| 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 |
5,100.92 |
5,093.00 |
-7.92 |
-0.2% |
4,989.32 |
| High |
5,111.06 |
5,097.66 |
-13.40 |
-0.3% |
5,111.06 |
| Low |
5,081.46 |
5,069.00 |
-12.46 |
-0.2% |
4,946.00 |
| Close |
5,088.80 |
5,069.53 |
-19.27 |
-0.4% |
5,088.80 |
| Range |
29.60 |
28.66 |
-0.94 |
-3.2% |
165.06 |
| ATR |
46.53 |
45.25 |
-1.28 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,164.71 |
5,145.78 |
5,085.29 |
|
| R3 |
5,136.05 |
5,117.12 |
5,077.41 |
|
| R2 |
5,107.39 |
5,107.39 |
5,074.78 |
|
| R1 |
5,088.46 |
5,088.46 |
5,072.16 |
5,083.60 |
| PP |
5,078.73 |
5,078.73 |
5,078.73 |
5,076.30 |
| S1 |
5,059.80 |
5,059.80 |
5,066.90 |
5,054.94 |
| S2 |
5,050.07 |
5,050.07 |
5,064.28 |
|
| S3 |
5,021.41 |
5,031.14 |
5,061.65 |
|
| S4 |
4,992.75 |
5,002.48 |
5,053.77 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,543.80 |
5,481.36 |
5,179.58 |
|
| R3 |
5,378.74 |
5,316.30 |
5,134.19 |
|
| R2 |
5,213.68 |
5,213.68 |
5,119.06 |
|
| R1 |
5,151.24 |
5,151.24 |
5,103.93 |
5,182.46 |
| PP |
5,048.62 |
5,048.62 |
5,048.62 |
5,064.23 |
| S1 |
4,986.18 |
4,986.18 |
5,073.67 |
5,017.40 |
| S2 |
4,883.56 |
4,883.56 |
5,058.54 |
|
| S3 |
4,718.50 |
4,821.12 |
5,043.41 |
|
| S4 |
4,553.44 |
4,656.06 |
4,998.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,111.06 |
4,946.00 |
165.06 |
3.3% |
37.94 |
0.7% |
75% |
False |
False |
|
| 10 |
5,111.06 |
4,920.31 |
190.75 |
3.8% |
39.05 |
0.8% |
78% |
False |
False |
|
| 20 |
5,111.06 |
4,845.47 |
265.59 |
5.2% |
38.17 |
0.8% |
84% |
False |
False |
|
| 40 |
5,111.06 |
4,682.11 |
428.95 |
8.5% |
37.02 |
0.7% |
90% |
False |
False |
|
| 60 |
5,111.06 |
4,537.24 |
573.82 |
11.3% |
36.69 |
0.7% |
93% |
False |
False |
|
| 80 |
5,111.06 |
4,153.12 |
957.94 |
18.9% |
35.75 |
0.7% |
96% |
False |
False |
|
| 100 |
5,111.06 |
4,103.78 |
1,007.28 |
19.9% |
39.70 |
0.8% |
96% |
False |
False |
|
| 120 |
5,111.06 |
4,103.78 |
1,007.28 |
19.9% |
39.52 |
0.8% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,219.47 |
|
2.618 |
5,172.69 |
|
1.618 |
5,144.03 |
|
1.000 |
5,126.32 |
|
0.618 |
5,115.37 |
|
HIGH |
5,097.66 |
|
0.618 |
5,086.71 |
|
0.500 |
5,083.33 |
|
0.382 |
5,079.95 |
|
LOW |
5,069.00 |
|
0.618 |
5,051.29 |
|
1.000 |
5,040.34 |
|
1.618 |
5,022.63 |
|
2.618 |
4,993.97 |
|
4.250 |
4,947.20 |
|
|
| Fisher Pivots for day following 26-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,083.33 |
5,074.95 |
| PP |
5,078.73 |
5,073.14 |
| S1 |
5,074.13 |
5,071.34 |
|