| 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 |
2,059.7 |
2,063.4 |
3.7 |
0.2% |
2,049.8 |
| High |
2,067.3 |
2,079.2 |
11.9 |
0.6% |
2,073.0 |
| Low |
2,053.6 |
2,056.1 |
2.5 |
0.1% |
2,044.2 |
| Close |
2,062.7 |
2,074.6 |
11.9 |
0.6% |
2,069.3 |
| Range |
13.7 |
23.1 |
9.4 |
68.6% |
28.8 |
| ATR |
20.0 |
20.3 |
0.2 |
1.1% |
0.0 |
| Volume |
4,890 |
9,725 |
4,835 |
98.9% |
24,942 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,139.3 |
2,130.0 |
2,087.3 |
|
| R3 |
2,116.2 |
2,106.9 |
2,081.0 |
|
| R2 |
2,093.1 |
2,093.1 |
2,078.8 |
|
| R1 |
2,083.8 |
2,083.8 |
2,076.7 |
2,088.5 |
| PP |
2,070.0 |
2,070.0 |
2,070.0 |
2,072.3 |
| S1 |
2,060.7 |
2,060.7 |
2,072.5 |
2,065.4 |
| S2 |
2,046.9 |
2,046.9 |
2,070.4 |
|
| S3 |
2,023.8 |
2,037.6 |
2,068.2 |
|
| S4 |
2,000.7 |
2,014.5 |
2,061.9 |
|
|
| 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 |
2,079.2 |
2,045.4 |
33.8 |
1.6% |
17.4 |
0.8% |
86% |
True |
False |
6,536 |
| 10 |
2,079.2 |
2,021.8 |
57.4 |
2.8% |
17.2 |
0.8% |
92% |
True |
False |
6,265 |
| 20 |
2,102.5 |
2,016.3 |
86.2 |
4.2% |
20.2 |
1.0% |
68% |
False |
False |
6,886 |
| 40 |
2,113.9 |
2,016.3 |
97.6 |
4.7% |
22.1 |
1.1% |
60% |
False |
False |
5,601 |
| 60 |
2,191.2 |
2,016.3 |
174.9 |
8.4% |
24.0 |
1.2% |
33% |
False |
False |
4,732 |
| 80 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
23.5 |
1.1% |
41% |
False |
False |
4,233 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
23.6 |
1.1% |
63% |
False |
False |
3,779 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
22.2 |
1.1% |
63% |
False |
False |
3,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,177.4 |
|
2.618 |
2,139.7 |
|
1.618 |
2,116.6 |
|
1.000 |
2,102.3 |
|
0.618 |
2,093.5 |
|
HIGH |
2,079.2 |
|
0.618 |
2,070.4 |
|
0.500 |
2,067.7 |
|
0.382 |
2,064.9 |
|
LOW |
2,056.1 |
|
0.618 |
2,041.8 |
|
1.000 |
2,033.0 |
|
1.618 |
2,018.7 |
|
2.618 |
1,995.6 |
|
4.250 |
1,957.9 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,072.3 |
2,071.9 |
| PP |
2,070.0 |
2,069.1 |
| S1 |
2,067.7 |
2,066.4 |
|