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 |
17,961.50 |
17,951.00 |
-10.50 |
-0.1% |
17,729.25 |
High |
18,059.50 |
18,040.25 |
-19.25 |
-0.1% |
18,144.75 |
Low |
17,922.00 |
17,908.75 |
-13.25 |
-0.1% |
17,372.75 |
Close |
17,977.00 |
18,021.00 |
44.00 |
0.2% |
17,991.00 |
Range |
137.50 |
131.50 |
-6.00 |
-4.4% |
772.00 |
ATR |
266.64 |
256.99 |
-9.65 |
-3.6% |
0.00 |
Volume |
526,169 |
567,818 |
41,649 |
7.9% |
3,039,699 |
|
Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,384.50 |
18,334.25 |
18,093.25 |
|
R3 |
18,253.00 |
18,202.75 |
18,057.25 |
|
R2 |
18,121.50 |
18,121.50 |
18,045.00 |
|
R1 |
18,071.25 |
18,071.25 |
18,033.00 |
18,096.50 |
PP |
17,990.00 |
17,990.00 |
17,990.00 |
18,002.50 |
S1 |
17,939.75 |
17,939.75 |
18,009.00 |
17,965.00 |
S2 |
17,858.50 |
17,858.50 |
17,997.00 |
|
S3 |
17,727.00 |
17,808.25 |
17,984.75 |
|
S4 |
17,595.50 |
17,676.75 |
17,948.75 |
|
|
Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,152.25 |
19,843.50 |
18,415.50 |
|
R3 |
19,380.25 |
19,071.50 |
18,203.25 |
|
R2 |
18,608.25 |
18,608.25 |
18,132.50 |
|
R1 |
18,299.50 |
18,299.50 |
18,061.75 |
18,454.00 |
PP |
17,836.25 |
17,836.25 |
17,836.25 |
17,913.25 |
S1 |
17,527.50 |
17,527.50 |
17,920.25 |
17,682.00 |
S2 |
17,064.25 |
17,064.25 |
17,849.50 |
|
S3 |
16,292.25 |
16,755.50 |
17,778.75 |
|
S4 |
15,520.25 |
15,983.50 |
17,566.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,144.75 |
17,372.75 |
772.00 |
4.3% |
245.75 |
1.4% |
84% |
False |
False |
648,878 |
10 |
18,144.75 |
17,372.75 |
772.00 |
4.3% |
272.25 |
1.5% |
84% |
False |
False |
708,240 |
20 |
18,144.75 |
17,221.50 |
923.25 |
5.1% |
256.25 |
1.4% |
87% |
False |
False |
664,300 |
40 |
18,144.75 |
16,334.25 |
1,810.50 |
10.0% |
250.00 |
1.4% |
93% |
False |
False |
656,432 |
60 |
18,144.75 |
15,920.25 |
2,224.50 |
12.3% |
232.75 |
1.3% |
94% |
False |
False |
560,774 |
80 |
18,144.75 |
14,595.50 |
3,549.25 |
19.7% |
227.50 |
1.3% |
97% |
False |
False |
420,936 |
100 |
18,144.75 |
14,322.75 |
3,822.00 |
21.2% |
236.25 |
1.3% |
97% |
False |
False |
336,957 |
120 |
18,144.75 |
14,322.75 |
3,822.00 |
21.2% |
235.50 |
1.3% |
97% |
False |
False |
280,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,599.00 |
2.618 |
18,384.50 |
1.618 |
18,253.00 |
1.000 |
18,171.75 |
0.618 |
18,121.50 |
HIGH |
18,040.25 |
0.618 |
17,990.00 |
0.500 |
17,974.50 |
0.382 |
17,959.00 |
LOW |
17,908.75 |
0.618 |
17,827.50 |
1.000 |
17,777.25 |
1.618 |
17,696.00 |
2.618 |
17,564.50 |
4.250 |
17,350.00 |
|
|
Fisher Pivots for day following 27-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
18,005.50 |
18,026.75 |
PP |
17,990.00 |
18,024.75 |
S1 |
17,974.50 |
18,023.00 |
|