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 |
4,895.0 |
4,883.0 |
-12.0 |
-0.2% |
4,769.0 |
High |
4,899.0 |
4,908.0 |
9.0 |
0.2% |
4,894.0 |
Low |
4,884.0 |
4,873.0 |
-11.0 |
-0.2% |
4,760.0 |
Close |
4,893.0 |
4,894.0 |
1.0 |
0.0% |
4,884.0 |
Range |
15.0 |
35.0 |
20.0 |
133.3% |
134.0 |
ATR |
44.7 |
44.0 |
-0.7 |
-1.6% |
0.0 |
Volume |
592,988 |
961,324 |
368,336 |
62.1% |
2,881,450 |
|
Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,996.7 |
4,980.3 |
4,913.3 |
|
R3 |
4,961.7 |
4,945.3 |
4,903.6 |
|
R2 |
4,926.7 |
4,926.7 |
4,900.4 |
|
R1 |
4,910.3 |
4,910.3 |
4,897.2 |
4,918.5 |
PP |
4,891.7 |
4,891.7 |
4,891.7 |
4,895.8 |
S1 |
4,875.3 |
4,875.3 |
4,890.8 |
4,883.5 |
S2 |
4,856.7 |
4,856.7 |
4,887.6 |
|
S3 |
4,821.7 |
4,840.3 |
4,884.4 |
|
S4 |
4,786.7 |
4,805.3 |
4,874.8 |
|
|
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 |
4,908.0 |
4,861.0 |
47.0 |
1.0% |
27.4 |
0.6% |
70% |
True |
False |
664,179 |
10 |
4,908.0 |
4,734.0 |
174.0 |
3.6% |
35.4 |
0.7% |
92% |
True |
False |
689,586 |
20 |
4,908.0 |
4,630.0 |
278.0 |
5.7% |
39.3 |
0.8% |
95% |
True |
False |
693,323 |
40 |
4,908.0 |
4,402.0 |
506.0 |
10.3% |
46.9 |
1.0% |
97% |
True |
False |
699,396 |
60 |
4,908.0 |
4,402.0 |
506.0 |
10.3% |
45.3 |
0.9% |
97% |
True |
False |
661,257 |
80 |
4,908.0 |
4,167.0 |
741.0 |
15.1% |
42.3 |
0.9% |
98% |
True |
False |
497,096 |
100 |
4,908.0 |
4,034.0 |
874.0 |
17.9% |
42.4 |
0.9% |
98% |
True |
False |
398,094 |
120 |
4,908.0 |
4,034.0 |
874.0 |
17.9% |
40.8 |
0.8% |
98% |
True |
False |
331,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,056.8 |
2.618 |
4,999.6 |
1.618 |
4,964.6 |
1.000 |
4,943.0 |
0.618 |
4,929.6 |
HIGH |
4,908.0 |
0.618 |
4,894.6 |
0.500 |
4,890.5 |
0.382 |
4,886.4 |
LOW |
4,873.0 |
0.618 |
4,851.4 |
1.000 |
4,838.0 |
1.618 |
4,816.4 |
2.618 |
4,781.4 |
4.250 |
4,724.3 |
|
|
Fisher Pivots for day following 29-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
4,892.8 |
4,891.0 |
PP |
4,891.7 |
4,888.0 |
S1 |
4,890.5 |
4,885.0 |
|