| 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 |
2,039.7 |
2,043.8 |
4.1 |
0.2% |
2,027.7 |
| High |
2,047.4 |
2,059.4 |
12.0 |
0.6% |
2,053.2 |
| Low |
2,033.4 |
2,036.0 |
2.6 |
0.1% |
2,023.9 |
| Close |
2,042.7 |
2,054.7 |
12.0 |
0.6% |
2,049.4 |
| Range |
14.0 |
23.4 |
9.4 |
67.1% |
29.3 |
| ATR |
20.5 |
20.7 |
0.2 |
1.0% |
0.0 |
| Volume |
137,077 |
227,074 |
89,997 |
65.7% |
683,007 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,120.2 |
2,110.9 |
2,067.6 |
|
| R3 |
2,096.8 |
2,087.5 |
2,061.1 |
|
| R2 |
2,073.4 |
2,073.4 |
2,059.0 |
|
| R1 |
2,064.1 |
2,064.1 |
2,056.8 |
2,068.8 |
| PP |
2,050.0 |
2,050.0 |
2,050.0 |
2,052.4 |
| S1 |
2,040.7 |
2,040.7 |
2,052.6 |
2,045.4 |
| S2 |
2,026.6 |
2,026.6 |
2,050.4 |
|
| S3 |
2,003.2 |
2,017.3 |
2,048.3 |
|
| S4 |
1,979.8 |
1,993.9 |
2,041.8 |
|
|
| 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 |
2,059.4 |
2,025.4 |
34.0 |
1.7% |
17.8 |
0.9% |
86% |
True |
False |
170,796 |
| 10 |
2,059.4 |
2,001.8 |
57.6 |
2.8% |
17.6 |
0.9% |
92% |
True |
False |
169,156 |
| 20 |
2,083.2 |
1,996.4 |
86.8 |
4.2% |
20.6 |
1.0% |
67% |
False |
False |
168,752 |
| 40 |
2,094.2 |
1,996.4 |
97.8 |
4.8% |
22.6 |
1.1% |
60% |
False |
False |
120,148 |
| 60 |
2,171.5 |
1,996.4 |
175.1 |
8.5% |
24.8 |
1.2% |
33% |
False |
False |
82,842 |
| 80 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
24.1 |
1.2% |
41% |
False |
False |
63,258 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
24.1 |
1.2% |
62% |
False |
False |
51,141 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
22.7 |
1.1% |
62% |
False |
False |
42,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,158.9 |
|
2.618 |
2,120.7 |
|
1.618 |
2,097.3 |
|
1.000 |
2,082.8 |
|
0.618 |
2,073.9 |
|
HIGH |
2,059.4 |
|
0.618 |
2,050.5 |
|
0.500 |
2,047.7 |
|
0.382 |
2,044.9 |
|
LOW |
2,036.0 |
|
0.618 |
2,021.5 |
|
1.000 |
2,012.6 |
|
1.618 |
1,998.1 |
|
2.618 |
1,974.7 |
|
4.250 |
1,936.6 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,052.4 |
2,051.9 |
| PP |
2,050.0 |
2,049.2 |
| S1 |
2,047.7 |
2,046.4 |
|