| 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 |
2,082.4 |
2,078.8 |
-3.6 |
-0.2% |
2,066.5 |
| High |
2,084.8 |
2,086.9 |
2.1 |
0.1% |
2,091.2 |
| Low |
2,073.0 |
2,077.6 |
4.6 |
0.2% |
2,063.7 |
| Close |
2,077.3 |
2,082.7 |
5.4 |
0.3% |
2,087.7 |
| Range |
11.8 |
9.3 |
-2.5 |
-21.2% |
27.5 |
| ATR |
20.3 |
19.5 |
-0.8 |
-3.8% |
0.0 |
| Volume |
1,879 |
1,703 |
-176 |
-9.4% |
7,866 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,110.3 |
2,105.8 |
2,087.8 |
|
| R3 |
2,101.0 |
2,096.5 |
2,085.3 |
|
| R2 |
2,091.7 |
2,091.7 |
2,084.4 |
|
| R1 |
2,087.2 |
2,087.2 |
2,083.6 |
2,089.5 |
| PP |
2,082.4 |
2,082.4 |
2,082.4 |
2,083.5 |
| S1 |
2,077.9 |
2,077.9 |
2,081.8 |
2,080.2 |
| S2 |
2,073.1 |
2,073.1 |
2,081.0 |
|
| S3 |
2,063.8 |
2,068.6 |
2,080.1 |
|
| S4 |
2,054.5 |
2,059.3 |
2,077.6 |
|
|
| 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% |
14.9 |
0.7% |
69% |
False |
False |
1,676 |
| 10 |
2,091.2 |
2,036.0 |
55.2 |
2.7% |
18.0 |
0.9% |
85% |
False |
False |
2,166 |
| 20 |
2,119.7 |
2,036.0 |
83.7 |
4.0% |
19.6 |
0.9% |
56% |
False |
False |
2,415 |
| 40 |
2,142.6 |
2,036.0 |
106.6 |
5.1% |
20.8 |
1.0% |
44% |
False |
False |
2,182 |
| 60 |
2,208.6 |
2,036.0 |
172.6 |
8.3% |
23.4 |
1.1% |
27% |
False |
False |
2,123 |
| 80 |
2,208.6 |
2,013.5 |
195.1 |
9.4% |
22.4 |
1.1% |
35% |
False |
False |
1,986 |
| 100 |
2,208.6 |
1,899.6 |
309.0 |
14.8% |
22.4 |
1.1% |
59% |
False |
False |
1,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,126.4 |
|
2.618 |
2,111.2 |
|
1.618 |
2,101.9 |
|
1.000 |
2,096.2 |
|
0.618 |
2,092.6 |
|
HIGH |
2,086.9 |
|
0.618 |
2,083.3 |
|
0.500 |
2,082.3 |
|
0.382 |
2,081.2 |
|
LOW |
2,077.6 |
|
0.618 |
2,071.9 |
|
1.000 |
2,068.3 |
|
1.618 |
2,062.6 |
|
2.618 |
2,053.3 |
|
4.250 |
2,038.1 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,082.6 |
2,081.0 |
| PP |
2,082.4 |
2,079.2 |
| S1 |
2,082.3 |
2,077.5 |
|