Trading Metrics calculated at close of trading on 26-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2024 |
26-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
5,094.25 |
5,095.00 |
0.75 |
0.0% |
5,016.50 |
High |
5,123.50 |
5,108.00 |
-15.50 |
-0.3% |
5,123.50 |
Low |
5,092.00 |
5,076.25 |
-15.75 |
-0.3% |
4,959.00 |
Close |
5,101.50 |
5,080.25 |
-21.25 |
-0.4% |
5,101.50 |
Range |
31.50 |
31.75 |
0.25 |
0.8% |
164.50 |
ATR |
53.29 |
51.75 |
-1.54 |
-2.9% |
0.00 |
Volume |
1,340,050 |
1,094,682 |
-245,368 |
-18.3% |
6,174,433 |
|
Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,183.50 |
5,163.50 |
5,097.75 |
|
R3 |
5,151.75 |
5,131.75 |
5,089.00 |
|
R2 |
5,120.00 |
5,120.00 |
5,086.00 |
|
R1 |
5,100.00 |
5,100.00 |
5,083.25 |
5,094.00 |
PP |
5,088.25 |
5,088.25 |
5,088.25 |
5,085.25 |
S1 |
5,068.25 |
5,068.25 |
5,077.25 |
5,062.50 |
S2 |
5,056.50 |
5,056.50 |
5,074.50 |
|
S3 |
5,024.75 |
5,036.50 |
5,071.50 |
|
S4 |
4,993.00 |
5,004.75 |
5,062.75 |
|
|
Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,554.75 |
5,492.75 |
5,192.00 |
|
R3 |
5,390.25 |
5,328.25 |
5,146.75 |
|
R2 |
5,225.75 |
5,225.75 |
5,131.75 |
|
R1 |
5,163.75 |
5,163.75 |
5,116.50 |
5,194.75 |
PP |
5,061.25 |
5,061.25 |
5,061.25 |
5,077.00 |
S1 |
4,999.25 |
4,999.25 |
5,086.50 |
5,030.25 |
S2 |
4,896.75 |
4,896.75 |
5,071.25 |
|
S3 |
4,732.25 |
4,834.75 |
5,056.25 |
|
S4 |
4,567.75 |
4,670.25 |
5,011.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,123.50 |
4,959.00 |
164.50 |
3.2% |
55.75 |
1.1% |
74% |
False |
False |
1,453,823 |
10 |
5,123.50 |
4,936.50 |
187.00 |
3.7% |
55.75 |
1.1% |
77% |
False |
False |
1,504,488 |
20 |
5,123.50 |
4,866.00 |
257.50 |
5.1% |
52.00 |
1.0% |
83% |
False |
False |
1,489,881 |
40 |
5,123.50 |
4,702.00 |
421.50 |
8.3% |
49.25 |
1.0% |
90% |
False |
False |
1,504,905 |
60 |
5,123.50 |
4,594.00 |
529.50 |
10.4% |
47.00 |
0.9% |
92% |
False |
False |
1,347,830 |
80 |
5,123.50 |
4,212.50 |
911.00 |
17.9% |
46.50 |
0.9% |
95% |
False |
False |
1,012,097 |
100 |
5,123.50 |
4,167.50 |
956.00 |
18.8% |
50.25 |
1.0% |
95% |
False |
False |
810,476 |
120 |
5,123.50 |
4,167.50 |
956.00 |
18.8% |
50.00 |
1.0% |
95% |
False |
False |
675,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,243.00 |
2.618 |
5,191.00 |
1.618 |
5,159.25 |
1.000 |
5,139.75 |
0.618 |
5,127.50 |
HIGH |
5,108.00 |
0.618 |
5,095.75 |
0.500 |
5,092.00 |
0.382 |
5,088.50 |
LOW |
5,076.25 |
0.618 |
5,056.75 |
1.000 |
5,044.50 |
1.618 |
5,025.00 |
2.618 |
4,993.25 |
4.250 |
4,941.25 |
|
|
Fisher Pivots for day following 26-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
5,092.00 |
5,076.50 |
PP |
5,088.25 |
5,073.00 |
S1 |
5,084.25 |
5,069.50 |
|