| 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 |
17,446.0 |
17,620.0 |
174.0 |
1.0% |
17,114.0 |
| High |
17,627.0 |
17,660.0 |
33.0 |
0.2% |
17,487.0 |
| Low |
17,420.0 |
17,591.0 |
171.0 |
1.0% |
17,069.0 |
| Close |
17,601.0 |
17,635.0 |
34.0 |
0.2% |
17,460.0 |
| Range |
207.0 |
69.0 |
-138.0 |
-66.7% |
418.0 |
| ATR |
160.7 |
154.2 |
-6.6 |
-4.1% |
0.0 |
| Volume |
45,304 |
38,073 |
-7,231 |
-16.0% |
197,127 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,835.7 |
17,804.3 |
17,673.0 |
|
| R3 |
17,766.7 |
17,735.3 |
17,654.0 |
|
| R2 |
17,697.7 |
17,697.7 |
17,647.7 |
|
| R1 |
17,666.3 |
17,666.3 |
17,641.3 |
17,682.0 |
| PP |
17,628.7 |
17,628.7 |
17,628.7 |
17,636.5 |
| S1 |
17,597.3 |
17,597.3 |
17,628.7 |
17,613.0 |
| S2 |
17,559.7 |
17,559.7 |
17,622.4 |
|
| S3 |
17,490.7 |
17,528.3 |
17,616.0 |
|
| S4 |
17,421.7 |
17,459.3 |
17,597.1 |
|
|
| 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 |
17,660.0 |
17,213.0 |
447.0 |
2.5% |
143.8 |
0.8% |
94% |
True |
False |
46,503 |
| 10 |
17,660.0 |
16,887.0 |
773.0 |
4.4% |
134.2 |
0.8% |
97% |
True |
False |
45,684 |
| 20 |
17,660.0 |
16,847.0 |
813.0 |
4.6% |
143.3 |
0.8% |
97% |
True |
False |
48,994 |
| 40 |
17,660.0 |
16,464.0 |
1,196.0 |
6.8% |
163.4 |
0.9% |
98% |
True |
False |
51,350 |
| 60 |
17,660.0 |
16,373.0 |
1,287.0 |
7.3% |
155.2 |
0.9% |
98% |
True |
False |
44,190 |
| 80 |
17,660.0 |
15,030.0 |
2,630.0 |
14.9% |
142.6 |
0.8% |
99% |
True |
False |
33,153 |
| 100 |
17,660.0 |
14,836.0 |
2,824.0 |
16.0% |
133.7 |
0.8% |
99% |
True |
False |
26,529 |
| 120 |
17,660.0 |
14,836.0 |
2,824.0 |
16.0% |
125.0 |
0.7% |
99% |
True |
False |
22,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,953.3 |
|
2.618 |
17,840.6 |
|
1.618 |
17,771.6 |
|
1.000 |
17,729.0 |
|
0.618 |
17,702.6 |
|
HIGH |
17,660.0 |
|
0.618 |
17,633.6 |
|
0.500 |
17,625.5 |
|
0.382 |
17,617.4 |
|
LOW |
17,591.0 |
|
0.618 |
17,548.4 |
|
1.000 |
17,522.0 |
|
1.618 |
17,479.4 |
|
2.618 |
17,410.4 |
|
4.250 |
17,297.8 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,631.8 |
17,602.0 |
| PP |
17,628.7 |
17,569.0 |
| S1 |
17,625.5 |
17,536.0 |
|