| 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 |
5,157.75 |
5,137.00 |
-20.75 |
-0.4% |
5,081.50 |
| High |
5,169.00 |
5,153.50 |
-15.50 |
-0.3% |
5,184.25 |
| Low |
5,137.50 |
5,128.25 |
-9.25 |
-0.2% |
5,017.75 |
| Close |
5,141.25 |
5,151.00 |
9.75 |
0.2% |
5,162.50 |
| Range |
31.50 |
25.25 |
-6.25 |
-19.8% |
166.50 |
| ATR |
51.66 |
49.78 |
-1.89 |
-3.7% |
0.00 |
| Volume |
6,780 |
8,018 |
1,238 |
18.3% |
27,357 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,220.00 |
5,210.75 |
5,165.00 |
|
| R3 |
5,194.75 |
5,185.50 |
5,158.00 |
|
| R2 |
5,169.50 |
5,169.50 |
5,155.75 |
|
| R1 |
5,160.25 |
5,160.25 |
5,153.25 |
5,165.00 |
| PP |
5,144.25 |
5,144.25 |
5,144.25 |
5,146.50 |
| S1 |
5,135.00 |
5,135.00 |
5,148.75 |
5,139.50 |
| S2 |
5,119.00 |
5,119.00 |
5,146.25 |
|
| S3 |
5,093.75 |
5,109.75 |
5,144.00 |
|
| S4 |
5,068.50 |
5,084.50 |
5,137.00 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,621.00 |
5,558.25 |
5,254.00 |
|
| R3 |
5,454.50 |
5,391.75 |
5,208.25 |
|
| R2 |
5,288.00 |
5,288.00 |
5,193.00 |
|
| R1 |
5,225.25 |
5,225.25 |
5,177.75 |
5,256.50 |
| PP |
5,121.50 |
5,121.50 |
5,121.50 |
5,137.25 |
| S1 |
5,058.75 |
5,058.75 |
5,147.25 |
5,090.00 |
| S2 |
4,955.00 |
4,955.00 |
5,132.00 |
|
| S3 |
4,788.50 |
4,892.25 |
5,116.75 |
|
| S4 |
4,622.00 |
4,725.75 |
5,071.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,184.25 |
5,017.75 |
166.50 |
3.2% |
48.75 |
0.9% |
80% |
False |
False |
7,700 |
| 10 |
5,184.25 |
4,994.25 |
190.00 |
3.7% |
54.75 |
1.1% |
83% |
False |
False |
6,994 |
| 20 |
5,184.25 |
4,921.00 |
263.25 |
5.1% |
50.50 |
1.0% |
87% |
False |
False |
6,673 |
| 40 |
5,184.25 |
4,754.50 |
429.75 |
8.3% |
49.25 |
1.0% |
92% |
False |
False |
5,564 |
| 60 |
5,184.25 |
4,645.75 |
538.50 |
10.5% |
46.25 |
0.9% |
94% |
False |
False |
4,065 |
| 80 |
5,184.25 |
4,286.75 |
897.50 |
17.4% |
45.00 |
0.9% |
96% |
False |
False |
3,104 |
| 100 |
5,184.25 |
4,215.25 |
969.00 |
18.8% |
47.75 |
0.9% |
97% |
False |
False |
2,521 |
| 120 |
5,184.25 |
4,215.25 |
969.00 |
18.8% |
46.75 |
0.9% |
97% |
False |
False |
2,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,260.75 |
|
2.618 |
5,219.50 |
|
1.618 |
5,194.25 |
|
1.000 |
5,178.75 |
|
0.618 |
5,169.00 |
|
HIGH |
5,153.50 |
|
0.618 |
5,143.75 |
|
0.500 |
5,141.00 |
|
0.382 |
5,138.00 |
|
LOW |
5,128.25 |
|
0.618 |
5,112.75 |
|
1.000 |
5,103.00 |
|
1.618 |
5,087.50 |
|
2.618 |
5,062.25 |
|
4.250 |
5,021.00 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,147.50 |
5,156.25 |
| PP |
5,144.25 |
5,154.50 |
| S1 |
5,141.00 |
5,152.75 |
|