| 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 |
2,013.7 |
2,018.0 |
4.3 |
0.2% |
2,037.5 |
| High |
2,031.9 |
2,036.7 |
4.8 |
0.2% |
2,044.8 |
| Low |
2,003.6 |
2,009.3 |
5.7 |
0.3% |
1,985.0 |
| Close |
2,020.5 |
2,032.2 |
11.7 |
0.6% |
2,020.5 |
| Range |
28.3 |
27.4 |
-0.9 |
-3.2% |
59.8 |
| ATR |
41.2 |
40.2 |
-1.0 |
-2.4% |
0.0 |
| Volume |
178,823 |
148,525 |
-30,298 |
-16.9% |
799,375 |
|
| Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,108.3 |
2,097.6 |
2,047.3 |
|
| R3 |
2,080.9 |
2,070.2 |
2,039.7 |
|
| R2 |
2,053.5 |
2,053.5 |
2,037.2 |
|
| R1 |
2,042.8 |
2,042.8 |
2,034.7 |
2,048.2 |
| PP |
2,026.1 |
2,026.1 |
2,026.1 |
2,028.7 |
| S1 |
2,015.4 |
2,015.4 |
2,029.7 |
2,020.8 |
| S2 |
1,998.7 |
1,998.7 |
2,027.2 |
|
| S3 |
1,971.3 |
1,988.0 |
2,024.7 |
|
| S4 |
1,943.9 |
1,960.6 |
2,017.1 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,196.2 |
2,168.1 |
2,053.4 |
|
| R3 |
2,136.4 |
2,108.3 |
2,036.9 |
|
| R2 |
2,076.6 |
2,076.6 |
2,031.5 |
|
| R1 |
2,048.5 |
2,048.5 |
2,026.0 |
2,032.7 |
| PP |
2,016.8 |
2,016.8 |
2,016.8 |
2,008.8 |
| S1 |
1,988.7 |
1,988.7 |
2,015.0 |
1,972.9 |
| S2 |
1,957.0 |
1,957.0 |
2,009.5 |
|
| S3 |
1,897.2 |
1,928.9 |
2,004.1 |
|
| S4 |
1,837.4 |
1,869.1 |
1,987.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,044.8 |
1,985.0 |
59.8 |
2.9% |
30.0 |
1.5% |
79% |
False |
False |
189,580 |
| 10 |
2,071.2 |
1,953.7 |
117.5 |
5.8% |
44.3 |
2.2% |
67% |
False |
False |
242,484 |
| 20 |
2,071.2 |
1,925.4 |
145.8 |
7.2% |
42.1 |
2.1% |
73% |
False |
False |
227,979 |
| 40 |
2,096.2 |
1,904.8 |
191.4 |
9.4% |
40.9 |
2.0% |
67% |
False |
False |
223,146 |
| 60 |
2,097.0 |
1,816.4 |
280.6 |
13.8% |
40.7 |
2.0% |
77% |
False |
False |
208,300 |
| 80 |
2,097.0 |
1,661.9 |
435.1 |
21.4% |
38.9 |
1.9% |
85% |
False |
False |
156,295 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
21.7% |
37.9 |
1.9% |
85% |
False |
False |
125,070 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
21.7% |
35.5 |
1.7% |
85% |
False |
False |
104,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,153.2 |
|
2.618 |
2,108.4 |
|
1.618 |
2,081.0 |
|
1.000 |
2,064.1 |
|
0.618 |
2,053.6 |
|
HIGH |
2,036.7 |
|
0.618 |
2,026.2 |
|
0.500 |
2,023.0 |
|
0.382 |
2,019.8 |
|
LOW |
2,009.3 |
|
0.618 |
1,992.4 |
|
1.000 |
1,981.9 |
|
1.618 |
1,965.0 |
|
2.618 |
1,937.6 |
|
4.250 |
1,892.9 |
|
|
| Fisher Pivots for day following 26-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,029.1 |
2,027.4 |
| PP |
2,026.1 |
2,022.6 |
| S1 |
2,023.0 |
2,017.9 |
|