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 |
4,880.0 |
4,870.0 |
-10.0 |
-0.2% |
4,769.0 |
High |
4,883.0 |
4,900.0 |
17.0 |
0.3% |
4,894.0 |
Low |
4,867.0 |
4,862.0 |
-5.0 |
-0.1% |
4,760.0 |
Close |
4,874.0 |
4,898.0 |
24.0 |
0.5% |
4,884.0 |
Range |
16.0 |
38.0 |
22.0 |
137.5% |
134.0 |
ATR |
47.7 |
47.0 |
-0.7 |
-1.5% |
0.0 |
Volume |
449,870 |
576,558 |
126,688 |
28.2% |
2,881,450 |
|
Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,000.7 |
4,987.3 |
4,918.9 |
|
R3 |
4,962.7 |
4,949.3 |
4,908.5 |
|
R2 |
4,924.7 |
4,924.7 |
4,905.0 |
|
R1 |
4,911.3 |
4,911.3 |
4,901.5 |
4,918.0 |
PP |
4,886.7 |
4,886.7 |
4,886.7 |
4,890.0 |
S1 |
4,873.3 |
4,873.3 |
4,894.5 |
4,880.0 |
S2 |
4,848.7 |
4,848.7 |
4,891.0 |
|
S3 |
4,810.7 |
4,835.3 |
4,887.6 |
|
S4 |
4,772.7 |
4,797.3 |
4,877.1 |
|
|
Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,248.0 |
5,200.0 |
4,957.7 |
|
R3 |
5,114.0 |
5,066.0 |
4,920.9 |
|
R2 |
4,980.0 |
4,980.0 |
4,908.6 |
|
R1 |
4,932.0 |
4,932.0 |
4,896.3 |
4,956.0 |
PP |
4,846.0 |
4,846.0 |
4,846.0 |
4,858.0 |
S1 |
4,798.0 |
4,798.0 |
4,871.7 |
4,822.0 |
S2 |
4,712.0 |
4,712.0 |
4,859.4 |
|
S3 |
4,578.0 |
4,664.0 |
4,847.2 |
|
S4 |
4,444.0 |
4,530.0 |
4,810.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,900.0 |
4,769.0 |
131.0 |
2.7% |
40.2 |
0.8% |
98% |
True |
False |
676,524 |
10 |
4,900.0 |
4,671.0 |
229.0 |
4.7% |
44.0 |
0.9% |
99% |
True |
False |
687,341 |
20 |
4,900.0 |
4,630.0 |
270.0 |
5.5% |
40.6 |
0.8% |
99% |
True |
False |
688,411 |
40 |
4,900.0 |
4,402.0 |
498.0 |
10.2% |
48.5 |
1.0% |
100% |
True |
False |
689,274 |
60 |
4,900.0 |
4,384.0 |
516.0 |
10.5% |
45.8 |
0.9% |
100% |
True |
False |
635,791 |
80 |
4,900.0 |
4,089.0 |
811.0 |
16.6% |
42.7 |
0.9% |
100% |
True |
False |
477,705 |
100 |
4,900.0 |
4,034.0 |
866.0 |
17.7% |
42.7 |
0.9% |
100% |
True |
False |
382,583 |
120 |
4,900.0 |
4,034.0 |
866.0 |
17.7% |
40.4 |
0.8% |
100% |
True |
False |
318,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,061.5 |
2.618 |
4,999.5 |
1.618 |
4,961.5 |
1.000 |
4,938.0 |
0.618 |
4,923.5 |
HIGH |
4,900.0 |
0.618 |
4,885.5 |
0.500 |
4,881.0 |
0.382 |
4,876.5 |
LOW |
4,862.0 |
0.618 |
4,838.5 |
1.000 |
4,824.0 |
1.618 |
4,800.5 |
2.618 |
4,762.5 |
4.250 |
4,700.5 |
|
|
Fisher Pivots for day following 27-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
4,892.3 |
4,892.2 |
PP |
4,886.7 |
4,886.3 |
S1 |
4,881.0 |
4,880.5 |
|