| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
5,114.25 |
5,159.25 |
45.00 |
0.9% |
5,142.00 |
| High |
5,170.50 |
5,193.00 |
22.50 |
0.4% |
5,193.00 |
| Low |
5,086.50 |
5,121.75 |
35.25 |
0.7% |
5,063.00 |
| Close |
5,161.75 |
5,129.00 |
-32.75 |
-0.6% |
5,129.00 |
| Range |
84.00 |
71.25 |
-12.75 |
-15.2% |
130.00 |
| ATR |
52.34 |
53.69 |
1.35 |
2.6% |
0.00 |
| Volume |
1,791,666 |
2,786,680 |
995,014 |
55.5% |
9,668,378 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,361.75 |
5,316.50 |
5,168.25 |
|
| R3 |
5,290.50 |
5,245.25 |
5,148.50 |
|
| R2 |
5,219.25 |
5,219.25 |
5,142.00 |
|
| R1 |
5,174.00 |
5,174.00 |
5,135.50 |
5,161.00 |
| PP |
5,148.00 |
5,148.00 |
5,148.00 |
5,141.50 |
| S1 |
5,102.75 |
5,102.75 |
5,122.50 |
5,089.75 |
| S2 |
5,076.75 |
5,076.75 |
5,116.00 |
|
| S3 |
5,005.50 |
5,031.50 |
5,109.50 |
|
| S4 |
4,934.25 |
4,960.25 |
5,089.75 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,518.25 |
5,453.75 |
5,200.50 |
|
| R3 |
5,388.25 |
5,323.75 |
5,164.75 |
|
| R2 |
5,258.25 |
5,258.25 |
5,152.75 |
|
| R1 |
5,193.75 |
5,193.75 |
5,141.00 |
5,161.00 |
| PP |
5,128.25 |
5,128.25 |
5,128.25 |
5,112.00 |
| S1 |
5,063.75 |
5,063.75 |
5,117.00 |
5,031.00 |
| S2 |
4,998.25 |
4,998.25 |
5,105.25 |
|
| S3 |
4,868.25 |
4,933.75 |
5,093.25 |
|
| S4 |
4,738.25 |
4,803.75 |
5,057.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,193.00 |
5,063.00 |
130.00 |
2.5% |
60.75 |
1.2% |
51% |
True |
False |
1,933,675 |
| 10 |
5,193.00 |
5,060.00 |
133.00 |
2.6% |
50.50 |
1.0% |
52% |
True |
False |
1,637,892 |
| 20 |
5,193.00 |
4,936.50 |
256.50 |
5.0% |
53.25 |
1.0% |
75% |
True |
False |
1,577,073 |
| 40 |
5,193.00 |
4,746.25 |
446.75 |
8.7% |
50.25 |
1.0% |
86% |
True |
False |
1,563,978 |
| 60 |
5,193.00 |
4,662.25 |
530.75 |
10.3% |
48.75 |
0.9% |
88% |
True |
False |
1,535,585 |
| 80 |
5,193.00 |
4,455.75 |
737.25 |
14.4% |
46.00 |
0.9% |
91% |
True |
False |
1,202,736 |
| 100 |
5,193.00 |
4,167.50 |
1,025.50 |
20.0% |
48.75 |
0.9% |
94% |
True |
False |
963,061 |
| 120 |
5,193.00 |
4,167.50 |
1,025.50 |
20.0% |
51.00 |
1.0% |
94% |
True |
False |
802,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,495.75 |
|
2.618 |
5,379.50 |
|
1.618 |
5,308.25 |
|
1.000 |
5,264.25 |
|
0.618 |
5,237.00 |
|
HIGH |
5,193.00 |
|
0.618 |
5,165.75 |
|
0.500 |
5,157.50 |
|
0.382 |
5,149.00 |
|
LOW |
5,121.75 |
|
0.618 |
5,077.75 |
|
1.000 |
5,050.50 |
|
1.618 |
5,006.50 |
|
2.618 |
4,935.25 |
|
4.250 |
4,819.00 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,157.50 |
5,138.50 |
| PP |
5,148.00 |
5,135.25 |
| S1 |
5,138.50 |
5,132.00 |
|