Trading Metrics calculated at close of trading on 07-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
5,091.00 |
5,114.25 |
23.25 |
0.5% |
5,095.00 |
High |
5,134.50 |
5,170.50 |
36.00 |
0.7% |
5,149.25 |
Low |
5,083.75 |
5,086.50 |
2.75 |
0.1% |
5,060.00 |
Close |
5,111.75 |
5,161.75 |
50.00 |
1.0% |
5,146.00 |
Range |
50.75 |
84.00 |
33.25 |
65.5% |
89.25 |
ATR |
49.91 |
52.34 |
2.44 |
4.9% |
0.00 |
Volume |
1,996,223 |
1,791,666 |
-204,557 |
-10.2% |
6,710,545 |
|
Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,391.50 |
5,360.75 |
5,208.00 |
|
R3 |
5,307.50 |
5,276.75 |
5,184.75 |
|
R2 |
5,223.50 |
5,223.50 |
5,177.25 |
|
R1 |
5,192.75 |
5,192.75 |
5,169.50 |
5,208.00 |
PP |
5,139.50 |
5,139.50 |
5,139.50 |
5,147.25 |
S1 |
5,108.75 |
5,108.75 |
5,154.00 |
5,124.00 |
S2 |
5,055.50 |
5,055.50 |
5,146.25 |
|
S3 |
4,971.50 |
5,024.75 |
5,138.75 |
|
S4 |
4,887.50 |
4,940.75 |
5,115.50 |
|
|
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 |
5,170.50 |
5,063.00 |
107.50 |
2.1% |
58.50 |
1.1% |
92% |
True |
False |
1,695,805 |
10 |
5,170.50 |
5,060.00 |
110.50 |
2.1% |
46.50 |
0.9% |
92% |
True |
False |
1,493,229 |
20 |
5,170.50 |
4,936.50 |
234.00 |
4.5% |
50.50 |
1.0% |
96% |
True |
False |
1,487,610 |
40 |
5,170.50 |
4,746.25 |
424.25 |
8.2% |
49.50 |
1.0% |
98% |
True |
False |
1,528,756 |
60 |
5,170.50 |
4,652.00 |
518.50 |
10.0% |
48.00 |
0.9% |
98% |
True |
False |
1,525,295 |
80 |
5,170.50 |
4,402.00 |
768.50 |
14.9% |
46.25 |
0.9% |
99% |
True |
False |
1,167,958 |
100 |
5,170.50 |
4,167.50 |
1,003.00 |
19.4% |
48.75 |
0.9% |
99% |
True |
False |
935,224 |
120 |
5,170.50 |
4,167.50 |
1,003.00 |
19.4% |
51.00 |
1.0% |
99% |
True |
False |
779,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,527.50 |
2.618 |
5,390.50 |
1.618 |
5,306.50 |
1.000 |
5,254.50 |
0.618 |
5,222.50 |
HIGH |
5,170.50 |
0.618 |
5,138.50 |
0.500 |
5,128.50 |
0.382 |
5,118.50 |
LOW |
5,086.50 |
0.618 |
5,034.50 |
1.000 |
5,002.50 |
1.618 |
4,950.50 |
2.618 |
4,866.50 |
4.250 |
4,729.50 |
|
|
Fisher Pivots for day following 07-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,150.75 |
5,146.75 |
PP |
5,139.50 |
5,131.75 |
S1 |
5,128.50 |
5,116.75 |
|