| 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 |
17,978.18 |
17,962.58 |
-15.60 |
-0.1% |
17,591.17 |
| High |
18,014.11 |
17,987.54 |
-26.57 |
-0.1% |
18,091.62 |
| Low |
17,926.66 |
17,871.06 |
-55.60 |
-0.3% |
17,319.44 |
| Close |
17,933.33 |
17,971.05 |
37.72 |
0.2% |
17,937.61 |
| Range |
87.45 |
116.48 |
29.03 |
33.2% |
772.18 |
| ATR |
226.26 |
218.42 |
-7.84 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,292.66 |
18,248.33 |
18,035.11 |
|
| R3 |
18,176.18 |
18,131.85 |
18,003.08 |
|
| R2 |
18,059.70 |
18,059.70 |
17,992.40 |
|
| R1 |
18,015.37 |
18,015.37 |
17,981.73 |
18,037.54 |
| PP |
17,943.22 |
17,943.22 |
17,943.22 |
17,954.30 |
| S1 |
17,898.89 |
17,898.89 |
17,960.37 |
17,921.06 |
| S2 |
17,826.74 |
17,826.74 |
17,949.70 |
|
| S3 |
17,710.26 |
17,782.41 |
17,939.02 |
|
| S4 |
17,593.78 |
17,665.93 |
17,906.99 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,099.43 |
19,790.70 |
18,362.31 |
|
| R3 |
19,327.25 |
19,018.52 |
18,149.96 |
|
| R2 |
18,555.07 |
18,555.07 |
18,079.18 |
|
| R1 |
18,246.34 |
18,246.34 |
18,008.39 |
18,400.71 |
| PP |
17,782.89 |
17,782.89 |
17,782.89 |
17,860.07 |
| S1 |
17,474.16 |
17,474.16 |
17,866.83 |
17,628.53 |
| S2 |
17,010.71 |
17,010.71 |
17,796.04 |
|
| S3 |
16,238.53 |
16,701.98 |
17,725.26 |
|
| S4 |
15,466.35 |
15,929.80 |
17,512.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,091.62 |
17,319.44 |
772.18 |
4.3% |
156.18 |
0.9% |
84% |
False |
False |
|
| 10 |
18,091.62 |
17,319.44 |
772.18 |
4.3% |
181.58 |
1.0% |
84% |
False |
False |
|
| 20 |
18,091.62 |
17,128.74 |
962.88 |
5.4% |
183.46 |
1.0% |
87% |
False |
False |
|
| 40 |
18,091.62 |
16,249.19 |
1,842.43 |
10.3% |
183.11 |
1.0% |
93% |
False |
False |
|
| 60 |
18,091.62 |
15,695.64 |
2,395.98 |
13.3% |
175.08 |
1.0% |
95% |
False |
False |
|
| 80 |
18,091.62 |
14,443.16 |
3,648.46 |
20.3% |
168.98 |
0.9% |
97% |
False |
False |
|
| 100 |
18,091.62 |
14,058.33 |
4,033.29 |
22.4% |
182.46 |
1.0% |
97% |
False |
False |
|
| 120 |
18,091.62 |
14,058.33 |
4,033.29 |
22.4% |
183.94 |
1.0% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,482.58 |
|
2.618 |
18,292.48 |
|
1.618 |
18,176.00 |
|
1.000 |
18,104.02 |
|
0.618 |
18,059.52 |
|
HIGH |
17,987.54 |
|
0.618 |
17,943.04 |
|
0.500 |
17,929.30 |
|
0.382 |
17,915.56 |
|
LOW |
17,871.06 |
|
0.618 |
17,799.08 |
|
1.000 |
17,754.58 |
|
1.618 |
17,682.60 |
|
2.618 |
17,566.12 |
|
4.250 |
17,376.02 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,957.13 |
17,981.34 |
| PP |
17,943.22 |
17,977.91 |
| S1 |
17,929.30 |
17,974.48 |
|