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 |
4,883.0 |
4,906.0 |
23.0 |
0.5% |
4,880.0 |
High |
4,908.0 |
4,921.0 |
13.0 |
0.3% |
4,921.0 |
Low |
4,873.0 |
4,880.0 |
7.0 |
0.1% |
4,862.0 |
Close |
4,894.0 |
4,901.0 |
7.0 |
0.1% |
4,901.0 |
Range |
35.0 |
41.0 |
6.0 |
17.1% |
59.0 |
ATR |
44.0 |
43.8 |
-0.2 |
-0.5% |
0.0 |
Volume |
961,324 |
780,378 |
-180,946 |
-18.8% |
3,361,118 |
|
Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,023.7 |
5,003.3 |
4,923.6 |
|
R3 |
4,982.7 |
4,962.3 |
4,912.3 |
|
R2 |
4,941.7 |
4,941.7 |
4,908.5 |
|
R1 |
4,921.3 |
4,921.3 |
4,904.8 |
4,911.0 |
PP |
4,900.7 |
4,900.7 |
4,900.7 |
4,895.5 |
S1 |
4,880.3 |
4,880.3 |
4,897.2 |
4,870.0 |
S2 |
4,859.7 |
4,859.7 |
4,893.5 |
|
S3 |
4,818.7 |
4,839.3 |
4,889.7 |
|
S4 |
4,777.7 |
4,798.3 |
4,878.5 |
|
|
Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,071.7 |
5,045.3 |
4,933.5 |
|
R3 |
5,012.7 |
4,986.3 |
4,917.2 |
|
R2 |
4,953.7 |
4,953.7 |
4,911.8 |
|
R1 |
4,927.3 |
4,927.3 |
4,906.4 |
4,940.5 |
PP |
4,894.7 |
4,894.7 |
4,894.7 |
4,901.3 |
S1 |
4,868.3 |
4,868.3 |
4,895.6 |
4,881.5 |
S2 |
4,835.7 |
4,835.7 |
4,890.2 |
|
S3 |
4,776.7 |
4,809.3 |
4,884.8 |
|
S4 |
4,717.7 |
4,750.3 |
4,868.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,921.0 |
4,862.0 |
59.0 |
1.2% |
29.0 |
0.6% |
66% |
True |
False |
672,223 |
10 |
4,921.0 |
4,760.0 |
161.0 |
3.3% |
35.0 |
0.7% |
88% |
True |
False |
699,927 |
20 |
4,921.0 |
4,654.0 |
267.0 |
5.4% |
38.9 |
0.8% |
93% |
True |
False |
692,279 |
40 |
4,921.0 |
4,402.0 |
519.0 |
10.6% |
45.8 |
0.9% |
96% |
True |
False |
697,289 |
60 |
4,921.0 |
4,402.0 |
519.0 |
10.6% |
45.4 |
0.9% |
96% |
True |
False |
673,302 |
80 |
4,921.0 |
4,178.0 |
743.0 |
15.2% |
42.1 |
0.9% |
97% |
True |
False |
506,812 |
100 |
4,921.0 |
4,034.0 |
887.0 |
18.1% |
42.5 |
0.9% |
98% |
True |
False |
405,897 |
120 |
4,921.0 |
4,034.0 |
887.0 |
18.1% |
41.1 |
0.8% |
98% |
True |
False |
338,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,095.3 |
2.618 |
5,028.3 |
1.618 |
4,987.3 |
1.000 |
4,962.0 |
0.618 |
4,946.3 |
HIGH |
4,921.0 |
0.618 |
4,905.3 |
0.500 |
4,900.5 |
0.382 |
4,895.7 |
LOW |
4,880.0 |
0.618 |
4,854.7 |
1.000 |
4,839.0 |
1.618 |
4,813.7 |
2.618 |
4,772.7 |
4.250 |
4,705.8 |
|
|
Fisher Pivots for day following 01-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,900.8 |
4,899.7 |
PP |
4,900.7 |
4,898.3 |
S1 |
4,900.5 |
4,897.0 |
|