| Trading Metrics calculated at close of trading on 05-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
17,774.0 |
17,721.0 |
-53.0 |
-0.3% |
17,458.0 |
| High |
17,794.0 |
17,773.0 |
-21.0 |
-0.1% |
17,847.0 |
| Low |
17,711.0 |
17,649.0 |
-62.0 |
-0.4% |
17,412.0 |
| Close |
17,743.0 |
17,719.0 |
-24.0 |
-0.1% |
17,764.0 |
| Range |
83.0 |
124.0 |
41.0 |
49.4% |
435.0 |
| ATR |
148.7 |
146.9 |
-1.8 |
-1.2% |
0.0 |
| Volume |
35,363 |
43,703 |
8,340 |
23.6% |
225,943 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,085.7 |
18,026.3 |
17,787.2 |
|
| R3 |
17,961.7 |
17,902.3 |
17,753.1 |
|
| R2 |
17,837.7 |
17,837.7 |
17,741.7 |
|
| R1 |
17,778.3 |
17,778.3 |
17,730.4 |
17,746.0 |
| PP |
17,713.7 |
17,713.7 |
17,713.7 |
17,697.5 |
| S1 |
17,654.3 |
17,654.3 |
17,707.6 |
17,622.0 |
| S2 |
17,589.7 |
17,589.7 |
17,696.3 |
|
| S3 |
17,465.7 |
17,530.3 |
17,684.9 |
|
| S4 |
17,341.7 |
17,406.3 |
17,650.8 |
|
|
| 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 |
17,591.0 |
256.0 |
1.4% |
116.0 |
0.7% |
50% |
False |
False |
45,521 |
| 10 |
17,847.0 |
17,105.0 |
742.0 |
4.2% |
133.4 |
0.8% |
83% |
False |
False |
46,513 |
| 20 |
17,847.0 |
16,847.0 |
1,000.0 |
5.6% |
139.0 |
0.8% |
87% |
False |
False |
47,293 |
| 40 |
17,847.0 |
16,464.0 |
1,383.0 |
7.8% |
151.6 |
0.9% |
91% |
False |
False |
50,112 |
| 60 |
17,847.0 |
16,464.0 |
1,383.0 |
7.8% |
156.0 |
0.9% |
91% |
False |
False |
47,285 |
| 80 |
17,847.0 |
15,325.0 |
2,522.0 |
14.2% |
142.7 |
0.8% |
95% |
False |
False |
35,521 |
| 100 |
17,847.0 |
14,836.0 |
3,011.0 |
17.0% |
135.4 |
0.8% |
96% |
False |
False |
28,423 |
| 120 |
17,847.0 |
14,836.0 |
3,011.0 |
17.0% |
128.0 |
0.7% |
96% |
False |
False |
23,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,300.0 |
|
2.618 |
18,097.6 |
|
1.618 |
17,973.6 |
|
1.000 |
17,897.0 |
|
0.618 |
17,849.6 |
|
HIGH |
17,773.0 |
|
0.618 |
17,725.6 |
|
0.500 |
17,711.0 |
|
0.382 |
17,696.4 |
|
LOW |
17,649.0 |
|
0.618 |
17,572.4 |
|
1.000 |
17,525.0 |
|
1.618 |
17,448.4 |
|
2.618 |
17,324.4 |
|
4.250 |
17,122.0 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,716.3 |
17,748.0 |
| PP |
17,713.7 |
17,738.3 |
| S1 |
17,711.0 |
17,728.7 |
|