| 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 |
2,054.2 |
2,064.0 |
9.8 |
0.5% |
2,049.8 |
| High |
2,073.0 |
2,066.5 |
-6.5 |
-0.3% |
2,073.0 |
| Low |
2,045.4 |
2,054.1 |
8.7 |
0.4% |
2,044.2 |
| Close |
2,069.3 |
2,058.8 |
-10.5 |
-0.5% |
2,069.3 |
| Range |
27.6 |
12.4 |
-15.2 |
-55.1% |
28.8 |
| ATR |
21.8 |
21.3 |
-0.5 |
-2.2% |
0.0 |
| Volume |
7,464 |
4,573 |
-2,891 |
-38.7% |
24,942 |
|
| Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,097.0 |
2,090.3 |
2,065.6 |
|
| R3 |
2,084.6 |
2,077.9 |
2,062.2 |
|
| R2 |
2,072.2 |
2,072.2 |
2,061.1 |
|
| R1 |
2,065.5 |
2,065.5 |
2,059.9 |
2,062.7 |
| PP |
2,059.8 |
2,059.8 |
2,059.8 |
2,058.4 |
| S1 |
2,053.1 |
2,053.1 |
2,057.7 |
2,050.3 |
| S2 |
2,047.4 |
2,047.4 |
2,056.5 |
|
| S3 |
2,035.0 |
2,040.7 |
2,055.4 |
|
| S4 |
2,022.6 |
2,028.3 |
2,052.0 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.6 |
2,137.7 |
2,085.1 |
|
| R3 |
2,119.8 |
2,108.9 |
2,077.2 |
|
| R2 |
2,091.0 |
2,091.0 |
2,074.6 |
|
| R1 |
2,080.1 |
2,080.1 |
2,071.9 |
2,085.6 |
| PP |
2,062.2 |
2,062.2 |
2,062.2 |
2,064.9 |
| S1 |
2,051.3 |
2,051.3 |
2,066.7 |
2,056.8 |
| S2 |
2,033.4 |
2,033.4 |
2,064.0 |
|
| S3 |
2,004.6 |
2,022.5 |
2,061.4 |
|
| S4 |
1,975.8 |
1,993.7 |
2,053.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,073.0 |
2,044.2 |
28.8 |
1.4% |
17.2 |
0.8% |
51% |
False |
False |
5,903 |
| 10 |
2,073.0 |
2,016.3 |
56.7 |
2.8% |
19.7 |
1.0% |
75% |
False |
False |
6,376 |
| 20 |
2,102.5 |
2,016.3 |
86.2 |
4.2% |
21.0 |
1.0% |
49% |
False |
False |
6,773 |
| 40 |
2,137.5 |
2,016.3 |
121.2 |
5.9% |
22.4 |
1.1% |
35% |
False |
False |
5,242 |
| 60 |
2,191.2 |
2,016.3 |
174.9 |
8.5% |
24.4 |
1.2% |
24% |
False |
False |
4,500 |
| 80 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
23.7 |
1.2% |
33% |
False |
False |
4,083 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
23.6 |
1.1% |
58% |
False |
False |
3,603 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
22.2 |
1.1% |
58% |
False |
False |
3,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,119.2 |
|
2.618 |
2,099.0 |
|
1.618 |
2,086.6 |
|
1.000 |
2,078.9 |
|
0.618 |
2,074.2 |
|
HIGH |
2,066.5 |
|
0.618 |
2,061.8 |
|
0.500 |
2,060.3 |
|
0.382 |
2,058.8 |
|
LOW |
2,054.1 |
|
0.618 |
2,046.4 |
|
1.000 |
2,041.7 |
|
1.618 |
2,034.0 |
|
2.618 |
2,021.6 |
|
4.250 |
2,001.4 |
|
|
| Fisher Pivots for day following 26-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.3 |
2,059.2 |
| PP |
2,059.8 |
2,059.1 |
| S1 |
2,059.3 |
2,058.9 |
|