| 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 |
17,700.0 |
17,702.0 |
2.0 |
0.0% |
17,362.0 |
| High |
17,749.0 |
17,735.0 |
-14.0 |
-0.1% |
17,749.0 |
| Low |
17,674.0 |
17,702.0 |
28.0 |
0.2% |
17,359.0 |
| Close |
17,726.0 |
17,735.0 |
9.0 |
0.1% |
17,726.0 |
| Range |
75.0 |
33.0 |
-42.0 |
-56.0% |
390.0 |
| ATR |
113.5 |
107.8 |
-5.8 |
-5.1% |
0.0 |
| Volume |
22 |
14 |
-8 |
-36.4% |
207 |
|
| Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,823.0 |
17,812.0 |
17,753.2 |
|
| R3 |
17,790.0 |
17,779.0 |
17,744.1 |
|
| R2 |
17,757.0 |
17,757.0 |
17,741.1 |
|
| R1 |
17,746.0 |
17,746.0 |
17,738.0 |
17,751.5 |
| PP |
17,724.0 |
17,724.0 |
17,724.0 |
17,726.8 |
| S1 |
17,713.0 |
17,713.0 |
17,732.0 |
17,718.5 |
| S2 |
17,691.0 |
17,691.0 |
17,729.0 |
|
| S3 |
17,658.0 |
17,680.0 |
17,725.9 |
|
| S4 |
17,625.0 |
17,647.0 |
17,716.9 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,781.3 |
18,643.7 |
17,940.5 |
|
| R3 |
18,391.3 |
18,253.7 |
17,833.3 |
|
| R2 |
18,001.3 |
18,001.3 |
17,797.5 |
|
| R1 |
17,863.7 |
17,863.7 |
17,761.8 |
17,932.5 |
| PP |
17,611.3 |
17,611.3 |
17,611.3 |
17,645.8 |
| S1 |
17,473.7 |
17,473.7 |
17,690.3 |
17,542.5 |
| S2 |
17,221.3 |
17,221.3 |
17,654.5 |
|
| S3 |
16,831.3 |
17,083.7 |
17,618.8 |
|
| S4 |
16,441.3 |
16,693.7 |
17,511.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,749.0 |
17,359.0 |
390.0 |
2.2% |
82.4 |
0.5% |
96% |
False |
False |
44 |
| 10 |
17,749.0 |
17,200.0 |
549.0 |
3.1% |
71.8 |
0.4% |
97% |
False |
False |
34 |
| 20 |
17,749.0 |
17,145.0 |
604.0 |
3.4% |
64.5 |
0.4% |
98% |
False |
False |
34 |
| 40 |
17,749.0 |
16,743.0 |
1,006.0 |
5.7% |
67.1 |
0.4% |
99% |
False |
False |
22 |
| 60 |
17,749.0 |
16,605.0 |
1,144.0 |
6.5% |
50.0 |
0.3% |
99% |
False |
False |
15 |
| 80 |
17,749.0 |
15,365.0 |
2,384.0 |
13.4% |
41.4 |
0.2% |
99% |
False |
False |
11 |
| 100 |
17,749.0 |
15,154.0 |
2,595.0 |
14.6% |
35.6 |
0.2% |
99% |
False |
False |
9 |
| 120 |
17,749.0 |
15,154.0 |
2,595.0 |
14.6% |
29.7 |
0.2% |
99% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,875.3 |
|
2.618 |
17,821.4 |
|
1.618 |
17,788.4 |
|
1.000 |
17,768.0 |
|
0.618 |
17,755.4 |
|
HIGH |
17,735.0 |
|
0.618 |
17,722.4 |
|
0.500 |
17,718.5 |
|
0.382 |
17,714.6 |
|
LOW |
17,702.0 |
|
0.618 |
17,681.6 |
|
1.000 |
17,669.0 |
|
1.618 |
17,648.6 |
|
2.618 |
17,615.6 |
|
4.250 |
17,561.8 |
|
|
| Fisher Pivots for day following 26-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,729.5 |
17,694.2 |
| PP |
17,724.0 |
17,653.3 |
| S1 |
17,718.5 |
17,612.5 |
|