| 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 |
2,034.1 |
2,044.2 |
10.1 |
0.5% |
2,027.7 |
| High |
2,053.2 |
2,046.8 |
-6.4 |
-0.3% |
2,053.2 |
| Low |
2,025.4 |
2,034.1 |
8.7 |
0.4% |
2,023.9 |
| Close |
2,049.4 |
2,038.9 |
-10.5 |
-0.5% |
2,049.4 |
| Range |
27.8 |
12.7 |
-15.1 |
-54.3% |
29.3 |
| ATR |
22.2 |
21.7 |
-0.5 |
-2.2% |
0.0 |
| Volume |
212,029 |
129,021 |
-83,008 |
-39.1% |
683,007 |
|
| Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,078.0 |
2,071.2 |
2,045.9 |
|
| R3 |
2,065.3 |
2,058.5 |
2,042.4 |
|
| R2 |
2,052.6 |
2,052.6 |
2,041.2 |
|
| R1 |
2,045.8 |
2,045.8 |
2,040.1 |
2,042.9 |
| PP |
2,039.9 |
2,039.9 |
2,039.9 |
2,038.5 |
| S1 |
2,033.1 |
2,033.1 |
2,037.7 |
2,030.2 |
| S2 |
2,027.2 |
2,027.2 |
2,036.6 |
|
| S3 |
2,014.5 |
2,020.4 |
2,035.4 |
|
| S4 |
2,001.8 |
2,007.7 |
2,031.9 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.1 |
2,119.0 |
2,065.5 |
|
| R3 |
2,100.8 |
2,089.7 |
2,057.5 |
|
| R2 |
2,071.5 |
2,071.5 |
2,054.8 |
|
| R1 |
2,060.4 |
2,060.4 |
2,052.1 |
2,066.0 |
| PP |
2,042.2 |
2,042.2 |
2,042.2 |
2,044.9 |
| S1 |
2,031.1 |
2,031.1 |
2,046.7 |
2,036.7 |
| S2 |
2,012.9 |
2,012.9 |
2,044.0 |
|
| S3 |
1,983.6 |
2,001.8 |
2,041.3 |
|
| S4 |
1,954.3 |
1,972.5 |
2,033.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,053.2 |
2,023.9 |
29.3 |
1.4% |
17.6 |
0.9% |
51% |
False |
False |
162,405 |
| 10 |
2,053.2 |
1,996.4 |
56.8 |
2.8% |
20.0 |
1.0% |
75% |
False |
False |
170,583 |
| 20 |
2,083.2 |
1,996.4 |
86.8 |
4.3% |
21.5 |
1.1% |
49% |
False |
False |
174,955 |
| 40 |
2,118.0 |
1,996.4 |
121.6 |
6.0% |
23.0 |
1.1% |
35% |
False |
False |
108,022 |
| 60 |
2,171.5 |
1,996.4 |
175.1 |
8.6% |
25.2 |
1.2% |
24% |
False |
False |
74,616 |
| 80 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
24.4 |
1.2% |
32% |
False |
False |
56,959 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
24.1 |
1.2% |
57% |
False |
False |
46,084 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
22.7 |
1.1% |
57% |
False |
False |
38,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,100.8 |
|
2.618 |
2,080.0 |
|
1.618 |
2,067.3 |
|
1.000 |
2,059.5 |
|
0.618 |
2,054.6 |
|
HIGH |
2,046.8 |
|
0.618 |
2,041.9 |
|
0.500 |
2,040.5 |
|
0.382 |
2,039.0 |
|
LOW |
2,034.1 |
|
0.618 |
2,026.3 |
|
1.000 |
2,021.4 |
|
1.618 |
2,013.6 |
|
2.618 |
2,000.9 |
|
4.250 |
1,980.1 |
|
|
| Fisher Pivots for day following 26-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,040.5 |
2,039.3 |
| PP |
2,039.9 |
2,039.2 |
| S1 |
2,039.4 |
2,039.0 |
|