| 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 |
17,620.0 |
17,605.0 |
-15.0 |
-0.1% |
17,114.0 |
| High |
17,660.0 |
17,780.0 |
120.0 |
0.7% |
17,487.0 |
| Low |
17,591.0 |
17,605.0 |
14.0 |
0.1% |
17,069.0 |
| Close |
17,635.0 |
17,748.0 |
113.0 |
0.6% |
17,460.0 |
| Range |
69.0 |
175.0 |
106.0 |
153.6% |
418.0 |
| ATR |
154.2 |
155.7 |
1.5 |
1.0% |
0.0 |
| Volume |
38,073 |
57,096 |
19,023 |
50.0% |
197,127 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,236.0 |
18,167.0 |
17,844.3 |
|
| R3 |
18,061.0 |
17,992.0 |
17,796.1 |
|
| R2 |
17,886.0 |
17,886.0 |
17,780.1 |
|
| R1 |
17,817.0 |
17,817.0 |
17,764.0 |
17,851.5 |
| PP |
17,711.0 |
17,711.0 |
17,711.0 |
17,728.3 |
| S1 |
17,642.0 |
17,642.0 |
17,732.0 |
17,676.5 |
| S2 |
17,536.0 |
17,536.0 |
17,715.9 |
|
| S3 |
17,361.0 |
17,467.0 |
17,699.9 |
|
| S4 |
17,186.0 |
17,292.0 |
17,651.8 |
|
|
| 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 |
17,780.0 |
17,399.0 |
381.0 |
2.1% |
125.8 |
0.7% |
92% |
True |
False |
43,600 |
| 10 |
17,780.0 |
17,024.0 |
756.0 |
4.3% |
135.0 |
0.8% |
96% |
True |
False |
47,020 |
| 20 |
17,780.0 |
16,847.0 |
933.0 |
5.3% |
141.9 |
0.8% |
97% |
True |
False |
48,914 |
| 40 |
17,780.0 |
16,464.0 |
1,316.0 |
7.4% |
159.6 |
0.9% |
98% |
True |
False |
51,034 |
| 60 |
17,780.0 |
16,464.0 |
1,316.0 |
7.4% |
156.8 |
0.9% |
98% |
True |
False |
45,137 |
| 80 |
17,780.0 |
15,220.0 |
2,560.0 |
14.4% |
142.4 |
0.8% |
99% |
True |
False |
33,867 |
| 100 |
17,780.0 |
14,836.0 |
2,944.0 |
16.6% |
133.5 |
0.8% |
99% |
True |
False |
27,099 |
| 120 |
17,780.0 |
14,836.0 |
2,944.0 |
16.6% |
126.5 |
0.7% |
99% |
True |
False |
22,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,523.8 |
|
2.618 |
18,238.2 |
|
1.618 |
18,063.2 |
|
1.000 |
17,955.0 |
|
0.618 |
17,888.2 |
|
HIGH |
17,780.0 |
|
0.618 |
17,713.2 |
|
0.500 |
17,692.5 |
|
0.382 |
17,671.9 |
|
LOW |
17,605.0 |
|
0.618 |
17,496.9 |
|
1.000 |
17,430.0 |
|
1.618 |
17,321.9 |
|
2.618 |
17,146.9 |
|
4.250 |
16,861.3 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,729.5 |
17,698.7 |
| PP |
17,711.0 |
17,649.3 |
| S1 |
17,692.5 |
17,600.0 |
|