| 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 |
2,073.5 |
2,082.4 |
8.9 |
0.4% |
2,066.5 |
| High |
2,091.2 |
2,084.8 |
-6.4 |
-0.3% |
2,091.2 |
| Low |
2,063.7 |
2,073.0 |
9.3 |
0.5% |
2,063.7 |
| Close |
2,087.7 |
2,077.3 |
-10.4 |
-0.5% |
2,087.7 |
| Range |
27.5 |
11.8 |
-15.7 |
-57.1% |
27.5 |
| ATR |
20.7 |
20.3 |
-0.4 |
-2.1% |
0.0 |
| Volume |
2,078 |
1,879 |
-199 |
-9.6% |
7,866 |
|
| Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.8 |
2,107.3 |
2,083.8 |
|
| R3 |
2,102.0 |
2,095.5 |
2,080.5 |
|
| R2 |
2,090.2 |
2,090.2 |
2,079.5 |
|
| R1 |
2,083.7 |
2,083.7 |
2,078.4 |
2,081.1 |
| PP |
2,078.4 |
2,078.4 |
2,078.4 |
2,077.0 |
| S1 |
2,071.9 |
2,071.9 |
2,076.2 |
2,069.3 |
| S2 |
2,066.6 |
2,066.6 |
2,075.1 |
|
| S3 |
2,054.8 |
2,060.1 |
2,074.1 |
|
| S4 |
2,043.0 |
2,048.3 |
2,070.8 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.4 |
2,153.0 |
2,102.8 |
|
| R3 |
2,135.9 |
2,125.5 |
2,095.3 |
|
| R2 |
2,108.4 |
2,108.4 |
2,092.7 |
|
| R1 |
2,098.0 |
2,098.0 |
2,090.2 |
2,103.2 |
| PP |
2,080.9 |
2,080.9 |
2,080.9 |
2,083.5 |
| S1 |
2,070.5 |
2,070.5 |
2,085.2 |
2,075.7 |
| S2 |
2,053.4 |
2,053.4 |
2,082.7 |
|
| S3 |
2,025.9 |
2,043.0 |
2,080.1 |
|
| S4 |
1,998.4 |
2,015.5 |
2,072.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,091.2 |
2,063.7 |
27.5 |
1.3% |
16.3 |
0.8% |
49% |
False |
False |
1,949 |
| 10 |
2,091.2 |
2,036.0 |
55.2 |
2.7% |
18.6 |
0.9% |
75% |
False |
False |
2,208 |
| 20 |
2,119.7 |
2,036.0 |
83.7 |
4.0% |
20.0 |
1.0% |
49% |
False |
False |
2,443 |
| 40 |
2,154.1 |
2,036.0 |
118.1 |
5.7% |
21.1 |
1.0% |
35% |
False |
False |
2,173 |
| 60 |
2,208.6 |
2,036.0 |
172.6 |
8.3% |
23.4 |
1.1% |
24% |
False |
False |
2,113 |
| 80 |
2,208.6 |
2,013.5 |
195.1 |
9.4% |
22.6 |
1.1% |
33% |
False |
False |
1,976 |
| 100 |
2,208.6 |
1,899.6 |
309.0 |
14.9% |
22.5 |
1.1% |
58% |
False |
False |
1,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,135.0 |
|
2.618 |
2,115.7 |
|
1.618 |
2,103.9 |
|
1.000 |
2,096.6 |
|
0.618 |
2,092.1 |
|
HIGH |
2,084.8 |
|
0.618 |
2,080.3 |
|
0.500 |
2,078.9 |
|
0.382 |
2,077.5 |
|
LOW |
2,073.0 |
|
0.618 |
2,065.7 |
|
1.000 |
2,061.2 |
|
1.618 |
2,053.9 |
|
2.618 |
2,042.1 |
|
4.250 |
2,022.9 |
|
|
| Fisher Pivots for day following 26-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,078.9 |
2,077.5 |
| PP |
2,078.4 |
2,077.4 |
| S1 |
2,077.8 |
2,077.4 |
|