| 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 |
2,114.69 |
2,127.96 |
13.27 |
0.6% |
2,032.85 |
| High |
2,135.92 |
2,150.10 |
14.18 |
0.7% |
2,087.68 |
| Low |
2,111.24 |
2,124.31 |
13.07 |
0.6% |
2,025.08 |
| Close |
2,127.90 |
2,148.22 |
20.32 |
1.0% |
2,083.77 |
| Range |
24.68 |
25.79 |
1.11 |
4.5% |
62.60 |
| ATR |
21.23 |
21.55 |
0.33 |
1.5% |
0.00 |
| Volume |
5,254 |
5,396 |
142 |
2.7% |
28,435 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,218.25 |
2,209.02 |
2,162.40 |
|
| R3 |
2,192.46 |
2,183.23 |
2,155.31 |
|
| R2 |
2,166.67 |
2,166.67 |
2,152.95 |
|
| R1 |
2,157.44 |
2,157.44 |
2,150.58 |
2,162.06 |
| PP |
2,140.88 |
2,140.88 |
2,140.88 |
2,143.18 |
| S1 |
2,131.65 |
2,131.65 |
2,145.86 |
2,136.27 |
| S2 |
2,115.09 |
2,115.09 |
2,143.49 |
|
| S3 |
2,089.30 |
2,105.86 |
2,141.13 |
|
| S4 |
2,063.51 |
2,080.07 |
2,134.04 |
|
|
| 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 |
2,150.10 |
2,028.75 |
121.35 |
5.6% |
31.72 |
1.5% |
98% |
True |
False |
5,478 |
| 10 |
2,150.10 |
2,016.41 |
133.69 |
6.2% |
22.81 |
1.1% |
99% |
True |
False |
5,586 |
| 20 |
2,150.10 |
1,986.16 |
163.94 |
7.6% |
19.56 |
0.9% |
99% |
True |
False |
5,640 |
| 40 |
2,150.10 |
1,986.16 |
163.94 |
7.6% |
19.91 |
0.9% |
99% |
True |
False |
5,545 |
| 60 |
2,150.10 |
1,973.95 |
176.15 |
8.2% |
21.16 |
1.0% |
99% |
True |
False |
5,514 |
| 80 |
2,150.10 |
1,933.24 |
216.86 |
10.1% |
21.95 |
1.0% |
99% |
True |
False |
5,503 |
| 100 |
2,150.10 |
1,868.42 |
281.68 |
13.1% |
22.13 |
1.0% |
99% |
True |
False |
5,507 |
| 120 |
2,150.10 |
1,812.39 |
337.71 |
15.7% |
21.28 |
1.0% |
99% |
True |
False |
5,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,259.71 |
|
2.618 |
2,217.62 |
|
1.618 |
2,191.83 |
|
1.000 |
2,175.89 |
|
0.618 |
2,166.04 |
|
HIGH |
2,150.10 |
|
0.618 |
2,140.25 |
|
0.500 |
2,137.21 |
|
0.382 |
2,134.16 |
|
LOW |
2,124.31 |
|
0.618 |
2,108.37 |
|
1.000 |
2,098.52 |
|
1.618 |
2,082.58 |
|
2.618 |
2,056.79 |
|
4.250 |
2,014.70 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,144.55 |
2,137.12 |
| PP |
2,140.88 |
2,126.02 |
| S1 |
2,137.21 |
2,114.92 |
|