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 |
4,870.0 |
4,895.0 |
25.0 |
0.5% |
4,769.0 |
High |
4,900.0 |
4,899.0 |
-1.0 |
0.0% |
4,894.0 |
Low |
4,862.0 |
4,884.0 |
22.0 |
0.5% |
4,760.0 |
Close |
4,898.0 |
4,893.0 |
-5.0 |
-0.1% |
4,884.0 |
Range |
38.0 |
15.0 |
-23.0 |
-60.5% |
134.0 |
ATR |
47.0 |
44.7 |
-2.3 |
-4.9% |
0.0 |
Volume |
576,558 |
592,988 |
16,430 |
2.8% |
2,881,450 |
|
Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,937.0 |
4,930.0 |
4,901.3 |
|
R3 |
4,922.0 |
4,915.0 |
4,897.1 |
|
R2 |
4,907.0 |
4,907.0 |
4,895.8 |
|
R1 |
4,900.0 |
4,900.0 |
4,894.4 |
4,896.0 |
PP |
4,892.0 |
4,892.0 |
4,892.0 |
4,890.0 |
S1 |
4,885.0 |
4,885.0 |
4,891.6 |
4,881.0 |
S2 |
4,877.0 |
4,877.0 |
4,890.3 |
|
S3 |
4,862.0 |
4,870.0 |
4,888.9 |
|
S4 |
4,847.0 |
4,855.0 |
4,884.8 |
|
|
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 |
4,808.0 |
92.0 |
1.9% |
35.6 |
0.7% |
92% |
False |
False |
688,777 |
10 |
4,900.0 |
4,689.0 |
211.0 |
4.3% |
37.3 |
0.8% |
97% |
False |
False |
652,795 |
20 |
4,900.0 |
4,630.0 |
270.0 |
5.5% |
39.9 |
0.8% |
97% |
False |
False |
690,229 |
40 |
4,900.0 |
4,402.0 |
498.0 |
10.2% |
48.2 |
1.0% |
99% |
False |
False |
694,196 |
60 |
4,900.0 |
4,402.0 |
498.0 |
10.2% |
45.5 |
0.9% |
99% |
False |
False |
645,330 |
80 |
4,900.0 |
4,094.0 |
806.0 |
16.5% |
42.6 |
0.9% |
99% |
False |
False |
485,117 |
100 |
4,900.0 |
4,034.0 |
866.0 |
17.7% |
42.6 |
0.9% |
99% |
False |
False |
388,512 |
120 |
4,900.0 |
4,034.0 |
866.0 |
17.7% |
40.5 |
0.8% |
99% |
False |
False |
323,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,962.8 |
2.618 |
4,938.3 |
1.618 |
4,923.3 |
1.000 |
4,914.0 |
0.618 |
4,908.3 |
HIGH |
4,899.0 |
0.618 |
4,893.3 |
0.500 |
4,891.5 |
0.382 |
4,889.7 |
LOW |
4,884.0 |
0.618 |
4,874.7 |
1.000 |
4,869.0 |
1.618 |
4,859.7 |
2.618 |
4,844.7 |
4.250 |
4,820.3 |
|
|
Fisher Pivots for day following 28-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
4,892.5 |
4,889.0 |
PP |
4,892.0 |
4,885.0 |
S1 |
4,891.5 |
4,881.0 |
|