| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,044.01 |
2,083.10 |
39.09 |
1.9% |
2,032.85 |
| High |
2,087.68 |
2,118.76 |
31.08 |
1.5% |
2,087.68 |
| Low |
2,039.52 |
2,079.74 |
40.22 |
2.0% |
2,025.08 |
| Close |
2,083.77 |
2,114.76 |
30.99 |
1.5% |
2,083.77 |
| Range |
48.16 |
39.02 |
-9.14 |
-19.0% |
62.60 |
| ATR |
19.57 |
20.96 |
1.39 |
7.1% |
0.00 |
| Volume |
5,514 |
5,497 |
-17 |
-0.3% |
28,435 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,221.48 |
2,207.14 |
2,136.22 |
|
| R3 |
2,182.46 |
2,168.12 |
2,125.49 |
|
| R2 |
2,143.44 |
2,143.44 |
2,121.91 |
|
| R1 |
2,129.10 |
2,129.10 |
2,118.34 |
2,136.27 |
| PP |
2,104.42 |
2,104.42 |
2,104.42 |
2,108.01 |
| S1 |
2,090.08 |
2,090.08 |
2,111.18 |
2,097.25 |
| S2 |
2,065.40 |
2,065.40 |
2,107.61 |
|
| S3 |
2,026.38 |
2,051.06 |
2,104.03 |
|
| S4 |
1,987.36 |
2,012.04 |
2,093.30 |
|
|
| 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 |
2,118.76 |
2,025.08 |
93.68 |
4.4% |
25.87 |
1.2% |
96% |
True |
False |
5,668 |
| 10 |
2,118.76 |
2,015.17 |
103.59 |
4.9% |
20.31 |
1.0% |
96% |
True |
False |
5,667 |
| 20 |
2,118.76 |
1,986.16 |
132.60 |
6.3% |
19.04 |
0.9% |
97% |
True |
False |
5,653 |
| 40 |
2,118.76 |
1,986.16 |
132.60 |
6.3% |
20.14 |
1.0% |
97% |
True |
False |
5,544 |
| 60 |
2,118.76 |
1,973.95 |
144.81 |
6.8% |
20.88 |
1.0% |
97% |
True |
False |
5,515 |
| 80 |
2,122.65 |
1,933.24 |
189.41 |
9.0% |
21.86 |
1.0% |
96% |
False |
False |
5,513 |
| 100 |
2,122.65 |
1,854.07 |
268.58 |
12.7% |
21.90 |
1.0% |
97% |
False |
False |
5,513 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
14.7% |
21.04 |
1.0% |
97% |
False |
False |
5,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,284.60 |
|
2.618 |
2,220.91 |
|
1.618 |
2,181.89 |
|
1.000 |
2,157.78 |
|
0.618 |
2,142.87 |
|
HIGH |
2,118.76 |
|
0.618 |
2,103.85 |
|
0.500 |
2,099.25 |
|
0.382 |
2,094.65 |
|
LOW |
2,079.74 |
|
0.618 |
2,055.63 |
|
1.000 |
2,040.72 |
|
1.618 |
2,016.61 |
|
2.618 |
1,977.59 |
|
4.250 |
1,913.91 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,109.59 |
2,101.09 |
| PP |
2,104.42 |
2,087.42 |
| S1 |
2,099.25 |
2,073.76 |
|