| 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 |
17,465.0 |
17,458.0 |
-7.0 |
0.0% |
17,114.0 |
| High |
17,487.0 |
17,502.0 |
15.0 |
0.1% |
17,487.0 |
| Low |
17,399.0 |
17,412.0 |
13.0 |
0.1% |
17,069.0 |
| Close |
17,460.0 |
17,470.0 |
10.0 |
0.1% |
17,460.0 |
| Range |
88.0 |
90.0 |
2.0 |
2.3% |
418.0 |
| ATR |
162.3 |
157.2 |
-5.2 |
-3.2% |
0.0 |
| Volume |
45,433 |
32,097 |
-13,336 |
-29.4% |
197,127 |
|
| Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,731.3 |
17,690.7 |
17,519.5 |
|
| R3 |
17,641.3 |
17,600.7 |
17,494.8 |
|
| R2 |
17,551.3 |
17,551.3 |
17,486.5 |
|
| R1 |
17,510.7 |
17,510.7 |
17,478.3 |
17,531.0 |
| PP |
17,461.3 |
17,461.3 |
17,461.3 |
17,471.5 |
| S1 |
17,420.7 |
17,420.7 |
17,461.8 |
17,441.0 |
| S2 |
17,371.3 |
17,371.3 |
17,453.5 |
|
| S3 |
17,281.3 |
17,330.7 |
17,445.3 |
|
| S4 |
17,191.3 |
17,240.7 |
17,420.5 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,592.7 |
18,444.3 |
17,689.9 |
|
| R3 |
18,174.7 |
18,026.3 |
17,575.0 |
|
| R2 |
17,756.7 |
17,756.7 |
17,536.6 |
|
| R1 |
17,608.3 |
17,608.3 |
17,498.3 |
17,682.5 |
| PP |
17,338.7 |
17,338.7 |
17,338.7 |
17,375.8 |
| S1 |
17,190.3 |
17,190.3 |
17,421.7 |
17,264.5 |
| S2 |
16,920.7 |
16,920.7 |
17,383.4 |
|
| S3 |
16,502.7 |
16,772.3 |
17,345.1 |
|
| S4 |
16,084.7 |
16,354.3 |
17,230.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,502.0 |
17,069.0 |
433.0 |
2.5% |
122.8 |
0.7% |
93% |
True |
False |
45,844 |
| 10 |
17,502.0 |
16,847.0 |
655.0 |
3.7% |
139.1 |
0.8% |
95% |
True |
False |
47,250 |
| 20 |
17,502.0 |
16,847.0 |
655.0 |
3.7% |
140.3 |
0.8% |
95% |
True |
False |
48,850 |
| 40 |
17,502.0 |
16,464.0 |
1,038.0 |
5.9% |
162.2 |
0.9% |
97% |
True |
False |
51,449 |
| 60 |
17,502.0 |
16,133.0 |
1,369.0 |
7.8% |
155.1 |
0.9% |
98% |
True |
False |
42,804 |
| 80 |
17,502.0 |
14,938.0 |
2,564.0 |
14.7% |
140.6 |
0.8% |
99% |
True |
False |
32,111 |
| 100 |
17,502.0 |
14,836.0 |
2,666.0 |
15.3% |
133.9 |
0.8% |
99% |
True |
False |
25,696 |
| 120 |
17,502.0 |
14,836.0 |
2,666.0 |
15.3% |
122.7 |
0.7% |
99% |
True |
False |
21,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,884.5 |
|
2.618 |
17,737.6 |
|
1.618 |
17,647.6 |
|
1.000 |
17,592.0 |
|
0.618 |
17,557.6 |
|
HIGH |
17,502.0 |
|
0.618 |
17,467.6 |
|
0.500 |
17,457.0 |
|
0.382 |
17,446.4 |
|
LOW |
17,412.0 |
|
0.618 |
17,356.4 |
|
1.000 |
17,322.0 |
|
1.618 |
17,266.4 |
|
2.618 |
17,176.4 |
|
4.250 |
17,029.5 |
|
|
| Fisher Pivots for day following 26-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,465.7 |
17,432.5 |
| PP |
17,461.3 |
17,395.0 |
| S1 |
17,457.0 |
17,357.5 |
|