| 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 |
17,721.0 |
17,694.0 |
-27.0 |
-0.2% |
17,458.0 |
| High |
17,773.0 |
17,769.0 |
-4.0 |
0.0% |
17,847.0 |
| Low |
17,649.0 |
17,694.0 |
45.0 |
0.3% |
17,412.0 |
| Close |
17,719.0 |
17,735.0 |
16.0 |
0.1% |
17,764.0 |
| Range |
124.0 |
75.0 |
-49.0 |
-39.5% |
435.0 |
| ATR |
146.9 |
141.8 |
-5.1 |
-3.5% |
0.0 |
| Volume |
43,703 |
44,106 |
403 |
0.9% |
225,943 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,957.7 |
17,921.3 |
17,776.3 |
|
| R3 |
17,882.7 |
17,846.3 |
17,755.6 |
|
| R2 |
17,807.7 |
17,807.7 |
17,748.8 |
|
| R1 |
17,771.3 |
17,771.3 |
17,741.9 |
17,789.5 |
| PP |
17,732.7 |
17,732.7 |
17,732.7 |
17,741.8 |
| S1 |
17,696.3 |
17,696.3 |
17,728.1 |
17,714.5 |
| S2 |
17,657.7 |
17,657.7 |
17,721.3 |
|
| S3 |
17,582.7 |
17,621.3 |
17,714.4 |
|
| S4 |
17,507.7 |
17,546.3 |
17,693.8 |
|
|
| 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 |
17,605.0 |
242.0 |
1.4% |
117.2 |
0.7% |
54% |
False |
False |
46,728 |
| 10 |
17,847.0 |
17,213.0 |
634.0 |
3.6% |
130.5 |
0.7% |
82% |
False |
False |
46,615 |
| 20 |
17,847.0 |
16,847.0 |
1,000.0 |
5.6% |
133.6 |
0.8% |
89% |
False |
False |
46,673 |
| 40 |
17,847.0 |
16,464.0 |
1,383.0 |
7.8% |
146.7 |
0.8% |
92% |
False |
False |
49,966 |
| 60 |
17,847.0 |
16,464.0 |
1,383.0 |
7.8% |
154.0 |
0.9% |
92% |
False |
False |
47,969 |
| 80 |
17,847.0 |
15,330.0 |
2,517.0 |
14.2% |
142.7 |
0.8% |
96% |
False |
False |
36,072 |
| 100 |
17,847.0 |
14,836.0 |
3,011.0 |
17.0% |
135.3 |
0.8% |
96% |
False |
False |
28,864 |
| 120 |
17,847.0 |
14,836.0 |
3,011.0 |
17.0% |
128.6 |
0.7% |
96% |
False |
False |
24,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,087.8 |
|
2.618 |
17,965.4 |
|
1.618 |
17,890.4 |
|
1.000 |
17,844.0 |
|
0.618 |
17,815.4 |
|
HIGH |
17,769.0 |
|
0.618 |
17,740.4 |
|
0.500 |
17,731.5 |
|
0.382 |
17,722.7 |
|
LOW |
17,694.0 |
|
0.618 |
17,647.7 |
|
1.000 |
17,619.0 |
|
1.618 |
17,572.7 |
|
2.618 |
17,497.7 |
|
4.250 |
17,375.3 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,733.8 |
17,730.5 |
| PP |
17,732.7 |
17,726.0 |
| S1 |
17,731.5 |
17,721.5 |
|