| 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 |
2,060.7 |
2,059.7 |
-1.0 |
0.0% |
2,049.8 |
| High |
2,068.8 |
2,067.3 |
-1.5 |
-0.1% |
2,073.0 |
| Low |
2,058.4 |
2,053.6 |
-4.8 |
-0.2% |
2,044.2 |
| Close |
2,064.1 |
2,062.7 |
-1.4 |
-0.1% |
2,069.3 |
| Range |
10.4 |
13.7 |
3.3 |
31.7% |
28.8 |
| ATR |
20.5 |
20.0 |
-0.5 |
-2.4% |
0.0 |
| Volume |
6,028 |
4,890 |
-1,138 |
-18.9% |
24,942 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,102.3 |
2,096.2 |
2,070.2 |
|
| R3 |
2,088.6 |
2,082.5 |
2,066.5 |
|
| R2 |
2,074.9 |
2,074.9 |
2,065.2 |
|
| R1 |
2,068.8 |
2,068.8 |
2,064.0 |
2,071.9 |
| PP |
2,061.2 |
2,061.2 |
2,061.2 |
2,062.7 |
| S1 |
2,055.1 |
2,055.1 |
2,061.4 |
2,058.2 |
| S2 |
2,047.5 |
2,047.5 |
2,060.2 |
|
| S3 |
2,033.8 |
2,041.4 |
2,058.9 |
|
| S4 |
2,020.1 |
2,027.7 |
2,055.2 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.6 |
2,137.7 |
2,085.1 |
|
| R3 |
2,119.8 |
2,108.9 |
2,077.2 |
|
| R2 |
2,091.0 |
2,091.0 |
2,074.6 |
|
| R1 |
2,080.1 |
2,080.1 |
2,071.9 |
2,085.6 |
| PP |
2,062.2 |
2,062.2 |
2,062.2 |
2,064.9 |
| S1 |
2,051.3 |
2,051.3 |
2,066.7 |
2,056.8 |
| S2 |
2,033.4 |
2,033.4 |
2,064.0 |
|
| S3 |
2,004.6 |
2,022.5 |
2,061.4 |
|
| S4 |
1,975.8 |
1,993.7 |
2,053.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,073.0 |
2,045.4 |
27.6 |
1.3% |
15.9 |
0.8% |
63% |
False |
False |
5,561 |
| 10 |
2,073.0 |
2,016.3 |
56.7 |
2.7% |
16.1 |
0.8% |
82% |
False |
False |
6,116 |
| 20 |
2,102.5 |
2,016.3 |
86.2 |
4.2% |
20.3 |
1.0% |
54% |
False |
False |
6,742 |
| 40 |
2,127.5 |
2,016.3 |
111.2 |
5.4% |
22.0 |
1.1% |
42% |
False |
False |
5,413 |
| 60 |
2,191.2 |
2,016.3 |
174.9 |
8.5% |
24.3 |
1.2% |
27% |
False |
False |
4,619 |
| 80 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
23.4 |
1.1% |
35% |
False |
False |
4,143 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
23.5 |
1.1% |
59% |
False |
False |
3,692 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
22.1 |
1.1% |
59% |
False |
False |
3,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,125.5 |
|
2.618 |
2,103.2 |
|
1.618 |
2,089.5 |
|
1.000 |
2,081.0 |
|
0.618 |
2,075.8 |
|
HIGH |
2,067.3 |
|
0.618 |
2,062.1 |
|
0.500 |
2,060.5 |
|
0.382 |
2,058.8 |
|
LOW |
2,053.6 |
|
0.618 |
2,045.1 |
|
1.000 |
2,039.9 |
|
1.618 |
2,031.4 |
|
2.618 |
2,017.7 |
|
4.250 |
1,995.4 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,062.0 |
2,062.2 |
| PP |
2,061.2 |
2,061.7 |
| S1 |
2,060.5 |
2,061.2 |
|