| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
17,605.0 |
17,770.0 |
165.0 |
0.9% |
17,458.0 |
| High |
17,780.0 |
17,847.0 |
67.0 |
0.4% |
17,847.0 |
| Low |
17,605.0 |
17,718.0 |
113.0 |
0.6% |
17,412.0 |
| Close |
17,748.0 |
17,764.0 |
16.0 |
0.1% |
17,764.0 |
| Range |
175.0 |
129.0 |
-46.0 |
-26.3% |
435.0 |
| ATR |
155.7 |
153.8 |
-1.9 |
-1.2% |
0.0 |
| Volume |
57,096 |
53,373 |
-3,723 |
-6.5% |
225,943 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,163.3 |
18,092.7 |
17,835.0 |
|
| R3 |
18,034.3 |
17,963.7 |
17,799.5 |
|
| R2 |
17,905.3 |
17,905.3 |
17,787.7 |
|
| R1 |
17,834.7 |
17,834.7 |
17,775.8 |
17,805.5 |
| PP |
17,776.3 |
17,776.3 |
17,776.3 |
17,761.8 |
| S1 |
17,705.7 |
17,705.7 |
17,752.2 |
17,676.5 |
| S2 |
17,647.3 |
17,647.3 |
17,740.4 |
|
| S3 |
17,518.3 |
17,576.7 |
17,728.5 |
|
| S4 |
17,389.3 |
17,447.7 |
17,693.1 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,979.3 |
18,806.7 |
18,003.3 |
|
| R3 |
18,544.3 |
18,371.7 |
17,883.6 |
|
| R2 |
18,109.3 |
18,109.3 |
17,843.8 |
|
| R1 |
17,936.7 |
17,936.7 |
17,803.9 |
18,023.0 |
| PP |
17,674.3 |
17,674.3 |
17,674.3 |
17,717.5 |
| S1 |
17,501.7 |
17,501.7 |
17,724.1 |
17,588.0 |
| S2 |
17,239.3 |
17,239.3 |
17,684.3 |
|
| S3 |
16,804.3 |
17,066.7 |
17,644.4 |
|
| S4 |
16,369.3 |
16,631.7 |
17,524.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,847.0 |
17,412.0 |
435.0 |
2.4% |
134.0 |
0.8% |
81% |
True |
False |
45,188 |
| 10 |
17,847.0 |
17,069.0 |
778.0 |
4.4% |
133.5 |
0.8% |
89% |
True |
False |
47,592 |
| 20 |
17,847.0 |
16,847.0 |
1,000.0 |
5.6% |
140.4 |
0.8% |
92% |
True |
False |
48,553 |
| 40 |
17,847.0 |
16,464.0 |
1,383.0 |
7.8% |
155.0 |
0.9% |
94% |
True |
False |
50,753 |
| 60 |
17,847.0 |
16,464.0 |
1,383.0 |
7.8% |
156.2 |
0.9% |
94% |
True |
False |
46,018 |
| 80 |
17,847.0 |
15,325.0 |
2,522.0 |
14.2% |
141.2 |
0.8% |
97% |
True |
False |
34,533 |
| 100 |
17,847.0 |
14,836.0 |
3,011.0 |
17.0% |
134.8 |
0.8% |
97% |
True |
False |
27,633 |
| 120 |
17,847.0 |
14,836.0 |
3,011.0 |
17.0% |
127.3 |
0.7% |
97% |
True |
False |
23,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,395.3 |
|
2.618 |
18,184.7 |
|
1.618 |
18,055.7 |
|
1.000 |
17,976.0 |
|
0.618 |
17,926.7 |
|
HIGH |
17,847.0 |
|
0.618 |
17,797.7 |
|
0.500 |
17,782.5 |
|
0.382 |
17,767.3 |
|
LOW |
17,718.0 |
|
0.618 |
17,638.3 |
|
1.000 |
17,589.0 |
|
1.618 |
17,509.3 |
|
2.618 |
17,380.3 |
|
4.250 |
17,169.8 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,782.5 |
17,749.0 |
| PP |
17,776.3 |
17,734.0 |
| S1 |
17,770.2 |
17,719.0 |
|