| 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 |
2,945.7230 |
3,188.2480 |
242.5250 |
8.2% |
2,965.1500 |
| High |
3,196.6110 |
3,278.3720 |
81.7610 |
2.6% |
3,031.2620 |
| Low |
2,907.2840 |
3,171.1750 |
263.8910 |
9.1% |
2,872.0840 |
| Close |
3,187.7400 |
3,249.0960 |
61.3560 |
1.9% |
2,946.0050 |
| Range |
289.3270 |
107.1970 |
-182.1300 |
-62.9% |
159.1780 |
| ATR |
126.2399 |
124.8797 |
-1.3602 |
-1.1% |
0.0000 |
| Volume |
2,674 |
287,380 |
284,706 |
10,647.2% |
965,446 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,554.4720 |
3,508.9810 |
3,308.0544 |
|
| R3 |
3,447.2750 |
3,401.7840 |
3,278.5752 |
|
| R2 |
3,340.0780 |
3,340.0780 |
3,268.7488 |
|
| R1 |
3,294.5870 |
3,294.5870 |
3,258.9224 |
3,317.3325 |
| PP |
3,232.8810 |
3,232.8810 |
3,232.8810 |
3,244.2538 |
| S1 |
3,187.3900 |
3,187.3900 |
3,239.2696 |
3,210.1355 |
| S2 |
3,125.6840 |
3,125.6840 |
3,229.4432 |
|
| S3 |
3,018.4870 |
3,080.1930 |
3,219.6168 |
|
| S4 |
2,911.2900 |
2,972.9960 |
3,190.1377 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,427.3177 |
3,345.8393 |
3,033.5529 |
|
| R3 |
3,268.1397 |
3,186.6613 |
2,989.7790 |
|
| R2 |
3,108.9617 |
3,108.9617 |
2,975.1876 |
|
| R1 |
3,027.4833 |
3,027.4833 |
2,960.5963 |
2,988.6335 |
| PP |
2,949.7837 |
2,949.7837 |
2,949.7837 |
2,930.3588 |
| S1 |
2,868.3053 |
2,868.3053 |
2,931.4137 |
2,829.4555 |
| S2 |
2,790.6057 |
2,790.6057 |
2,916.8224 |
|
| S3 |
2,631.4277 |
2,709.1273 |
2,902.2311 |
|
| S4 |
2,472.2497 |
2,549.9493 |
2,858.4571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,278.3720 |
2,872.0840 |
406.2880 |
12.5% |
149.0564 |
4.6% |
93% |
True |
False |
195,558 |
| 10 |
3,278.3720 |
2,595.4460 |
682.9260 |
21.0% |
130.0920 |
4.0% |
96% |
True |
False |
209,792 |
| 20 |
3,278.3720 |
2,248.6180 |
1,029.7540 |
31.7% |
109.2518 |
3.4% |
97% |
True |
False |
167,168 |
| 40 |
3,278.3720 |
2,111.1450 |
1,167.2270 |
35.9% |
120.1495 |
3.7% |
97% |
True |
False |
180,967 |
| 60 |
3,278.3720 |
2,022.0890 |
1,256.2830 |
38.7% |
117.6573 |
3.6% |
98% |
True |
False |
182,082 |
| 80 |
3,278.3720 |
1,779.1820 |
1,499.1900 |
46.1% |
112.2042 |
3.5% |
98% |
True |
False |
184,369 |
| 100 |
3,278.3720 |
1,523.0770 |
1,755.2950 |
54.0% |
102.0378 |
3.1% |
98% |
True |
False |
176,034 |
| 120 |
3,278.3720 |
1,523.0770 |
1,755.2950 |
54.0% |
92.9268 |
2.9% |
98% |
True |
False |
165,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,733.9593 |
|
2.618 |
3,559.0137 |
|
1.618 |
3,451.8167 |
|
1.000 |
3,385.5690 |
|
0.618 |
3,344.6197 |
|
HIGH |
3,278.3720 |
|
0.618 |
3,237.4227 |
|
0.500 |
3,224.7735 |
|
0.382 |
3,212.1243 |
|
LOW |
3,171.1750 |
|
0.618 |
3,104.9273 |
|
1.000 |
3,063.9780 |
|
1.618 |
2,997.7303 |
|
2.618 |
2,890.5333 |
|
4.250 |
2,715.5878 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3,240.9885 |
3,197.0067 |
| PP |
3,232.8810 |
3,144.9173 |
| S1 |
3,224.7735 |
3,092.8280 |
|