| 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 |
2,059.1 |
2,041.0 |
-18.1 |
-0.9% |
2,037.5 |
| High |
2,059.9 |
2,083.4 |
23.5 |
1.1% |
2,044.8 |
| Low |
2,038.2 |
2,037.2 |
-1.0 |
0.0% |
1,985.0 |
| Close |
2,043.4 |
2,057.3 |
13.9 |
0.7% |
2,020.5 |
| Range |
21.7 |
46.2 |
24.5 |
112.9% |
59.8 |
| ATR |
38.5 |
39.1 |
0.5 |
1.4% |
0.0 |
| Volume |
153,413 |
247,225 |
93,812 |
61.1% |
799,375 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,197.9 |
2,173.8 |
2,082.7 |
|
| R3 |
2,151.7 |
2,127.6 |
2,070.0 |
|
| R2 |
2,105.5 |
2,105.5 |
2,065.8 |
|
| R1 |
2,081.4 |
2,081.4 |
2,061.5 |
2,093.5 |
| PP |
2,059.3 |
2,059.3 |
2,059.3 |
2,065.3 |
| S1 |
2,035.2 |
2,035.2 |
2,053.1 |
2,047.3 |
| S2 |
2,013.1 |
2,013.1 |
2,048.8 |
|
| S3 |
1,966.9 |
1,989.0 |
2,044.6 |
|
| S4 |
1,920.7 |
1,942.8 |
2,031.9 |
|
|
| 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 |
2,083.4 |
2,003.6 |
79.8 |
3.9% |
31.8 |
1.5% |
67% |
True |
False |
178,947 |
| 10 |
2,083.4 |
1,985.0 |
98.4 |
4.8% |
34.5 |
1.7% |
73% |
True |
False |
206,182 |
| 20 |
2,083.4 |
1,925.4 |
158.0 |
7.7% |
40.4 |
2.0% |
83% |
True |
False |
224,445 |
| 40 |
2,083.4 |
1,904.8 |
178.6 |
8.7% |
40.8 |
2.0% |
85% |
True |
False |
221,870 |
| 60 |
2,097.0 |
1,865.5 |
231.5 |
11.3% |
40.3 |
2.0% |
83% |
False |
False |
217,662 |
| 80 |
2,097.0 |
1,705.7 |
391.3 |
19.0% |
39.0 |
1.9% |
90% |
False |
False |
163,380 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
21.4% |
38.1 |
1.9% |
91% |
False |
False |
130,736 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
21.4% |
35.9 |
1.7% |
91% |
False |
False |
108,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,279.8 |
|
2.618 |
2,204.4 |
|
1.618 |
2,158.2 |
|
1.000 |
2,129.6 |
|
0.618 |
2,112.0 |
|
HIGH |
2,083.4 |
|
0.618 |
2,065.8 |
|
0.500 |
2,060.3 |
|
0.382 |
2,054.8 |
|
LOW |
2,037.2 |
|
0.618 |
2,008.6 |
|
1.000 |
1,991.0 |
|
1.618 |
1,962.4 |
|
2.618 |
1,916.2 |
|
4.250 |
1,840.9 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.3 |
2,056.6 |
| PP |
2,059.3 |
2,055.9 |
| S1 |
2,058.3 |
2,055.3 |
|