| 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 |
508.30 |
506.70 |
-1.60 |
-0.3% |
497.72 |
| High |
508.75 |
507.16 |
-1.59 |
-0.3% |
510.13 |
| Low |
505.86 |
504.75 |
-1.11 |
-0.2% |
493.56 |
| Close |
505.99 |
506.93 |
0.94 |
0.2% |
507.85 |
| Range |
2.89 |
2.41 |
-0.48 |
-16.6% |
16.57 |
| ATR |
4.60 |
4.45 |
-0.16 |
-3.4% |
0.00 |
| Volume |
50,386,700 |
48,854,500 |
-1,532,200 |
-3.0% |
269,064,700 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
513.51 |
512.63 |
508.26 |
|
| R3 |
511.10 |
510.22 |
507.59 |
|
| R2 |
508.69 |
508.69 |
507.37 |
|
| R1 |
507.81 |
507.81 |
507.15 |
508.25 |
| PP |
506.28 |
506.28 |
506.28 |
506.50 |
| S1 |
505.40 |
505.40 |
506.71 |
505.84 |
| S2 |
503.87 |
503.87 |
506.49 |
|
| S3 |
501.46 |
502.99 |
506.27 |
|
| S4 |
499.05 |
500.58 |
505.60 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
553.56 |
547.27 |
516.96 |
|
| R3 |
536.99 |
530.70 |
512.41 |
|
| R2 |
520.42 |
520.42 |
510.89 |
|
| R1 |
514.13 |
514.13 |
509.37 |
517.28 |
| PP |
503.85 |
503.85 |
503.85 |
505.42 |
| S1 |
497.56 |
497.56 |
506.33 |
500.71 |
| S2 |
487.28 |
487.28 |
504.81 |
|
| S3 |
470.71 |
480.99 |
503.29 |
|
| S4 |
454.14 |
464.42 |
498.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
510.13 |
493.56 |
16.57 |
3.3% |
3.52 |
0.7% |
81% |
False |
False |
59,313,840 |
| 10 |
510.13 |
490.72 |
19.42 |
3.8% |
4.01 |
0.8% |
84% |
False |
False |
68,700,870 |
| 20 |
510.13 |
482.86 |
27.27 |
5.4% |
3.88 |
0.8% |
88% |
False |
False |
71,890,750 |
| 40 |
510.13 |
466.43 |
43.70 |
8.6% |
3.84 |
0.8% |
93% |
False |
False |
76,893,105 |
| 60 |
510.13 |
453.34 |
56.79 |
11.2% |
3.79 |
0.7% |
94% |
False |
False |
77,946,953 |
| 80 |
510.13 |
418.65 |
91.48 |
18.0% |
3.67 |
0.7% |
97% |
False |
False |
76,217,610 |
| 100 |
510.13 |
409.21 |
100.92 |
19.9% |
4.03 |
0.8% |
97% |
False |
False |
79,092,008 |
| 120 |
510.13 |
409.21 |
100.92 |
19.9% |
4.05 |
0.8% |
97% |
False |
False |
79,766,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
517.40 |
|
2.618 |
513.47 |
|
1.618 |
511.06 |
|
1.000 |
509.57 |
|
0.618 |
508.65 |
|
HIGH |
507.16 |
|
0.618 |
506.24 |
|
0.500 |
505.96 |
|
0.382 |
505.67 |
|
LOW |
504.75 |
|
0.618 |
503.26 |
|
1.000 |
502.34 |
|
1.618 |
500.85 |
|
2.618 |
498.44 |
|
4.250 |
494.51 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
506.61 |
507.44 |
| PP |
506.28 |
507.27 |
| S1 |
505.96 |
507.10 |
|