| 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 |
5,133.75 |
5,091.00 |
-42.75 |
-0.8% |
5,095.00 |
| High |
5,135.50 |
5,134.50 |
-1.00 |
0.0% |
5,149.25 |
| Low |
5,063.00 |
5,083.75 |
20.75 |
0.4% |
5,060.00 |
| Close |
5,085.75 |
5,111.75 |
26.00 |
0.5% |
5,146.00 |
| Range |
72.50 |
50.75 |
-21.75 |
-30.0% |
89.25 |
| ATR |
49.84 |
49.91 |
0.06 |
0.1% |
0.00 |
| Volume |
1,885,769 |
1,996,223 |
110,454 |
5.9% |
6,710,545 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,262.25 |
5,237.75 |
5,139.75 |
|
| R3 |
5,211.50 |
5,187.00 |
5,125.75 |
|
| R2 |
5,160.75 |
5,160.75 |
5,121.00 |
|
| R1 |
5,136.25 |
5,136.25 |
5,116.50 |
5,148.50 |
| PP |
5,110.00 |
5,110.00 |
5,110.00 |
5,116.00 |
| S1 |
5,085.50 |
5,085.50 |
5,107.00 |
5,097.75 |
| S2 |
5,059.25 |
5,059.25 |
5,102.50 |
|
| S3 |
5,008.50 |
5,034.75 |
5,097.75 |
|
| S4 |
4,957.75 |
4,984.00 |
5,083.75 |
|
|
| 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% |
52.75 |
1.0% |
53% |
False |
False |
1,695,613 |
| 10 |
5,157.75 |
5,015.25 |
142.50 |
2.8% |
47.25 |
0.9% |
68% |
False |
False |
1,487,949 |
| 20 |
5,157.75 |
4,936.50 |
221.25 |
4.3% |
48.75 |
1.0% |
79% |
False |
False |
1,464,835 |
| 40 |
5,157.75 |
4,746.25 |
411.50 |
8.1% |
48.25 |
0.9% |
89% |
False |
False |
1,518,192 |
| 60 |
5,157.75 |
4,614.25 |
543.50 |
10.6% |
47.50 |
0.9% |
92% |
False |
False |
1,517,633 |
| 80 |
5,157.75 |
4,402.00 |
755.75 |
14.8% |
46.00 |
0.9% |
94% |
False |
False |
1,145,591 |
| 100 |
5,157.75 |
4,167.50 |
990.25 |
19.4% |
48.50 |
1.0% |
95% |
False |
False |
917,326 |
| 120 |
5,157.75 |
4,167.50 |
990.25 |
19.4% |
50.50 |
1.0% |
95% |
False |
False |
764,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,350.25 |
|
2.618 |
5,267.25 |
|
1.618 |
5,216.50 |
|
1.000 |
5,185.25 |
|
0.618 |
5,165.75 |
|
HIGH |
5,134.50 |
|
0.618 |
5,115.00 |
|
0.500 |
5,109.00 |
|
0.382 |
5,103.25 |
|
LOW |
5,083.75 |
|
0.618 |
5,052.50 |
|
1.000 |
5,033.00 |
|
1.618 |
5,001.75 |
|
2.618 |
4,951.00 |
|
4.250 |
4,868.00 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,111.00 |
5,111.25 |
| PP |
5,110.00 |
5,110.75 |
| S1 |
5,109.00 |
5,110.50 |
|