| Trading Metrics calculated at close of trading on 29-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,077.0 |
2,081.9 |
4.9 |
0.2% |
2,066.5 |
| High |
2,085.2 |
2,097.8 |
12.6 |
0.6% |
2,091.2 |
| Low |
2,072.9 |
2,075.0 |
2.1 |
0.1% |
2,063.7 |
| Close |
2,081.3 |
2,093.1 |
11.8 |
0.6% |
2,087.7 |
| Range |
12.3 |
22.8 |
10.5 |
85.4% |
27.5 |
| ATR |
19.0 |
19.3 |
0.3 |
1.4% |
0.0 |
| Volume |
1,120 |
1,415 |
295 |
26.3% |
7,866 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,157.0 |
2,147.9 |
2,105.6 |
|
| R3 |
2,134.2 |
2,125.1 |
2,099.4 |
|
| R2 |
2,111.4 |
2,111.4 |
2,097.3 |
|
| R1 |
2,102.3 |
2,102.3 |
2,095.2 |
2,106.9 |
| PP |
2,088.6 |
2,088.6 |
2,088.6 |
2,090.9 |
| S1 |
2,079.5 |
2,079.5 |
2,091.0 |
2,084.1 |
| S2 |
2,065.8 |
2,065.8 |
2,088.9 |
|
| S3 |
2,043.0 |
2,056.7 |
2,086.8 |
|
| S4 |
2,020.2 |
2,033.9 |
2,080.6 |
|
|
| 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 |
2,097.8 |
2,063.7 |
34.1 |
1.6% |
16.7 |
0.8% |
86% |
True |
False |
1,639 |
| 10 |
2,097.8 |
2,040.0 |
57.8 |
2.8% |
16.4 |
0.8% |
92% |
True |
False |
1,783 |
| 20 |
2,119.7 |
2,036.0 |
83.7 |
4.0% |
19.2 |
0.9% |
68% |
False |
False |
2,255 |
| 40 |
2,130.2 |
2,036.0 |
94.2 |
4.5% |
20.8 |
1.0% |
61% |
False |
False |
2,187 |
| 60 |
2,208.6 |
2,036.0 |
172.6 |
8.2% |
23.0 |
1.1% |
33% |
False |
False |
2,130 |
| 80 |
2,208.6 |
2,013.5 |
195.1 |
9.3% |
22.5 |
1.1% |
41% |
False |
False |
1,990 |
| 100 |
2,208.6 |
1,900.1 |
308.5 |
14.7% |
22.5 |
1.1% |
63% |
False |
False |
1,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,194.7 |
|
2.618 |
2,157.5 |
|
1.618 |
2,134.7 |
|
1.000 |
2,120.6 |
|
0.618 |
2,111.9 |
|
HIGH |
2,097.8 |
|
0.618 |
2,089.1 |
|
0.500 |
2,086.4 |
|
0.382 |
2,083.7 |
|
LOW |
2,075.0 |
|
0.618 |
2,060.9 |
|
1.000 |
2,052.2 |
|
1.618 |
2,038.1 |
|
2.618 |
2,015.3 |
|
4.250 |
1,978.1 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,090.9 |
2,090.5 |
| PP |
2,088.6 |
2,087.9 |
| S1 |
2,086.4 |
2,085.4 |
|