| 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 |
18,041.00 |
18,279.00 |
238.00 |
1.3% |
18,336.00 |
| High |
18,360.00 |
18,436.50 |
76.50 |
0.4% |
18,436.50 |
| Low |
17,915.75 |
18,012.50 |
96.75 |
0.5% |
17,832.50 |
| Close |
18,316.25 |
18,046.75 |
-269.50 |
-1.5% |
18,046.75 |
| Range |
444.25 |
424.00 |
-20.25 |
-4.6% |
604.00 |
| ATR |
275.76 |
286.35 |
10.59 |
3.8% |
0.00 |
| Volume |
758,499 |
1,048,847 |
290,348 |
38.3% |
3,986,676 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,437.25 |
19,166.00 |
18,280.00 |
|
| R3 |
19,013.25 |
18,742.00 |
18,163.25 |
|
| R2 |
18,589.25 |
18,589.25 |
18,124.50 |
|
| R1 |
18,318.00 |
18,318.00 |
18,085.50 |
18,241.50 |
| PP |
18,165.25 |
18,165.25 |
18,165.25 |
18,127.00 |
| S1 |
17,894.00 |
17,894.00 |
18,008.00 |
17,817.50 |
| S2 |
17,741.25 |
17,741.25 |
17,969.00 |
|
| S3 |
17,317.25 |
17,470.00 |
17,930.25 |
|
| S4 |
16,893.25 |
17,046.00 |
17,813.50 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,917.25 |
19,586.00 |
18,379.00 |
|
| R3 |
19,313.25 |
18,982.00 |
18,212.75 |
|
| R2 |
18,709.25 |
18,709.25 |
18,157.50 |
|
| R1 |
18,378.00 |
18,378.00 |
18,102.00 |
18,241.50 |
| PP |
18,105.25 |
18,105.25 |
18,105.25 |
18,037.00 |
| S1 |
17,774.00 |
17,774.00 |
17,991.50 |
17,637.50 |
| S2 |
17,501.25 |
17,501.25 |
17,936.00 |
|
| S3 |
16,897.25 |
17,170.00 |
17,880.75 |
|
| S4 |
16,293.25 |
16,566.00 |
17,714.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
18,436.50 |
17,832.50 |
604.00 |
3.3% |
332.50 |
1.8% |
35% |
True |
False |
797,335 |
| 10 |
18,436.50 |
17,826.00 |
610.50 |
3.4% |
273.25 |
1.5% |
36% |
True |
False |
695,369 |
| 20 |
18,436.50 |
17,372.75 |
1,063.75 |
5.9% |
280.75 |
1.6% |
63% |
True |
False |
698,976 |
| 40 |
18,436.50 |
16,689.25 |
1,747.25 |
9.7% |
260.50 |
1.4% |
78% |
True |
False |
685,568 |
| 60 |
18,436.50 |
16,334.25 |
2,102.25 |
11.6% |
242.50 |
1.3% |
81% |
True |
False |
644,569 |
| 80 |
18,436.50 |
15,662.50 |
2,774.00 |
15.4% |
233.00 |
1.3% |
86% |
True |
False |
494,044 |
| 100 |
18,436.50 |
14,322.75 |
4,113.75 |
22.8% |
238.00 |
1.3% |
91% |
True |
False |
395,478 |
| 120 |
18,436.50 |
14,322.75 |
4,113.75 |
22.8% |
242.00 |
1.3% |
91% |
True |
False |
329,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,238.50 |
|
2.618 |
19,546.50 |
|
1.618 |
19,122.50 |
|
1.000 |
18,860.50 |
|
0.618 |
18,698.50 |
|
HIGH |
18,436.50 |
|
0.618 |
18,274.50 |
|
0.500 |
18,224.50 |
|
0.382 |
18,174.50 |
|
LOW |
18,012.50 |
|
0.618 |
17,750.50 |
|
1.000 |
17,588.50 |
|
1.618 |
17,326.50 |
|
2.618 |
16,902.50 |
|
4.250 |
16,210.50 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
18,224.50 |
18,176.00 |
| PP |
18,165.25 |
18,133.00 |
| S1 |
18,106.00 |
18,090.00 |
|