| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,032.85 |
2,031.27 |
-1.58 |
-0.1% |
2,017.94 |
| High |
2,036.38 |
2,039.22 |
2.84 |
0.1% |
2,040.84 |
| Low |
2,026.01 |
2,029.37 |
3.36 |
0.2% |
2,015.17 |
| Close |
2,031.15 |
2,030.38 |
-0.77 |
0.0% |
2,036.03 |
| Range |
10.37 |
9.85 |
-0.52 |
-5.0% |
25.67 |
| ATR |
18.13 |
17.54 |
-0.59 |
-3.3% |
0.00 |
| Volume |
5,589 |
5,841 |
252 |
4.5% |
22,747 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,062.54 |
2,056.31 |
2,035.80 |
|
| R3 |
2,052.69 |
2,046.46 |
2,033.09 |
|
| R2 |
2,042.84 |
2,042.84 |
2,032.19 |
|
| R1 |
2,036.61 |
2,036.61 |
2,031.28 |
2,034.80 |
| PP |
2,032.99 |
2,032.99 |
2,032.99 |
2,032.09 |
| S1 |
2,026.76 |
2,026.76 |
2,029.48 |
2,024.95 |
| S2 |
2,023.14 |
2,023.14 |
2,028.57 |
|
| S3 |
2,013.29 |
2,016.91 |
2,027.67 |
|
| S4 |
2,003.44 |
2,007.06 |
2,024.96 |
|
|
| 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 |
2,016.41 |
24.43 |
1.2% |
13.70 |
0.7% |
57% |
False |
False |
5,691 |
| 10 |
2,040.84 |
1,986.16 |
54.68 |
2.7% |
16.49 |
0.8% |
81% |
False |
False |
5,699 |
| 20 |
2,063.81 |
1,986.16 |
77.65 |
3.8% |
18.01 |
0.9% |
57% |
False |
False |
5,625 |
| 40 |
2,078.31 |
1,986.16 |
92.15 |
4.5% |
19.15 |
0.9% |
48% |
False |
False |
5,522 |
| 60 |
2,122.65 |
1,973.95 |
148.70 |
7.3% |
21.85 |
1.1% |
38% |
False |
False |
5,482 |
| 80 |
2,122.65 |
1,933.24 |
189.41 |
9.3% |
21.16 |
1.0% |
51% |
False |
False |
5,515 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
21.48 |
1.1% |
70% |
False |
False |
5,507 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
20.39 |
1.0% |
70% |
False |
False |
5,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,081.08 |
|
2.618 |
2,065.01 |
|
1.618 |
2,055.16 |
|
1.000 |
2,049.07 |
|
0.618 |
2,045.31 |
|
HIGH |
2,039.22 |
|
0.618 |
2,035.46 |
|
0.500 |
2,034.30 |
|
0.382 |
2,033.13 |
|
LOW |
2,029.37 |
|
0.618 |
2,023.28 |
|
1.000 |
2,019.52 |
|
1.618 |
2,013.43 |
|
2.618 |
2,003.58 |
|
4.250 |
1,987.51 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,034.30 |
2,029.80 |
| PP |
2,032.99 |
2,029.21 |
| S1 |
2,031.69 |
2,028.63 |
|