| 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 |
2,078.8 |
2,077.0 |
-1.8 |
-0.1% |
2,066.5 |
| High |
2,086.9 |
2,085.2 |
-1.7 |
-0.1% |
2,091.2 |
| Low |
2,077.6 |
2,072.9 |
-4.7 |
-0.2% |
2,063.7 |
| Close |
2,082.7 |
2,081.3 |
-1.4 |
-0.1% |
2,087.7 |
| Range |
9.3 |
12.3 |
3.0 |
32.3% |
27.5 |
| ATR |
19.5 |
19.0 |
-0.5 |
-2.6% |
0.0 |
| Volume |
1,703 |
1,120 |
-583 |
-34.2% |
7,866 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.7 |
2,111.3 |
2,088.1 |
|
| R3 |
2,104.4 |
2,099.0 |
2,084.7 |
|
| R2 |
2,092.1 |
2,092.1 |
2,083.6 |
|
| R1 |
2,086.7 |
2,086.7 |
2,082.4 |
2,089.4 |
| PP |
2,079.8 |
2,079.8 |
2,079.8 |
2,081.2 |
| S1 |
2,074.4 |
2,074.4 |
2,080.2 |
2,077.1 |
| S2 |
2,067.5 |
2,067.5 |
2,079.0 |
|
| S3 |
2,055.2 |
2,062.1 |
2,077.9 |
|
| S4 |
2,042.9 |
2,049.8 |
2,074.5 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.4 |
2,153.0 |
2,102.8 |
|
| R3 |
2,135.9 |
2,125.5 |
2,095.3 |
|
| R2 |
2,108.4 |
2,108.4 |
2,092.7 |
|
| R1 |
2,098.0 |
2,098.0 |
2,090.2 |
2,103.2 |
| PP |
2,080.9 |
2,080.9 |
2,080.9 |
2,083.5 |
| S1 |
2,070.5 |
2,070.5 |
2,085.2 |
2,075.7 |
| S2 |
2,053.4 |
2,053.4 |
2,082.7 |
|
| S3 |
2,025.9 |
2,043.0 |
2,080.1 |
|
| S4 |
1,998.4 |
2,015.5 |
2,072.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,091.2 |
2,063.7 |
27.5 |
1.3% |
15.2 |
0.7% |
64% |
False |
False |
1,673 |
| 10 |
2,091.2 |
2,036.0 |
55.2 |
2.7% |
15.2 |
0.7% |
82% |
False |
False |
1,980 |
| 20 |
2,119.7 |
2,036.0 |
83.7 |
4.0% |
19.2 |
0.9% |
54% |
False |
False |
2,356 |
| 40 |
2,142.6 |
2,036.0 |
106.6 |
5.1% |
20.8 |
1.0% |
42% |
False |
False |
2,186 |
| 60 |
2,208.6 |
2,036.0 |
172.6 |
8.3% |
23.3 |
1.1% |
26% |
False |
False |
2,129 |
| 80 |
2,208.6 |
2,013.5 |
195.1 |
9.4% |
22.3 |
1.1% |
35% |
False |
False |
1,977 |
| 100 |
2,208.6 |
1,899.6 |
309.0 |
14.8% |
22.4 |
1.1% |
59% |
False |
False |
1,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,137.5 |
|
2.618 |
2,117.4 |
|
1.618 |
2,105.1 |
|
1.000 |
2,097.5 |
|
0.618 |
2,092.8 |
|
HIGH |
2,085.2 |
|
0.618 |
2,080.5 |
|
0.500 |
2,079.1 |
|
0.382 |
2,077.6 |
|
LOW |
2,072.9 |
|
0.618 |
2,065.3 |
|
1.000 |
2,060.6 |
|
1.618 |
2,053.0 |
|
2.618 |
2,040.7 |
|
4.250 |
2,020.6 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,080.6 |
2,080.8 |
| PP |
2,079.8 |
2,080.4 |
| S1 |
2,079.1 |
2,079.9 |
|