Trading Metrics calculated at close of trading on 05-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
4,911.0 |
4,918.0 |
7.0 |
0.1% |
4,880.0 |
High |
4,930.0 |
4,920.0 |
-10.0 |
-0.2% |
4,921.0 |
Low |
4,904.0 |
4,871.0 |
-33.0 |
-0.7% |
4,862.0 |
Close |
4,918.0 |
4,897.0 |
-21.0 |
-0.4% |
4,901.0 |
Range |
26.0 |
49.0 |
23.0 |
88.5% |
59.0 |
ATR |
42.7 |
43.2 |
0.4 |
1.0% |
0.0 |
Volume |
583,063 |
703,112 |
120,049 |
20.6% |
3,361,118 |
|
Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,043.0 |
5,019.0 |
4,924.0 |
|
R3 |
4,994.0 |
4,970.0 |
4,910.5 |
|
R2 |
4,945.0 |
4,945.0 |
4,906.0 |
|
R1 |
4,921.0 |
4,921.0 |
4,901.5 |
4,908.5 |
PP |
4,896.0 |
4,896.0 |
4,896.0 |
4,889.8 |
S1 |
4,872.0 |
4,872.0 |
4,892.5 |
4,859.5 |
S2 |
4,847.0 |
4,847.0 |
4,888.0 |
|
S3 |
4,798.0 |
4,823.0 |
4,883.5 |
|
S4 |
4,749.0 |
4,774.0 |
4,870.1 |
|
|
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 |
4,930.0 |
4,871.0 |
59.0 |
1.2% |
33.2 |
0.7% |
44% |
False |
True |
724,173 |
10 |
4,930.0 |
4,769.0 |
161.0 |
3.3% |
36.7 |
0.7% |
80% |
False |
False |
700,348 |
20 |
4,930.0 |
4,671.0 |
259.0 |
5.3% |
39.2 |
0.8% |
87% |
False |
False |
690,215 |
40 |
4,930.0 |
4,402.0 |
528.0 |
10.8% |
45.2 |
0.9% |
94% |
False |
False |
697,124 |
60 |
4,930.0 |
4,402.0 |
528.0 |
10.8% |
45.4 |
0.9% |
94% |
False |
False |
692,443 |
80 |
4,930.0 |
4,178.0 |
752.0 |
15.4% |
42.2 |
0.9% |
96% |
False |
False |
522,887 |
100 |
4,930.0 |
4,034.0 |
896.0 |
18.3% |
42.3 |
0.9% |
96% |
False |
False |
418,758 |
120 |
4,930.0 |
4,034.0 |
896.0 |
18.3% |
41.8 |
0.9% |
96% |
False |
False |
349,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,128.3 |
2.618 |
5,048.3 |
1.618 |
4,999.3 |
1.000 |
4,969.0 |
0.618 |
4,950.3 |
HIGH |
4,920.0 |
0.618 |
4,901.3 |
0.500 |
4,895.5 |
0.382 |
4,889.7 |
LOW |
4,871.0 |
0.618 |
4,840.7 |
1.000 |
4,822.0 |
1.618 |
4,791.7 |
2.618 |
4,742.7 |
4.250 |
4,662.8 |
|
|
Fisher Pivots for day following 05-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,896.5 |
4,900.5 |
PP |
4,896.0 |
4,899.3 |
S1 |
4,895.5 |
4,898.2 |
|