| 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 |
17,458.0 |
17,446.0 |
-12.0 |
-0.1% |
17,114.0 |
| High |
17,502.0 |
17,627.0 |
125.0 |
0.7% |
17,487.0 |
| Low |
17,412.0 |
17,420.0 |
8.0 |
0.0% |
17,069.0 |
| Close |
17,470.0 |
17,601.0 |
131.0 |
0.7% |
17,460.0 |
| Range |
90.0 |
207.0 |
117.0 |
130.0% |
418.0 |
| ATR |
157.2 |
160.7 |
3.6 |
2.3% |
0.0 |
| Volume |
32,097 |
45,304 |
13,207 |
41.1% |
197,127 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,170.3 |
18,092.7 |
17,714.9 |
|
| R3 |
17,963.3 |
17,885.7 |
17,657.9 |
|
| R2 |
17,756.3 |
17,756.3 |
17,639.0 |
|
| R1 |
17,678.7 |
17,678.7 |
17,620.0 |
17,717.5 |
| PP |
17,549.3 |
17,549.3 |
17,549.3 |
17,568.8 |
| S1 |
17,471.7 |
17,471.7 |
17,582.0 |
17,510.5 |
| S2 |
17,342.3 |
17,342.3 |
17,563.1 |
|
| S3 |
17,135.3 |
17,264.7 |
17,544.1 |
|
| S4 |
16,928.3 |
17,057.7 |
17,487.2 |
|
|
| 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 |
17,627.0 |
17,105.0 |
522.0 |
3.0% |
150.8 |
0.9% |
95% |
True |
False |
47,505 |
| 10 |
17,627.0 |
16,847.0 |
780.0 |
4.4% |
150.0 |
0.9% |
97% |
True |
False |
47,890 |
| 20 |
17,627.0 |
16,847.0 |
780.0 |
4.4% |
143.4 |
0.8% |
97% |
True |
False |
49,116 |
| 40 |
17,627.0 |
16,464.0 |
1,163.0 |
6.6% |
164.0 |
0.9% |
98% |
True |
False |
51,145 |
| 60 |
17,627.0 |
16,205.0 |
1,422.0 |
8.1% |
157.4 |
0.9% |
98% |
True |
False |
43,559 |
| 80 |
17,627.0 |
15,005.0 |
2,622.0 |
14.9% |
142.1 |
0.8% |
99% |
True |
False |
32,677 |
| 100 |
17,627.0 |
14,836.0 |
2,791.0 |
15.9% |
134.8 |
0.8% |
99% |
True |
False |
26,148 |
| 120 |
17,627.0 |
14,836.0 |
2,791.0 |
15.9% |
124.4 |
0.7% |
99% |
True |
False |
21,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,506.8 |
|
2.618 |
18,168.9 |
|
1.618 |
17,961.9 |
|
1.000 |
17,834.0 |
|
0.618 |
17,754.9 |
|
HIGH |
17,627.0 |
|
0.618 |
17,547.9 |
|
0.500 |
17,523.5 |
|
0.382 |
17,499.1 |
|
LOW |
17,420.0 |
|
0.618 |
17,292.1 |
|
1.000 |
17,213.0 |
|
1.618 |
17,085.1 |
|
2.618 |
16,878.1 |
|
4.250 |
16,540.3 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,575.2 |
17,571.7 |
| PP |
17,549.3 |
17,542.3 |
| S1 |
17,523.5 |
17,513.0 |
|