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 |
5,077.50 |
5,090.75 |
13.25 |
0.3% |
5,016.50 |
High |
5,093.00 |
5,091.25 |
-1.75 |
0.0% |
5,123.50 |
Low |
5,067.00 |
5,063.25 |
-3.75 |
-0.1% |
4,959.00 |
Close |
5,090.00 |
5,081.00 |
-9.00 |
-0.2% |
5,101.50 |
Range |
26.00 |
28.00 |
2.00 |
7.7% |
164.50 |
ATR |
49.91 |
48.35 |
-1.57 |
-3.1% |
0.00 |
Volume |
1,026,819 |
1,201,011 |
174,192 |
17.0% |
6,174,433 |
|
Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,162.50 |
5,149.75 |
5,096.50 |
|
R3 |
5,134.50 |
5,121.75 |
5,088.75 |
|
R2 |
5,106.50 |
5,106.50 |
5,086.25 |
|
R1 |
5,093.75 |
5,093.75 |
5,083.50 |
5,086.00 |
PP |
5,078.50 |
5,078.50 |
5,078.50 |
5,074.75 |
S1 |
5,065.75 |
5,065.75 |
5,078.50 |
5,058.00 |
S2 |
5,050.50 |
5,050.50 |
5,075.75 |
|
S3 |
5,022.50 |
5,037.75 |
5,073.25 |
|
S4 |
4,994.50 |
5,009.75 |
5,065.50 |
|
|
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 |
5,015.25 |
108.25 |
2.1% |
42.00 |
0.8% |
61% |
False |
False |
1,280,286 |
10 |
5,123.50 |
4,959.00 |
164.50 |
3.2% |
47.25 |
0.9% |
74% |
False |
False |
1,401,850 |
20 |
5,123.50 |
4,866.00 |
257.50 |
5.1% |
50.75 |
1.0% |
83% |
False |
False |
1,483,502 |
40 |
5,123.50 |
4,702.00 |
421.50 |
8.3% |
49.25 |
1.0% |
90% |
False |
False |
1,505,381 |
60 |
5,123.50 |
4,599.00 |
524.50 |
10.3% |
46.75 |
0.9% |
92% |
False |
False |
1,384,545 |
80 |
5,123.50 |
4,303.50 |
820.00 |
16.1% |
45.50 |
0.9% |
95% |
False |
False |
1,039,815 |
100 |
5,123.50 |
4,167.50 |
956.00 |
18.8% |
49.25 |
1.0% |
96% |
False |
False |
832,685 |
120 |
5,123.50 |
4,167.50 |
956.00 |
18.8% |
49.75 |
1.0% |
96% |
False |
False |
694,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,210.25 |
2.618 |
5,164.50 |
1.618 |
5,136.50 |
1.000 |
5,119.25 |
0.618 |
5,108.50 |
HIGH |
5,091.25 |
0.618 |
5,080.50 |
0.500 |
5,077.25 |
0.382 |
5,074.00 |
LOW |
5,063.25 |
0.618 |
5,046.00 |
1.000 |
5,035.25 |
1.618 |
5,018.00 |
2.618 |
4,990.00 |
4.250 |
4,944.25 |
|
|
Fisher Pivots for day following 28-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
5,079.75 |
5,085.50 |
PP |
5,078.50 |
5,084.00 |
S1 |
5,077.25 |
5,082.50 |
|