| 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 |
2,055.4 |
2,083.5 |
28.1 |
1.4% |
2,066.9 |
| High |
2,085.9 |
2,083.5 |
-2.4 |
-0.1% |
2,066.9 |
| Low |
2,050.3 |
2,061.7 |
11.4 |
0.6% |
2,007.0 |
| Close |
2,083.5 |
2,066.9 |
-16.6 |
-0.8% |
2,043.1 |
| Range |
35.6 |
21.8 |
-13.8 |
-38.8% |
59.9 |
| ATR |
38.9 |
37.7 |
-1.2 |
-3.1% |
0.0 |
| Volume |
672 |
579 |
-93 |
-13.8% |
1,111 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,136.1 |
2,123.3 |
2,078.9 |
|
| R3 |
2,114.3 |
2,101.5 |
2,072.9 |
|
| R2 |
2,092.5 |
2,092.5 |
2,070.9 |
|
| R1 |
2,079.7 |
2,079.7 |
2,068.9 |
2,075.2 |
| PP |
2,070.7 |
2,070.7 |
2,070.7 |
2,068.5 |
| S1 |
2,057.9 |
2,057.9 |
2,064.9 |
2,053.4 |
| S2 |
2,048.9 |
2,048.9 |
2,062.9 |
|
| S3 |
2,027.1 |
2,036.1 |
2,060.9 |
|
| S4 |
2,005.3 |
2,014.3 |
2,054.9 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,218.7 |
2,190.8 |
2,076.0 |
|
| R3 |
2,158.8 |
2,130.9 |
2,059.6 |
|
| R2 |
2,098.9 |
2,098.9 |
2,054.1 |
|
| R1 |
2,071.0 |
2,071.0 |
2,048.6 |
2,055.0 |
| PP |
2,039.0 |
2,039.0 |
2,039.0 |
2,031.0 |
| S1 |
2,011.1 |
2,011.1 |
2,037.6 |
1,995.1 |
| S2 |
1,979.1 |
1,979.1 |
2,032.1 |
|
| S3 |
1,919.2 |
1,951.2 |
2,026.6 |
|
| S4 |
1,859.3 |
1,891.3 |
2,010.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,085.9 |
2,022.7 |
63.2 |
3.1% |
26.4 |
1.3% |
70% |
False |
False |
453 |
| 10 |
2,093.5 |
1,992.3 |
101.2 |
4.9% |
34.5 |
1.7% |
74% |
False |
False |
420 |
| 20 |
2,093.5 |
1,947.2 |
146.3 |
7.1% |
40.7 |
2.0% |
82% |
False |
False |
368 |
| 40 |
2,093.5 |
1,925.7 |
167.8 |
8.1% |
39.4 |
1.9% |
84% |
False |
False |
269 |
| 60 |
2,116.9 |
1,838.0 |
278.9 |
13.5% |
38.0 |
1.8% |
82% |
False |
False |
199 |
| 80 |
2,116.9 |
1,725.3 |
391.6 |
18.9% |
34.5 |
1.7% |
87% |
False |
False |
149 |
| 100 |
2,116.9 |
1,676.0 |
440.9 |
21.3% |
31.7 |
1.5% |
89% |
False |
False |
119 |
| 120 |
2,116.9 |
1,676.0 |
440.9 |
21.3% |
29.4 |
1.4% |
89% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,176.2 |
|
2.618 |
2,140.6 |
|
1.618 |
2,118.8 |
|
1.000 |
2,105.3 |
|
0.618 |
2,097.0 |
|
HIGH |
2,083.5 |
|
0.618 |
2,075.2 |
|
0.500 |
2,072.6 |
|
0.382 |
2,070.0 |
|
LOW |
2,061.7 |
|
0.618 |
2,048.2 |
|
1.000 |
2,039.9 |
|
1.618 |
2,026.4 |
|
2.618 |
2,004.6 |
|
4.250 |
1,969.1 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,072.6 |
2,064.3 |
| PP |
2,070.7 |
2,061.7 |
| S1 |
2,068.8 |
2,059.2 |
|