| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
5,093.00 |
5,074.60 |
-18.40 |
-0.4% |
4,989.32 |
| High |
5,097.66 |
5,080.69 |
-16.97 |
-0.3% |
5,111.06 |
| Low |
5,069.00 |
5,057.29 |
-11.71 |
-0.2% |
4,946.00 |
| Close |
5,069.53 |
5,078.18 |
8.65 |
0.2% |
5,088.80 |
| Range |
28.66 |
23.40 |
-5.26 |
-18.4% |
165.06 |
| ATR |
45.25 |
43.69 |
-1.56 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,142.25 |
5,133.62 |
5,091.05 |
|
| R3 |
5,118.85 |
5,110.22 |
5,084.62 |
|
| R2 |
5,095.45 |
5,095.45 |
5,082.47 |
|
| R1 |
5,086.82 |
5,086.82 |
5,080.33 |
5,091.14 |
| PP |
5,072.05 |
5,072.05 |
5,072.05 |
5,074.21 |
| S1 |
5,063.42 |
5,063.42 |
5,076.04 |
5,067.74 |
| S2 |
5,048.65 |
5,048.65 |
5,073.89 |
|
| S3 |
5,025.25 |
5,040.02 |
5,071.75 |
|
| S4 |
5,001.85 |
5,016.62 |
5,065.31 |
|
|
| 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% |
34.89 |
0.7% |
80% |
False |
False |
|
| 10 |
5,111.06 |
4,920.31 |
190.75 |
3.8% |
38.24 |
0.8% |
83% |
False |
False |
|
| 20 |
5,111.06 |
4,845.47 |
265.59 |
5.2% |
37.25 |
0.7% |
88% |
False |
False |
|
| 40 |
5,111.06 |
4,682.11 |
428.95 |
8.4% |
37.30 |
0.7% |
92% |
False |
False |
|
| 60 |
5,111.06 |
4,537.24 |
573.82 |
11.3% |
36.40 |
0.7% |
94% |
False |
False |
|
| 80 |
5,111.06 |
4,197.74 |
913.32 |
18.0% |
35.51 |
0.7% |
96% |
False |
False |
|
| 100 |
5,111.06 |
4,103.78 |
1,007.28 |
19.8% |
39.29 |
0.8% |
97% |
False |
False |
|
| 120 |
5,111.06 |
4,103.78 |
1,007.28 |
19.8% |
39.57 |
0.8% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,180.14 |
|
2.618 |
5,141.95 |
|
1.618 |
5,118.55 |
|
1.000 |
5,104.09 |
|
0.618 |
5,095.15 |
|
HIGH |
5,080.69 |
|
0.618 |
5,071.75 |
|
0.500 |
5,068.99 |
|
0.382 |
5,066.23 |
|
LOW |
5,057.29 |
|
0.618 |
5,042.83 |
|
1.000 |
5,033.89 |
|
1.618 |
5,019.43 |
|
2.618 |
4,996.03 |
|
4.250 |
4,957.84 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,075.12 |
5,084.18 |
| PP |
5,072.05 |
5,082.18 |
| S1 |
5,068.99 |
5,080.18 |
|