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 |
5,072.00 |
5,101.50 |
29.50 |
0.6% |
5,095.00 |
High |
5,114.50 |
5,149.25 |
34.75 |
0.7% |
5,149.25 |
Low |
5,060.00 |
5,089.25 |
29.25 |
0.6% |
5,060.00 |
Close |
5,103.75 |
5,146.00 |
42.25 |
0.8% |
5,146.00 |
Range |
54.50 |
60.00 |
5.50 |
10.1% |
89.25 |
ATR |
48.79 |
49.59 |
0.80 |
1.6% |
0.00 |
Volume |
1,790,702 |
1,597,331 |
-193,371 |
-10.8% |
6,710,545 |
|
Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,308.25 |
5,287.00 |
5,179.00 |
|
R3 |
5,248.25 |
5,227.00 |
5,162.50 |
|
R2 |
5,188.25 |
5,188.25 |
5,157.00 |
|
R1 |
5,167.00 |
5,167.00 |
5,151.50 |
5,177.50 |
PP |
5,128.25 |
5,128.25 |
5,128.25 |
5,133.50 |
S1 |
5,107.00 |
5,107.00 |
5,140.50 |
5,117.50 |
S2 |
5,068.25 |
5,068.25 |
5,135.00 |
|
S3 |
5,008.25 |
5,047.00 |
5,129.50 |
|
S4 |
4,948.25 |
4,987.00 |
5,113.00 |
|
|
Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,386.25 |
5,355.25 |
5,195.00 |
|
R3 |
5,297.00 |
5,266.00 |
5,170.50 |
|
R2 |
5,207.75 |
5,207.75 |
5,162.25 |
|
R1 |
5,176.75 |
5,176.75 |
5,154.25 |
5,192.25 |
PP |
5,118.50 |
5,118.50 |
5,118.50 |
5,126.00 |
S1 |
5,087.50 |
5,087.50 |
5,137.75 |
5,103.00 |
S2 |
5,029.25 |
5,029.25 |
5,129.75 |
|
S3 |
4,940.00 |
4,998.25 |
5,121.50 |
|
S4 |
4,850.75 |
4,909.00 |
5,097.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,149.25 |
5,060.00 |
89.25 |
1.7% |
40.00 |
0.8% |
96% |
True |
False |
1,342,109 |
10 |
5,149.25 |
4,959.00 |
190.25 |
3.7% |
49.25 |
1.0% |
98% |
True |
False |
1,441,270 |
20 |
5,149.25 |
4,925.75 |
223.50 |
4.3% |
48.25 |
0.9% |
99% |
True |
False |
1,446,828 |
40 |
5,149.25 |
4,702.00 |
447.25 |
8.7% |
49.25 |
1.0% |
99% |
True |
False |
1,505,449 |
60 |
5,149.25 |
4,599.00 |
550.25 |
10.7% |
47.00 |
0.9% |
99% |
True |
False |
1,439,976 |
80 |
5,149.25 |
4,402.00 |
747.25 |
14.5% |
45.25 |
0.9% |
100% |
True |
False |
1,082,036 |
100 |
5,149.25 |
4,167.50 |
981.75 |
19.1% |
48.75 |
0.9% |
100% |
True |
False |
866,492 |
120 |
5,149.25 |
4,167.50 |
981.75 |
19.1% |
50.25 |
1.0% |
100% |
True |
False |
722,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,404.25 |
2.618 |
5,306.25 |
1.618 |
5,246.25 |
1.000 |
5,209.25 |
0.618 |
5,186.25 |
HIGH |
5,149.25 |
0.618 |
5,126.25 |
0.500 |
5,119.25 |
0.382 |
5,112.25 |
LOW |
5,089.25 |
0.618 |
5,052.25 |
1.000 |
5,029.25 |
1.618 |
4,992.25 |
2.618 |
4,932.25 |
4.250 |
4,834.25 |
|
|
Fisher Pivots for day following 01-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,137.00 |
5,132.25 |
PP |
5,128.25 |
5,118.50 |
S1 |
5,119.25 |
5,104.50 |
|