| 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 |
2,031.27 |
2,030.42 |
-0.85 |
0.0% |
2,017.94 |
| High |
2,039.22 |
2,036.44 |
-2.78 |
-0.1% |
2,040.84 |
| Low |
2,029.37 |
2,025.08 |
-4.29 |
-0.2% |
2,015.17 |
| Close |
2,030.38 |
2,034.96 |
4.58 |
0.2% |
2,036.03 |
| Range |
9.85 |
11.36 |
1.51 |
15.3% |
25.67 |
| ATR |
17.54 |
17.10 |
-0.44 |
-2.5% |
0.00 |
| Volume |
5,841 |
5,762 |
-79 |
-1.4% |
22,747 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,066.24 |
2,061.96 |
2,041.21 |
|
| R3 |
2,054.88 |
2,050.60 |
2,038.08 |
|
| R2 |
2,043.52 |
2,043.52 |
2,037.04 |
|
| R1 |
2,039.24 |
2,039.24 |
2,036.00 |
2,041.38 |
| PP |
2,032.16 |
2,032.16 |
2,032.16 |
2,033.23 |
| S1 |
2,027.88 |
2,027.88 |
2,033.92 |
2,030.02 |
| S2 |
2,020.80 |
2,020.80 |
2,032.88 |
|
| S3 |
2,009.44 |
2,016.52 |
2,031.84 |
|
| S4 |
1,998.08 |
2,005.16 |
2,028.71 |
|
|
| 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% |
13.91 |
0.7% |
76% |
False |
False |
5,694 |
| 10 |
2,040.84 |
1,986.16 |
54.68 |
2.7% |
13.86 |
0.7% |
89% |
False |
False |
5,708 |
| 20 |
2,063.81 |
1,986.16 |
77.65 |
3.8% |
17.74 |
0.9% |
63% |
False |
False |
5,633 |
| 40 |
2,078.31 |
1,986.16 |
92.15 |
4.5% |
19.08 |
0.9% |
53% |
False |
False |
5,528 |
| 60 |
2,122.65 |
1,973.95 |
148.70 |
7.3% |
21.83 |
1.1% |
41% |
False |
False |
5,486 |
| 80 |
2,122.65 |
1,933.24 |
189.41 |
9.3% |
21.07 |
1.0% |
54% |
False |
False |
5,518 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
21.48 |
1.1% |
72% |
False |
False |
5,509 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
20.38 |
1.0% |
72% |
False |
False |
5,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,084.72 |
|
2.618 |
2,066.18 |
|
1.618 |
2,054.82 |
|
1.000 |
2,047.80 |
|
0.618 |
2,043.46 |
|
HIGH |
2,036.44 |
|
0.618 |
2,032.10 |
|
0.500 |
2,030.76 |
|
0.382 |
2,029.42 |
|
LOW |
2,025.08 |
|
0.618 |
2,018.06 |
|
1.000 |
2,013.72 |
|
1.618 |
2,006.70 |
|
2.618 |
1,995.34 |
|
4.250 |
1,976.80 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,033.56 |
2,034.02 |
| PP |
2,032.16 |
2,033.09 |
| S1 |
2,030.76 |
2,032.15 |
|