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 |
5,090.75 |
5,072.00 |
-18.75 |
-0.4% |
5,016.50 |
High |
5,091.25 |
5,114.50 |
23.25 |
0.5% |
5,123.50 |
Low |
5,063.25 |
5,060.00 |
-3.25 |
-0.1% |
4,959.00 |
Close |
5,081.00 |
5,103.75 |
22.75 |
0.4% |
5,101.50 |
Range |
28.00 |
54.50 |
26.50 |
94.6% |
164.50 |
ATR |
48.35 |
48.79 |
0.44 |
0.9% |
0.00 |
Volume |
1,201,011 |
1,790,702 |
589,691 |
49.1% |
6,174,433 |
|
Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,256.25 |
5,234.50 |
5,133.75 |
|
R3 |
5,201.75 |
5,180.00 |
5,118.75 |
|
R2 |
5,147.25 |
5,147.25 |
5,113.75 |
|
R1 |
5,125.50 |
5,125.50 |
5,108.75 |
5,136.50 |
PP |
5,092.75 |
5,092.75 |
5,092.75 |
5,098.25 |
S1 |
5,071.00 |
5,071.00 |
5,098.75 |
5,082.00 |
S2 |
5,038.25 |
5,038.25 |
5,093.75 |
|
S3 |
4,983.75 |
5,016.50 |
5,088.75 |
|
S4 |
4,929.25 |
4,962.00 |
5,073.75 |
|
|
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 |
5,060.00 |
63.50 |
1.2% |
34.25 |
0.7% |
69% |
False |
True |
1,290,652 |
10 |
5,123.50 |
4,959.00 |
164.50 |
3.2% |
47.50 |
0.9% |
88% |
False |
False |
1,417,713 |
20 |
5,123.50 |
4,872.50 |
251.00 |
4.9% |
50.00 |
1.0% |
92% |
False |
False |
1,458,737 |
40 |
5,123.50 |
4,702.00 |
421.50 |
8.3% |
49.00 |
1.0% |
95% |
False |
False |
1,508,195 |
60 |
5,123.50 |
4,599.00 |
524.50 |
10.3% |
46.75 |
0.9% |
96% |
False |
False |
1,413,946 |
80 |
5,123.50 |
4,373.25 |
750.25 |
14.7% |
45.25 |
0.9% |
97% |
False |
False |
1,062,129 |
100 |
5,123.50 |
4,167.50 |
956.00 |
18.7% |
49.25 |
1.0% |
98% |
False |
False |
850,560 |
120 |
5,123.50 |
4,167.50 |
956.00 |
18.7% |
50.00 |
1.0% |
98% |
False |
False |
709,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,346.00 |
2.618 |
5,257.25 |
1.618 |
5,202.75 |
1.000 |
5,169.00 |
0.618 |
5,148.25 |
HIGH |
5,114.50 |
0.618 |
5,093.75 |
0.500 |
5,087.25 |
0.382 |
5,080.75 |
LOW |
5,060.00 |
0.618 |
5,026.25 |
1.000 |
5,005.50 |
1.618 |
4,971.75 |
2.618 |
4,917.25 |
4.250 |
4,828.50 |
|
|
Fisher Pivots for day following 29-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
5,098.25 |
5,098.25 |
PP |
5,092.75 |
5,092.75 |
S1 |
5,087.25 |
5,087.25 |
|