Trading Metrics calculated at close of trading on 06-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
3,578.8040 |
3,521.0350 |
-57.7690 |
-1.6% |
2,945.7230 |
High |
3,820.1840 |
3,895.6880 |
75.5040 |
2.0% |
3,514.8110 |
Low |
3,233.2610 |
3,458.9070 |
225.6460 |
7.0% |
2,907.2840 |
Close |
3,521.0350 |
3,851.4050 |
330.3700 |
9.4% |
3,434.3170 |
Range |
586.9230 |
436.7810 |
-150.1420 |
-25.6% |
607.5270 |
ATR |
176.3956 |
194.9945 |
18.5990 |
10.5% |
0.0000 |
Volume |
604,777 |
410,109 |
-194,668 |
-32.2% |
1,023,270 |
|
Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,045.6763 |
4,885.3217 |
4,091.6346 |
|
R3 |
4,608.8953 |
4,448.5407 |
3,971.5198 |
|
R2 |
4,172.1143 |
4,172.1143 |
3,931.4815 |
|
R1 |
4,011.7597 |
4,011.7597 |
3,891.4433 |
4,091.9370 |
PP |
3,735.3333 |
3,735.3333 |
3,735.3333 |
3,775.4220 |
S1 |
3,574.9787 |
3,574.9787 |
3,811.3667 |
3,655.1560 |
S2 |
3,298.5523 |
3,298.5523 |
3,771.3285 |
|
S3 |
2,861.7713 |
3,138.1977 |
3,731.2902 |
|
S4 |
2,424.9903 |
2,701.4167 |
3,611.1755 |
|
|
Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,108.0517 |
4,878.7113 |
3,768.4569 |
|
R3 |
4,500.5247 |
4,271.1843 |
3,601.3869 |
|
R2 |
3,892.9977 |
3,892.9977 |
3,545.6970 |
|
R1 |
3,663.6573 |
3,663.6573 |
3,490.0070 |
3,778.3275 |
PP |
3,285.4707 |
3,285.4707 |
3,285.4707 |
3,342.8058 |
S1 |
3,056.1303 |
3,056.1303 |
3,378.6270 |
3,170.8005 |
S2 |
2,677.9437 |
2,677.9437 |
3,322.9371 |
|
S3 |
2,070.4167 |
2,448.6033 |
3,267.2471 |
|
S4 |
1,462.8897 |
1,841.0763 |
3,100.1772 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,895.6880 |
3,233.2610 |
662.4270 |
17.2% |
316.5858 |
8.2% |
93% |
True |
False |
269,530 |
10 |
3,895.6880 |
2,907.2840 |
988.4040 |
25.7% |
244.0706 |
6.3% |
96% |
True |
False |
245,997 |
20 |
3,895.6880 |
2,353.4520 |
1,542.2360 |
40.0% |
177.7426 |
4.6% |
97% |
True |
False |
222,460 |
40 |
3,895.6880 |
2,170.7140 |
1,724.9740 |
44.8% |
144.7820 |
3.8% |
97% |
True |
False |
192,997 |
60 |
3,895.6880 |
2,111.1450 |
1,784.5430 |
46.3% |
137.6126 |
3.6% |
98% |
True |
False |
192,790 |
80 |
3,895.6880 |
1,883.7550 |
2,011.9330 |
52.2% |
130.3263 |
3.4% |
98% |
True |
False |
194,792 |
100 |
3,895.6880 |
1,523.0770 |
2,372.6110 |
61.6% |
117.4555 |
3.0% |
98% |
True |
False |
186,851 |
120 |
3,895.6880 |
1,523.0770 |
2,372.6110 |
61.6% |
105.5022 |
2.7% |
98% |
True |
False |
174,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,752.0073 |
2.618 |
5,039.1807 |
1.618 |
4,602.3997 |
1.000 |
4,332.4690 |
0.618 |
4,165.6187 |
HIGH |
3,895.6880 |
0.618 |
3,728.8377 |
0.500 |
3,677.2975 |
0.382 |
3,625.7573 |
LOW |
3,458.9070 |
0.618 |
3,188.9763 |
1.000 |
3,022.1260 |
1.618 |
2,752.1953 |
2.618 |
2,315.4143 |
4.250 |
1,602.5878 |
|
|
Fisher Pivots for day following 06-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
3,793.3692 |
3,755.7615 |
PP |
3,735.3333 |
3,660.1180 |
S1 |
3,677.2975 |
3,564.4745 |
|