| 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 |
2,083.5 |
2,064.9 |
-18.6 |
-0.9% |
2,066.9 |
| High |
2,083.5 |
2,106.6 |
23.1 |
1.1% |
2,066.9 |
| Low |
2,061.7 |
2,061.0 |
-0.7 |
0.0% |
2,007.0 |
| Close |
2,066.9 |
2,081.0 |
14.1 |
0.7% |
2,043.1 |
| Range |
21.8 |
45.6 |
23.8 |
109.2% |
59.9 |
| ATR |
37.7 |
38.2 |
0.6 |
1.5% |
0.0 |
| Volume |
579 |
1,333 |
754 |
130.2% |
1,111 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,219.7 |
2,195.9 |
2,106.1 |
|
| R3 |
2,174.1 |
2,150.3 |
2,093.5 |
|
| R2 |
2,128.5 |
2,128.5 |
2,089.4 |
|
| R1 |
2,104.7 |
2,104.7 |
2,085.2 |
2,116.6 |
| PP |
2,082.9 |
2,082.9 |
2,082.9 |
2,088.8 |
| S1 |
2,059.1 |
2,059.1 |
2,076.8 |
2,071.0 |
| S2 |
2,037.3 |
2,037.3 |
2,072.6 |
|
| S3 |
1,991.7 |
2,013.5 |
2,068.5 |
|
| S4 |
1,946.1 |
1,967.9 |
2,055.9 |
|
|
| 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 |
2,106.6 |
2,027.1 |
79.5 |
3.8% |
31.4 |
1.5% |
68% |
True |
False |
634 |
| 10 |
2,106.6 |
2,007.0 |
99.6 |
4.8% |
34.0 |
1.6% |
74% |
True |
False |
488 |
| 20 |
2,106.6 |
1,947.2 |
159.4 |
7.7% |
39.7 |
1.9% |
84% |
True |
False |
411 |
| 40 |
2,106.6 |
1,925.7 |
180.9 |
8.7% |
39.7 |
1.9% |
86% |
True |
False |
300 |
| 60 |
2,116.9 |
1,886.0 |
230.9 |
11.1% |
37.7 |
1.8% |
84% |
False |
False |
221 |
| 80 |
2,116.9 |
1,725.3 |
391.6 |
18.8% |
34.7 |
1.7% |
91% |
False |
False |
166 |
| 100 |
2,116.9 |
1,676.0 |
440.9 |
21.2% |
32.1 |
1.5% |
92% |
False |
False |
133 |
| 120 |
2,116.9 |
1,676.0 |
440.9 |
21.2% |
29.8 |
1.4% |
92% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,300.4 |
|
2.618 |
2,226.0 |
|
1.618 |
2,180.4 |
|
1.000 |
2,152.2 |
|
0.618 |
2,134.8 |
|
HIGH |
2,106.6 |
|
0.618 |
2,089.2 |
|
0.500 |
2,083.8 |
|
0.382 |
2,078.4 |
|
LOW |
2,061.0 |
|
0.618 |
2,032.8 |
|
1.000 |
2,015.4 |
|
1.618 |
1,987.2 |
|
2.618 |
1,941.6 |
|
4.250 |
1,867.2 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,083.8 |
2,080.2 |
| PP |
2,082.9 |
2,079.3 |
| S1 |
2,081.9 |
2,078.5 |
|