| 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 |
5,156.00 |
5,157.75 |
1.75 |
0.0% |
5,081.50 |
| High |
5,184.25 |
5,169.00 |
-15.25 |
-0.3% |
5,184.25 |
| Low |
5,153.50 |
5,137.50 |
-16.00 |
-0.3% |
5,017.75 |
| Close |
5,162.50 |
5,141.25 |
-21.25 |
-0.4% |
5,162.50 |
| Range |
30.75 |
31.50 |
0.75 |
2.4% |
166.50 |
| ATR |
53.21 |
51.66 |
-1.55 |
-2.9% |
0.00 |
| Volume |
7,422 |
6,780 |
-642 |
-8.6% |
27,357 |
|
| Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,243.75 |
5,224.00 |
5,158.50 |
|
| R3 |
5,212.25 |
5,192.50 |
5,150.00 |
|
| R2 |
5,180.75 |
5,180.75 |
5,147.00 |
|
| R1 |
5,161.00 |
5,161.00 |
5,144.25 |
5,155.00 |
| PP |
5,149.25 |
5,149.25 |
5,149.25 |
5,146.25 |
| S1 |
5,129.50 |
5,129.50 |
5,138.25 |
5,123.50 |
| S2 |
5,117.75 |
5,117.75 |
5,135.50 |
|
| S3 |
5,086.25 |
5,098.00 |
5,132.50 |
|
| S4 |
5,054.75 |
5,066.50 |
5,124.00 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,621.00 |
5,558.25 |
5,254.00 |
|
| R3 |
5,454.50 |
5,391.75 |
5,208.25 |
|
| R2 |
5,288.00 |
5,288.00 |
5,193.00 |
|
| R1 |
5,225.25 |
5,225.25 |
5,177.75 |
5,256.50 |
| PP |
5,121.50 |
5,121.50 |
5,121.50 |
5,137.25 |
| S1 |
5,058.75 |
5,058.75 |
5,147.25 |
5,090.00 |
| S2 |
4,955.00 |
4,955.00 |
5,132.00 |
|
| S3 |
4,788.50 |
4,892.25 |
5,116.75 |
|
| S4 |
4,622.00 |
4,725.75 |
5,071.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,184.25 |
5,017.75 |
166.50 |
3.2% |
55.75 |
1.1% |
74% |
False |
False |
6,827 |
| 10 |
5,184.25 |
4,994.25 |
190.00 |
3.7% |
55.75 |
1.1% |
77% |
False |
False |
6,562 |
| 20 |
5,184.25 |
4,921.00 |
263.25 |
5.1% |
52.00 |
1.0% |
84% |
False |
False |
6,457 |
| 40 |
5,184.25 |
4,754.50 |
429.75 |
8.4% |
49.00 |
1.0% |
90% |
False |
False |
5,392 |
| 60 |
5,184.25 |
4,645.75 |
538.50 |
10.5% |
46.50 |
0.9% |
92% |
False |
False |
3,935 |
| 80 |
5,184.25 |
4,261.50 |
922.75 |
17.9% |
45.25 |
0.9% |
95% |
False |
False |
3,005 |
| 100 |
5,184.25 |
4,215.25 |
969.00 |
18.8% |
48.50 |
0.9% |
96% |
False |
False |
2,441 |
| 120 |
5,184.25 |
4,215.25 |
969.00 |
18.8% |
46.75 |
0.9% |
96% |
False |
False |
2,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,303.00 |
|
2.618 |
5,251.50 |
|
1.618 |
5,220.00 |
|
1.000 |
5,200.50 |
|
0.618 |
5,188.50 |
|
HIGH |
5,169.00 |
|
0.618 |
5,157.00 |
|
0.500 |
5,153.25 |
|
0.382 |
5,149.50 |
|
LOW |
5,137.50 |
|
0.618 |
5,118.00 |
|
1.000 |
5,106.00 |
|
1.618 |
5,086.50 |
|
2.618 |
5,055.00 |
|
4.250 |
5,003.50 |
|
|
| Fisher Pivots for day following 26-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,153.25 |
5,137.25 |
| PP |
5,149.25 |
5,133.50 |
| S1 |
5,145.25 |
5,129.50 |
|