| 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 |
2,031.0 |
2,059.1 |
28.1 |
1.4% |
2,037.5 |
| High |
2,062.4 |
2,059.9 |
-2.5 |
-0.1% |
2,044.8 |
| Low |
2,027.1 |
2,038.2 |
11.1 |
0.5% |
1,985.0 |
| Close |
2,059.9 |
2,043.4 |
-16.5 |
-0.8% |
2,020.5 |
| Range |
35.3 |
21.7 |
-13.6 |
-38.5% |
59.8 |
| ATR |
39.8 |
38.5 |
-1.3 |
-3.3% |
0.0 |
| Volume |
166,749 |
153,413 |
-13,336 |
-8.0% |
799,375 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,112.3 |
2,099.5 |
2,055.3 |
|
| R3 |
2,090.6 |
2,077.8 |
2,049.4 |
|
| R2 |
2,068.9 |
2,068.9 |
2,047.4 |
|
| R1 |
2,056.1 |
2,056.1 |
2,045.4 |
2,051.7 |
| PP |
2,047.2 |
2,047.2 |
2,047.2 |
2,044.9 |
| S1 |
2,034.4 |
2,034.4 |
2,041.4 |
2,030.0 |
| S2 |
2,025.5 |
2,025.5 |
2,039.4 |
|
| S3 |
2,003.8 |
2,012.7 |
2,037.4 |
|
| S4 |
1,982.1 |
1,991.0 |
2,031.5 |
|
|
| 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 |
1,999.0 |
63.4 |
3.1% |
27.1 |
1.3% |
70% |
False |
False |
178,419 |
| 10 |
2,071.2 |
1,970.4 |
100.8 |
4.9% |
35.1 |
1.7% |
72% |
False |
False |
207,426 |
| 20 |
2,071.2 |
1,925.4 |
145.8 |
7.1% |
41.4 |
2.0% |
81% |
False |
False |
227,823 |
| 40 |
2,071.2 |
1,904.8 |
166.4 |
8.1% |
40.7 |
2.0% |
83% |
False |
False |
222,175 |
| 60 |
2,097.0 |
1,816.4 |
280.6 |
13.7% |
40.7 |
2.0% |
81% |
False |
False |
213,595 |
| 80 |
2,097.0 |
1,696.5 |
400.5 |
19.6% |
38.9 |
1.9% |
87% |
False |
False |
160,292 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
21.6% |
37.8 |
1.9% |
88% |
False |
False |
128,266 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
21.6% |
35.5 |
1.7% |
88% |
False |
False |
106,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,152.1 |
|
2.618 |
2,116.7 |
|
1.618 |
2,095.0 |
|
1.000 |
2,081.6 |
|
0.618 |
2,073.3 |
|
HIGH |
2,059.9 |
|
0.618 |
2,051.6 |
|
0.500 |
2,049.1 |
|
0.382 |
2,046.5 |
|
LOW |
2,038.2 |
|
0.618 |
2,024.8 |
|
1.000 |
2,016.5 |
|
1.618 |
2,003.1 |
|
2.618 |
1,981.4 |
|
4.250 |
1,946.0 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,049.1 |
2,040.9 |
| PP |
2,047.2 |
2,038.4 |
| S1 |
2,045.3 |
2,035.9 |
|