| 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 |
2,018.0 |
2,031.0 |
13.0 |
0.6% |
2,037.5 |
| High |
2,036.7 |
2,062.4 |
25.7 |
1.3% |
2,044.8 |
| Low |
2,009.3 |
2,027.1 |
17.8 |
0.9% |
1,985.0 |
| Close |
2,032.2 |
2,059.9 |
27.7 |
1.4% |
2,020.5 |
| Range |
27.4 |
35.3 |
7.9 |
28.8% |
59.8 |
| ATR |
40.2 |
39.8 |
-0.3 |
-0.9% |
0.0 |
| Volume |
148,525 |
166,749 |
18,224 |
12.3% |
799,375 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,155.7 |
2,143.1 |
2,079.3 |
|
| R3 |
2,120.4 |
2,107.8 |
2,069.6 |
|
| R2 |
2,085.1 |
2,085.1 |
2,066.4 |
|
| R1 |
2,072.5 |
2,072.5 |
2,063.1 |
2,078.8 |
| PP |
2,049.8 |
2,049.8 |
2,049.8 |
2,053.0 |
| S1 |
2,037.2 |
2,037.2 |
2,056.7 |
2,043.5 |
| S2 |
2,014.5 |
2,014.5 |
2,053.4 |
|
| S3 |
1,979.2 |
2,001.9 |
2,050.2 |
|
| S4 |
1,943.9 |
1,966.6 |
2,040.5 |
|
|
| 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 |
2,062.4 |
1,985.0 |
77.4 |
3.8% |
28.5 |
1.4% |
97% |
True |
False |
181,249 |
| 10 |
2,071.2 |
1,953.7 |
117.5 |
5.7% |
43.3 |
2.1% |
90% |
False |
False |
235,229 |
| 20 |
2,071.2 |
1,925.4 |
145.8 |
7.1% |
41.6 |
2.0% |
92% |
False |
False |
228,227 |
| 40 |
2,086.2 |
1,904.8 |
181.4 |
8.8% |
41.2 |
2.0% |
86% |
False |
False |
223,505 |
| 60 |
2,097.0 |
1,816.4 |
280.6 |
13.6% |
40.7 |
2.0% |
87% |
False |
False |
211,066 |
| 80 |
2,097.0 |
1,670.6 |
426.4 |
20.7% |
39.0 |
1.9% |
91% |
False |
False |
158,378 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
21.4% |
37.9 |
1.8% |
92% |
False |
False |
126,736 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
21.4% |
35.5 |
1.7% |
92% |
False |
False |
105,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,212.4 |
|
2.618 |
2,154.8 |
|
1.618 |
2,119.5 |
|
1.000 |
2,097.7 |
|
0.618 |
2,084.2 |
|
HIGH |
2,062.4 |
|
0.618 |
2,048.9 |
|
0.500 |
2,044.8 |
|
0.382 |
2,040.6 |
|
LOW |
2,027.1 |
|
0.618 |
2,005.3 |
|
1.000 |
1,991.8 |
|
1.618 |
1,970.0 |
|
2.618 |
1,934.7 |
|
4.250 |
1,877.1 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.9 |
2,050.9 |
| PP |
2,049.8 |
2,042.0 |
| S1 |
2,044.8 |
2,033.0 |
|