Trading Metrics calculated at close of trading on 28-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2024 |
28-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
5,137.00 |
5,150.50 |
13.50 |
0.3% |
5,081.50 |
High |
5,153.50 |
5,152.25 |
-1.25 |
0.0% |
5,184.25 |
Low |
5,128.25 |
5,124.50 |
-3.75 |
-0.1% |
5,017.75 |
Close |
5,151.00 |
5,142.00 |
-9.00 |
-0.2% |
5,162.50 |
Range |
25.25 |
27.75 |
2.50 |
9.9% |
166.50 |
ATR |
49.78 |
48.20 |
-1.57 |
-3.2% |
0.00 |
Volume |
8,018 |
14,601 |
6,583 |
82.1% |
27,357 |
|
Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,222.75 |
5,210.25 |
5,157.25 |
|
R3 |
5,195.00 |
5,182.50 |
5,149.75 |
|
R2 |
5,167.25 |
5,167.25 |
5,147.00 |
|
R1 |
5,154.75 |
5,154.75 |
5,144.50 |
5,147.00 |
PP |
5,139.50 |
5,139.50 |
5,139.50 |
5,135.75 |
S1 |
5,127.00 |
5,127.00 |
5,139.50 |
5,119.50 |
S2 |
5,111.75 |
5,111.75 |
5,137.00 |
|
S3 |
5,084.00 |
5,099.25 |
5,134.25 |
|
S4 |
5,056.25 |
5,071.50 |
5,126.75 |
|
|
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 |
5,074.75 |
109.50 |
2.1% |
41.75 |
0.8% |
61% |
False |
False |
9,732 |
10 |
5,184.25 |
5,017.75 |
166.50 |
3.2% |
47.25 |
0.9% |
75% |
False |
False |
7,748 |
20 |
5,184.25 |
4,921.00 |
263.25 |
5.1% |
50.75 |
1.0% |
84% |
False |
False |
7,142 |
40 |
5,184.25 |
4,754.50 |
429.75 |
8.4% |
48.75 |
0.9% |
90% |
False |
False |
5,894 |
60 |
5,184.25 |
4,650.00 |
534.25 |
10.4% |
46.00 |
0.9% |
92% |
False |
False |
4,307 |
80 |
5,184.25 |
4,370.25 |
814.00 |
15.8% |
44.50 |
0.9% |
95% |
False |
False |
3,282 |
100 |
5,184.25 |
4,215.25 |
969.00 |
18.8% |
47.50 |
0.9% |
96% |
False |
False |
2,666 |
120 |
5,184.25 |
4,215.25 |
969.00 |
18.8% |
47.00 |
0.9% |
96% |
False |
False |
2,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,270.25 |
2.618 |
5,225.00 |
1.618 |
5,197.25 |
1.000 |
5,180.00 |
0.618 |
5,169.50 |
HIGH |
5,152.25 |
0.618 |
5,141.75 |
0.500 |
5,138.50 |
0.382 |
5,135.00 |
LOW |
5,124.50 |
0.618 |
5,107.25 |
1.000 |
5,096.75 |
1.618 |
5,079.50 |
2.618 |
5,051.75 |
4.250 |
5,006.50 |
|
|
Fisher Pivots for day following 28-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
5,140.75 |
5,146.75 |
PP |
5,139.50 |
5,145.25 |
S1 |
5,138.50 |
5,143.50 |
|