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 |
5,095.00 |
5,077.50 |
-17.50 |
-0.3% |
5,016.50 |
High |
5,108.00 |
5,093.00 |
-15.00 |
-0.3% |
5,123.50 |
Low |
5,076.25 |
5,067.00 |
-9.25 |
-0.2% |
4,959.00 |
Close |
5,080.25 |
5,090.00 |
9.75 |
0.2% |
5,101.50 |
Range |
31.75 |
26.00 |
-5.75 |
-18.1% |
164.50 |
ATR |
51.75 |
49.91 |
-1.84 |
-3.6% |
0.00 |
Volume |
1,094,682 |
1,026,819 |
-67,863 |
-6.2% |
6,174,433 |
|
Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,161.25 |
5,151.75 |
5,104.25 |
|
R3 |
5,135.25 |
5,125.75 |
5,097.25 |
|
R2 |
5,109.25 |
5,109.25 |
5,094.75 |
|
R1 |
5,099.75 |
5,099.75 |
5,092.50 |
5,104.50 |
PP |
5,083.25 |
5,083.25 |
5,083.25 |
5,085.75 |
S1 |
5,073.75 |
5,073.75 |
5,087.50 |
5,078.50 |
S2 |
5,057.25 |
5,057.25 |
5,085.25 |
|
S3 |
5,031.25 |
5,047.75 |
5,082.75 |
|
S4 |
5,005.25 |
5,021.75 |
5,075.75 |
|
|
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% |
48.75 |
1.0% |
80% |
False |
False |
1,337,221 |
10 |
5,123.50 |
4,936.50 |
187.00 |
3.7% |
55.00 |
1.1% |
82% |
False |
False |
1,493,021 |
20 |
5,123.50 |
4,866.00 |
257.50 |
5.1% |
50.50 |
1.0% |
87% |
False |
False |
1,481,323 |
40 |
5,123.50 |
4,702.00 |
421.50 |
8.3% |
49.50 |
1.0% |
92% |
False |
False |
1,507,399 |
60 |
5,123.50 |
4,594.00 |
529.50 |
10.4% |
46.75 |
0.9% |
94% |
False |
False |
1,364,792 |
80 |
5,123.50 |
4,237.50 |
886.00 |
17.4% |
46.25 |
0.9% |
96% |
False |
False |
1,024,852 |
100 |
5,123.50 |
4,167.50 |
956.00 |
18.8% |
49.75 |
1.0% |
96% |
False |
False |
820,720 |
120 |
5,123.50 |
4,167.50 |
956.00 |
18.8% |
50.00 |
1.0% |
96% |
False |
False |
684,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,203.50 |
2.618 |
5,161.00 |
1.618 |
5,135.00 |
1.000 |
5,119.00 |
0.618 |
5,109.00 |
HIGH |
5,093.00 |
0.618 |
5,083.00 |
0.500 |
5,080.00 |
0.382 |
5,077.00 |
LOW |
5,067.00 |
0.618 |
5,051.00 |
1.000 |
5,041.00 |
1.618 |
5,025.00 |
2.618 |
4,999.00 |
4.250 |
4,956.50 |
|
|
Fisher Pivots for day following 27-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
5,086.75 |
5,095.25 |
PP |
5,083.25 |
5,093.50 |
S1 |
5,080.00 |
5,091.75 |
|