| 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 |
2,044.2 |
2,041.2 |
-3.0 |
-0.1% |
2,027.7 |
| High |
2,046.8 |
2,049.1 |
2.3 |
0.1% |
2,053.2 |
| Low |
2,034.1 |
2,038.1 |
4.0 |
0.2% |
2,023.9 |
| Close |
2,038.9 |
2,044.1 |
5.2 |
0.3% |
2,049.4 |
| Range |
12.7 |
11.0 |
-1.7 |
-13.4% |
29.3 |
| ATR |
21.7 |
21.0 |
-0.8 |
-3.5% |
0.0 |
| Volume |
129,021 |
148,780 |
19,759 |
15.3% |
683,007 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,076.8 |
2,071.4 |
2,050.2 |
|
| R3 |
2,065.8 |
2,060.4 |
2,047.1 |
|
| R2 |
2,054.8 |
2,054.8 |
2,046.1 |
|
| R1 |
2,049.4 |
2,049.4 |
2,045.1 |
2,052.1 |
| PP |
2,043.8 |
2,043.8 |
2,043.8 |
2,045.1 |
| S1 |
2,038.4 |
2,038.4 |
2,043.1 |
2,041.1 |
| S2 |
2,032.8 |
2,032.8 |
2,042.1 |
|
| S3 |
2,021.8 |
2,027.4 |
2,041.1 |
|
| S4 |
2,010.8 |
2,016.4 |
2,038.1 |
|
|
| 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 |
2,025.4 |
27.8 |
1.4% |
16.1 |
0.8% |
67% |
False |
False |
151,675 |
| 10 |
2,053.2 |
1,996.4 |
56.8 |
2.8% |
19.5 |
1.0% |
84% |
False |
False |
173,859 |
| 20 |
2,083.2 |
1,996.4 |
86.8 |
4.2% |
21.1 |
1.0% |
55% |
False |
False |
173,192 |
| 40 |
2,107.7 |
1,996.4 |
111.3 |
5.4% |
22.7 |
1.1% |
43% |
False |
False |
111,539 |
| 60 |
2,171.5 |
1,996.4 |
175.1 |
8.6% |
25.1 |
1.2% |
27% |
False |
False |
76,992 |
| 80 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
24.1 |
1.2% |
35% |
False |
False |
58,785 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
24.0 |
1.2% |
59% |
False |
False |
47,551 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
22.6 |
1.1% |
59% |
False |
False |
39,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,095.9 |
|
2.618 |
2,077.9 |
|
1.618 |
2,066.9 |
|
1.000 |
2,060.1 |
|
0.618 |
2,055.9 |
|
HIGH |
2,049.1 |
|
0.618 |
2,044.9 |
|
0.500 |
2,043.6 |
|
0.382 |
2,042.3 |
|
LOW |
2,038.1 |
|
0.618 |
2,031.3 |
|
1.000 |
2,027.1 |
|
1.618 |
2,020.3 |
|
2.618 |
2,009.3 |
|
4.250 |
1,991.4 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,043.9 |
2,042.5 |
| PP |
2,043.8 |
2,040.9 |
| S1 |
2,043.6 |
2,039.3 |
|