| 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 |
2,064.0 |
2,060.7 |
-3.3 |
-0.2% |
2,049.8 |
| High |
2,066.5 |
2,068.8 |
2.3 |
0.1% |
2,073.0 |
| Low |
2,054.1 |
2,058.4 |
4.3 |
0.2% |
2,044.2 |
| Close |
2,058.8 |
2,064.1 |
5.3 |
0.3% |
2,069.3 |
| Range |
12.4 |
10.4 |
-2.0 |
-16.1% |
28.8 |
| ATR |
21.3 |
20.5 |
-0.8 |
-3.7% |
0.0 |
| Volume |
4,573 |
6,028 |
1,455 |
31.8% |
24,942 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,095.0 |
2,089.9 |
2,069.8 |
|
| R3 |
2,084.6 |
2,079.5 |
2,067.0 |
|
| R2 |
2,074.2 |
2,074.2 |
2,066.0 |
|
| R1 |
2,069.1 |
2,069.1 |
2,065.1 |
2,071.7 |
| PP |
2,063.8 |
2,063.8 |
2,063.8 |
2,065.0 |
| S1 |
2,058.7 |
2,058.7 |
2,063.1 |
2,061.3 |
| S2 |
2,053.4 |
2,053.4 |
2,062.2 |
|
| S3 |
2,043.0 |
2,048.3 |
2,061.2 |
|
| S4 |
2,032.6 |
2,037.9 |
2,058.4 |
|
|
| 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 |
2,045.4 |
27.6 |
1.3% |
15.7 |
0.8% |
68% |
False |
False |
5,481 |
| 10 |
2,073.0 |
2,016.3 |
56.7 |
2.7% |
19.1 |
0.9% |
84% |
False |
False |
6,513 |
| 20 |
2,102.5 |
2,016.3 |
86.2 |
4.2% |
20.6 |
1.0% |
55% |
False |
False |
6,803 |
| 40 |
2,127.5 |
2,016.3 |
111.2 |
5.4% |
22.1 |
1.1% |
43% |
False |
False |
5,312 |
| 60 |
2,191.2 |
2,016.3 |
174.9 |
8.5% |
24.4 |
1.2% |
27% |
False |
False |
4,557 |
| 80 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
23.5 |
1.1% |
35% |
False |
False |
4,129 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
23.5 |
1.1% |
59% |
False |
False |
3,651 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
22.1 |
1.1% |
59% |
False |
False |
3,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,113.0 |
|
2.618 |
2,096.0 |
|
1.618 |
2,085.6 |
|
1.000 |
2,079.2 |
|
0.618 |
2,075.2 |
|
HIGH |
2,068.8 |
|
0.618 |
2,064.8 |
|
0.500 |
2,063.6 |
|
0.382 |
2,062.4 |
|
LOW |
2,058.4 |
|
0.618 |
2,052.0 |
|
1.000 |
2,048.0 |
|
1.618 |
2,041.6 |
|
2.618 |
2,031.2 |
|
4.250 |
2,014.2 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,063.9 |
2,062.5 |
| PP |
2,063.8 |
2,060.8 |
| S1 |
2,063.6 |
2,059.2 |
|