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 |
7,681.0 |
7,659.0 |
-22.0 |
-0.3% |
7,680.0 |
High |
7,692.5 |
7,680.5 |
-12.0 |
-0.2% |
7,722.0 |
Low |
7,657.0 |
7,649.5 |
-7.5 |
-0.1% |
7,610.0 |
Close |
7,667.5 |
7,666.5 |
-1.0 |
0.0% |
7,692.0 |
Range |
35.5 |
31.0 |
-4.5 |
-12.7% |
112.0 |
ATR |
70.1 |
67.3 |
-2.8 |
-4.0% |
0.0 |
Volume |
61,714 |
61,127 |
-587 |
-1.0% |
441,601 |
|
Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,758.5 |
7,743.5 |
7,683.5 |
|
R3 |
7,727.5 |
7,712.5 |
7,675.0 |
|
R2 |
7,696.5 |
7,696.5 |
7,672.0 |
|
R1 |
7,681.5 |
7,681.5 |
7,669.5 |
7,689.0 |
PP |
7,665.5 |
7,665.5 |
7,665.5 |
7,669.0 |
S1 |
7,650.5 |
7,650.5 |
7,663.5 |
7,658.0 |
S2 |
7,634.5 |
7,634.5 |
7,661.0 |
|
S3 |
7,603.5 |
7,619.5 |
7,658.0 |
|
S4 |
7,572.5 |
7,588.5 |
7,649.5 |
|
|
Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,010.5 |
7,963.5 |
7,753.5 |
|
R3 |
7,898.5 |
7,851.5 |
7,723.0 |
|
R2 |
7,786.5 |
7,786.5 |
7,712.5 |
|
R1 |
7,739.5 |
7,739.5 |
7,702.5 |
7,763.0 |
PP |
7,674.5 |
7,674.5 |
7,674.5 |
7,686.5 |
S1 |
7,627.5 |
7,627.5 |
7,681.5 |
7,651.0 |
S2 |
7,562.5 |
7,562.5 |
7,671.5 |
|
S3 |
7,450.5 |
7,515.5 |
7,661.0 |
|
S4 |
7,338.5 |
7,403.5 |
7,630.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,699.5 |
7,610.0 |
89.5 |
1.2% |
50.0 |
0.7% |
63% |
False |
False |
83,553 |
10 |
7,722.0 |
7,447.5 |
274.5 |
3.6% |
63.0 |
0.8% |
80% |
False |
False |
89,726 |
20 |
7,722.0 |
7,431.5 |
290.5 |
3.8% |
69.5 |
0.9% |
81% |
False |
False |
89,144 |
40 |
7,759.0 |
7,397.5 |
361.5 |
4.7% |
69.5 |
0.9% |
74% |
False |
False |
87,455 |
60 |
7,795.0 |
7,397.5 |
397.5 |
5.2% |
68.5 |
0.9% |
68% |
False |
False |
88,239 |
80 |
7,795.0 |
7,355.0 |
440.0 |
5.7% |
59.0 |
0.8% |
71% |
False |
False |
67,528 |
100 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
53.0 |
0.7% |
73% |
False |
False |
54,024 |
120 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
46.0 |
0.6% |
68% |
False |
False |
45,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,812.0 |
2.618 |
7,761.5 |
1.618 |
7,730.5 |
1.000 |
7,711.5 |
0.618 |
7,699.5 |
HIGH |
7,680.5 |
0.618 |
7,668.5 |
0.500 |
7,665.0 |
0.382 |
7,661.5 |
LOW |
7,649.5 |
0.618 |
7,630.5 |
1.000 |
7,618.5 |
1.618 |
7,599.5 |
2.618 |
7,568.5 |
4.250 |
7,518.0 |
|
|
Fisher Pivots for day following 27-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
7,666.0 |
7,674.5 |
PP |
7,665.5 |
7,672.0 |
S1 |
7,665.0 |
7,669.0 |
|