148.70 |
7.3% |
21.90 |
1.1% |
38% |
False |
False |
5,475 |
| 80 |
2,122.65 |
1,933.24 |
189.41 |
9.3% |
21.35 |
1.1% |
52% |
False |
False |
5,511 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
21.52 |
1.1% |
71% |
False |
False |
5,503 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
20.42 |
1.0% |
71% |
False |
False |
5,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,080.45 |
|
2.618 |
2,063.53 |
|
1.618 |
2,053.16 |
|
1.000 |
2,046.75 |
|
0.618 |
2,042.79 |
|
HIGH |
2,036.38 |
|
0.618 |
2,032.42 |
|
0.500 |
2,031.20 |
|
0.382 |
2,029.97 |
|
LOW |
2,026.01 |
|
0.618 |
2,019.60 |
|
1.000 |
2,015.64 |
|
1.618 |
2,009.23 |
|
2.618 |
1,998.86 |
|
4.250 |
1,981.94 |
|
|
| Fisher Pivots for day following 26-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,031.20 |
2,030.31 |
| PP |
2,031.18 |
2,029.47 |
| S1 |
2,031.17 |
2,028.63 |
|