| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
5,101.50 |
5,142.00 |
40.50 |
0.8% |
5,095.00 |
| High |
5,149.25 |
5,157.75 |
8.50 |
0.2% |
5,149.25 |
| Low |
5,089.25 |
5,132.00 |
42.75 |
0.8% |
5,060.00 |
| Close |
5,146.00 |
5,138.25 |
-7.75 |
-0.2% |
5,146.00 |
| Range |
60.00 |
25.75 |
-34.25 |
-57.1% |
89.25 |
| ATR |
49.59 |
47.89 |
-1.70 |
-3.4% |
0.00 |
| Volume |
1,597,331 |
1,208,040 |
-389,291 |
-24.4% |
6,710,545 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,220.00 |
5,204.75 |
5,152.50 |
|
| R3 |
5,194.25 |
5,179.00 |
5,145.25 |
|
| R2 |
5,168.50 |
5,168.50 |
5,143.00 |
|
| R1 |
5,153.25 |
5,153.25 |
5,140.50 |
5,148.00 |
| PP |
5,142.75 |
5,142.75 |
5,142.75 |
5,140.00 |
| S1 |
5,127.50 |
5,127.50 |
5,136.00 |
5,122.25 |
| S2 |
5,117.00 |
5,117.00 |
5,133.50 |
|
| S3 |
5,091.25 |
5,101.75 |
5,131.25 |
|
| S4 |
5,065.50 |
5,076.00 |
5,124.00 |
|
|
| 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 |
5,157.75 |
5,060.00 |
97.75 |
1.9% |
38.75 |
0.8% |
80% |
True |
False |
1,364,780 |
| 10 |
5,157.75 |
4,959.00 |
198.75 |
3.9% |
47.25 |
0.9% |
90% |
True |
False |
1,409,301 |
| 20 |
5,157.75 |
4,936.50 |
221.25 |
4.3% |
46.00 |
0.9% |
91% |
True |
False |
1,409,341 |
| 40 |
5,157.75 |
4,702.00 |
455.75 |
8.9% |
48.75 |
1.0% |
96% |
True |
False |
1,500,766 |
| 60 |
5,157.75 |
4,599.00 |
558.75 |
10.9% |
47.00 |
0.9% |
97% |
True |
False |
1,458,978 |
| 80 |
5,157.75 |
4,402.00 |
755.75 |
14.7% |
45.25 |
0.9% |
97% |
True |
False |
1,097,114 |
| 100 |
5,157.75 |
4,167.50 |
990.25 |
19.3% |
48.25 |
0.9% |
98% |
True |
False |
878,549 |
| 120 |
5,157.75 |
4,167.50 |
990.25 |
19.3% |
50.00 |
1.0% |
98% |
True |
False |
732,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,267.25 |
|
2.618 |
5,225.25 |
|
1.618 |
5,199.50 |
|
1.000 |
5,183.50 |
|
0.618 |
5,173.75 |
|
HIGH |
5,157.75 |
|
0.618 |
5,148.00 |
|
0.500 |
5,145.00 |
|
0.382 |
5,141.75 |
|
LOW |
5,132.00 |
|
0.618 |
5,116.00 |
|
1.000 |
5,106.25 |
|
1.618 |
5,090.25 |
|
2.618 |
5,064.50 |
|
4.250 |
5,022.50 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,145.00 |
5,128.50 |
| PP |
5,142.75 |
5,118.75 |
| S1 |
5,140.50 |
5,109.00 |
|