| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,034.69 |
2,044.01 |
9.32 |
0.5% |
2,032.85 |
| High |
2,049.69 |
2,087.68 |
37.99 |
1.9% |
2,087.68 |
| Low |
2,028.75 |
2,039.52 |
10.77 |
0.5% |
2,025.08 |
| Close |
2,043.72 |
2,083.77 |
40.05 |
2.0% |
2,083.77 |
| Range |
20.94 |
48.16 |
27.22 |
130.0% |
62.60 |
| ATR |
17.37 |
19.57 |
2.20 |
12.7% |
0.00 |
| Volume |
5,729 |
5,514 |
-215 |
-3.8% |
28,435 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,214.80 |
2,197.45 |
2,110.26 |
|
| R3 |
2,166.64 |
2,149.29 |
2,097.01 |
|
| R2 |
2,118.48 |
2,118.48 |
2,092.60 |
|
| R1 |
2,101.13 |
2,101.13 |
2,088.18 |
2,109.81 |
| PP |
2,070.32 |
2,070.32 |
2,070.32 |
2,074.66 |
| S1 |
2,052.97 |
2,052.97 |
2,079.36 |
2,061.65 |
| S2 |
2,022.16 |
2,022.16 |
2,074.94 |
|
| S3 |
1,974.00 |
2,004.81 |
2,070.53 |
|
| S4 |
1,925.84 |
1,956.65 |
2,057.28 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,253.31 |
2,231.14 |
2,118.20 |
|
| R3 |
2,190.71 |
2,168.54 |
2,100.99 |
|
| R2 |
2,128.11 |
2,128.11 |
2,095.25 |
|
| R1 |
2,105.94 |
2,105.94 |
2,089.51 |
2,117.03 |
| PP |
2,065.51 |
2,065.51 |
2,065.51 |
2,071.05 |
| S1 |
2,043.34 |
2,043.34 |
2,078.03 |
2,054.43 |
| S2 |
2,002.91 |
2,002.91 |
2,072.29 |
|
| S3 |
1,940.31 |
1,980.74 |
2,066.56 |
|
| S4 |
1,877.71 |
1,918.14 |
2,049.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,087.68 |
2,025.08 |
62.60 |
3.0% |
20.14 |
1.0% |
94% |
True |
False |
5,687 |
| 10 |
2,087.68 |
1,996.67 |
91.01 |
4.4% |
18.22 |
0.9% |
96% |
True |
False |
5,687 |
| 20 |
2,087.68 |
1,986.16 |
101.52 |
4.9% |
18.47 |
0.9% |
96% |
True |
False |
5,655 |
| 40 |
2,087.68 |
1,986.16 |
101.52 |
4.9% |
19.46 |
0.9% |
96% |
True |
False |
5,543 |
| 60 |
2,088.26 |
1,973.95 |
114.31 |
5.5% |
20.70 |
1.0% |
96% |
False |
False |
5,508 |
| 80 |
2,122.65 |
1,933.24 |
189.41 |
9.1% |
21.56 |
1.0% |
79% |
False |
False |
5,515 |
| 100 |
2,122.65 |
1,832.61 |
290.04 |
13.9% |
21.82 |
1.0% |
87% |
False |
False |
5,512 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
14.9% |
20.81 |
1.0% |
87% |
False |
False |
5,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,292.36 |
|
2.618 |
2,213.76 |
|
1.618 |
2,165.60 |
|
1.000 |
2,135.84 |
|
0.618 |
2,117.44 |
|
HIGH |
2,087.68 |
|
0.618 |
2,069.28 |
|
0.500 |
2,063.60 |
|
0.382 |
2,057.92 |
|
LOW |
2,039.52 |
|
0.618 |
2,009.76 |
|
1.000 |
1,991.36 |
|
1.618 |
1,961.60 |
|
2.618 |
1,913.44 |
|
4.250 |
1,834.84 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,077.05 |
2,074.64 |
| PP |
2,070.32 |
2,065.51 |
| S1 |
2,063.60 |
2,056.38 |
|