| 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 |
18,246.00 |
17,981.00 |
-265.00 |
-1.5% |
17,961.50 |
| High |
18,252.00 |
18,174.25 |
-77.75 |
-0.4% |
18,372.75 |
| Low |
17,832.50 |
17,942.50 |
110.00 |
0.6% |
17,826.00 |
| Close |
17,930.25 |
18,044.25 |
114.00 |
0.6% |
18,338.25 |
| Range |
419.50 |
231.75 |
-187.75 |
-44.8% |
546.75 |
| ATR |
264.24 |
262.80 |
-1.45 |
-0.5% |
0.00 |
| Volume |
803,857 |
806,131 |
2,274 |
0.3% |
2,967,018 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,749.00 |
18,628.25 |
18,171.75 |
|
| R3 |
18,517.25 |
18,396.50 |
18,108.00 |
|
| R2 |
18,285.50 |
18,285.50 |
18,086.75 |
|
| R1 |
18,164.75 |
18,164.75 |
18,065.50 |
18,225.00 |
| PP |
18,053.75 |
18,053.75 |
18,053.75 |
18,083.75 |
| S1 |
17,933.00 |
17,933.00 |
18,023.00 |
17,993.50 |
| S2 |
17,822.00 |
17,822.00 |
18,001.75 |
|
| S3 |
17,590.25 |
17,701.25 |
17,980.50 |
|
| S4 |
17,358.50 |
17,469.50 |
17,916.75 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,819.25 |
19,625.50 |
18,639.00 |
|
| R3 |
19,272.50 |
19,078.75 |
18,488.50 |
|
| R2 |
18,725.75 |
18,725.75 |
18,438.50 |
|
| R1 |
18,532.00 |
18,532.00 |
18,388.25 |
18,629.00 |
| PP |
18,179.00 |
18,179.00 |
18,179.00 |
18,227.50 |
| S1 |
17,985.25 |
17,985.25 |
18,288.25 |
18,082.00 |
| S2 |
17,632.25 |
17,632.25 |
18,238.00 |
|
| S3 |
17,085.50 |
17,438.50 |
18,188.00 |
|
| S4 |
16,538.75 |
16,891.75 |
18,037.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,377.75 |
17,826.00 |
551.75 |
3.1% |
284.25 |
1.6% |
40% |
False |
False |
699,726 |
| 10 |
18,377.75 |
17,675.75 |
702.00 |
3.9% |
247.50 |
1.4% |
52% |
False |
False |
656,530 |
| 20 |
18,377.75 |
17,372.75 |
1,005.00 |
5.6% |
254.75 |
1.4% |
67% |
False |
False |
662,844 |
| 40 |
18,377.75 |
16,657.75 |
1,720.00 |
9.5% |
248.50 |
1.4% |
81% |
False |
False |
669,300 |
| 60 |
18,377.75 |
16,098.00 |
2,279.75 |
12.6% |
235.25 |
1.3% |
85% |
False |
False |
626,888 |
| 80 |
18,377.75 |
15,401.25 |
2,976.50 |
16.5% |
230.00 |
1.3% |
89% |
False |
False |
471,489 |
| 100 |
18,377.75 |
14,322.75 |
4,055.00 |
22.5% |
235.00 |
1.3% |
92% |
False |
False |
377,423 |
| 120 |
18,377.75 |
14,322.75 |
4,055.00 |
22.5% |
239.25 |
1.3% |
92% |
False |
False |
314,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,159.25 |
|
2.618 |
18,781.00 |
|
1.618 |
18,549.25 |
|
1.000 |
18,406.00 |
|
0.618 |
18,317.50 |
|
HIGH |
18,174.25 |
|
0.618 |
18,085.75 |
|
0.500 |
18,058.50 |
|
0.382 |
18,031.00 |
|
LOW |
17,942.50 |
|
0.618 |
17,799.25 |
|
1.000 |
17,710.75 |
|
1.618 |
17,567.50 |
|
2.618 |
17,335.75 |
|
4.250 |
16,957.50 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
18,058.50 |
18,105.00 |
| PP |
18,053.75 |
18,084.75 |
| S1 |
18,049.00 |
18,064.50 |
|