| Trading Metrics calculated at close of trading on 29-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,030.42 |
2,034.69 |
4.27 |
0.2% |
2,017.94 |
| High |
2,036.44 |
2,049.69 |
13.25 |
0.7% |
2,040.84 |
| Low |
2,025.08 |
2,028.75 |
3.67 |
0.2% |
2,015.17 |
| Close |
2,034.96 |
2,043.72 |
8.76 |
0.4% |
2,036.03 |
| Range |
11.36 |
20.94 |
9.58 |
84.3% |
25.67 |
| ATR |
17.10 |
17.37 |
0.27 |
1.6% |
0.00 |
| Volume |
5,762 |
5,729 |
-33 |
-0.6% |
22,747 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.54 |
2,094.57 |
2,055.24 |
|
| R3 |
2,082.60 |
2,073.63 |
2,049.48 |
|
| R2 |
2,061.66 |
2,061.66 |
2,047.56 |
|
| R1 |
2,052.69 |
2,052.69 |
2,045.64 |
2,057.18 |
| PP |
2,040.72 |
2,040.72 |
2,040.72 |
2,042.96 |
| S1 |
2,031.75 |
2,031.75 |
2,041.80 |
2,036.24 |
| S2 |
2,019.78 |
2,019.78 |
2,039.88 |
|
| S3 |
1,998.84 |
2,010.81 |
2,037.96 |
|
| S4 |
1,977.90 |
1,989.87 |
2,032.20 |
|
|
| 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 |
2,049.69 |
2,016.41 |
33.28 |
1.6% |
15.39 |
0.8% |
82% |
True |
False |
5,714 |
| 10 |
2,049.69 |
1,990.62 |
59.07 |
2.9% |
15.04 |
0.7% |
90% |
True |
False |
5,710 |
| 20 |
2,063.81 |
1,986.16 |
77.65 |
3.8% |
17.69 |
0.9% |
74% |
False |
False |
5,646 |
| 40 |
2,065.41 |
1,986.16 |
79.25 |
3.9% |
19.10 |
0.9% |
73% |
False |
False |
5,539 |
| 60 |
2,122.65 |
1,973.95 |
148.70 |
7.3% |
21.55 |
1.1% |
47% |
False |
False |
5,492 |
| 80 |
2,122.65 |
1,933.24 |
189.41 |
9.3% |
21.20 |
1.0% |
58% |
False |
False |
5,518 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
21.55 |
1.1% |
75% |
False |
False |
5,510 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
20.50 |
1.0% |
75% |
False |
False |
5,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,138.69 |
|
2.618 |
2,104.51 |
|
1.618 |
2,083.57 |
|
1.000 |
2,070.63 |
|
0.618 |
2,062.63 |
|
HIGH |
2,049.69 |
|
0.618 |
2,041.69 |
|
0.500 |
2,039.22 |
|
0.382 |
2,036.75 |
|
LOW |
2,028.75 |
|
0.618 |
2,015.81 |
|
1.000 |
2,007.81 |
|
1.618 |
1,994.87 |
|
2.618 |
1,973.93 |
|
4.250 |
1,939.76 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,042.22 |
2,041.61 |
| PP |
2,040.72 |
2,039.50 |
| S1 |
2,039.22 |
2,037.39 |
|