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 |
4,918.0 |
4,883.0 |
-35.0 |
-0.7% |
4,880.0 |
High |
4,920.0 |
4,936.0 |
16.0 |
0.3% |
4,921.0 |
Low |
4,871.0 |
4,883.0 |
12.0 |
0.2% |
4,862.0 |
Close |
4,897.0 |
4,922.0 |
25.0 |
0.5% |
4,901.0 |
Range |
49.0 |
53.0 |
4.0 |
8.2% |
59.0 |
ATR |
43.2 |
43.9 |
0.7 |
1.6% |
0.0 |
Volume |
703,112 |
819,528 |
116,416 |
16.6% |
3,361,118 |
|
Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,072.7 |
5,050.3 |
4,951.2 |
|
R3 |
5,019.7 |
4,997.3 |
4,936.6 |
|
R2 |
4,966.7 |
4,966.7 |
4,931.7 |
|
R1 |
4,944.3 |
4,944.3 |
4,926.9 |
4,955.5 |
PP |
4,913.7 |
4,913.7 |
4,913.7 |
4,919.3 |
S1 |
4,891.3 |
4,891.3 |
4,917.1 |
4,902.5 |
S2 |
4,860.7 |
4,860.7 |
4,912.3 |
|
S3 |
4,807.7 |
4,838.3 |
4,907.4 |
|
S4 |
4,754.7 |
4,785.3 |
4,892.9 |
|
|
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 |
4,936.0 |
4,871.0 |
65.0 |
1.3% |
40.8 |
0.8% |
78% |
True |
False |
769,481 |
10 |
4,936.0 |
4,808.0 |
128.0 |
2.6% |
38.2 |
0.8% |
89% |
True |
False |
729,129 |
20 |
4,936.0 |
4,671.0 |
265.0 |
5.4% |
39.8 |
0.8% |
95% |
True |
False |
701,122 |
40 |
4,936.0 |
4,402.0 |
534.0 |
10.8% |
44.8 |
0.9% |
97% |
True |
False |
705,015 |
60 |
4,936.0 |
4,402.0 |
534.0 |
10.8% |
45.7 |
0.9% |
97% |
True |
False |
704,416 |
80 |
4,936.0 |
4,178.0 |
758.0 |
15.4% |
42.6 |
0.9% |
98% |
True |
False |
533,131 |
100 |
4,936.0 |
4,034.0 |
902.0 |
18.3% |
42.5 |
0.9% |
98% |
True |
False |
426,953 |
120 |
4,936.0 |
4,034.0 |
902.0 |
18.3% |
42.2 |
0.9% |
98% |
True |
False |
355,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,161.3 |
2.618 |
5,074.8 |
1.618 |
5,021.8 |
1.000 |
4,989.0 |
0.618 |
4,968.8 |
HIGH |
4,936.0 |
0.618 |
4,915.8 |
0.500 |
4,909.5 |
0.382 |
4,903.2 |
LOW |
4,883.0 |
0.618 |
4,850.2 |
1.000 |
4,830.0 |
1.618 |
4,797.2 |
2.618 |
4,744.2 |
4.250 |
4,657.8 |
|
|
Fisher Pivots for day following 06-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,917.8 |
4,915.8 |
PP |
4,913.7 |
4,909.7 |
S1 |
4,909.5 |
4,903.5 |
|