| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
7,657.0 |
7,667.5 |
10.5 |
0.1% |
7,681.0 |
| High |
7,678.5 |
7,667.5 |
-11.0 |
-0.1% |
7,692.5 |
| Low |
7,624.5 |
7,601.0 |
-23.5 |
-0.3% |
7,592.0 |
| Close |
7,669.5 |
7,614.0 |
-55.5 |
-0.7% |
7,669.5 |
| Range |
54.0 |
66.5 |
12.5 |
23.1% |
100.5 |
| ATR |
67.0 |
67.1 |
0.1 |
0.2% |
0.0 |
| Volume |
97,908 |
79,778 |
-18,130 |
-18.5% |
418,062 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,827.0 |
7,787.0 |
7,650.5 |
|
| R3 |
7,760.5 |
7,720.5 |
7,632.5 |
|
| R2 |
7,694.0 |
7,694.0 |
7,626.0 |
|
| R1 |
7,654.0 |
7,654.0 |
7,620.0 |
7,641.0 |
| PP |
7,627.5 |
7,627.5 |
7,627.5 |
7,621.0 |
| S1 |
7,587.5 |
7,587.5 |
7,608.0 |
7,574.0 |
| S2 |
7,561.0 |
7,561.0 |
7,602.0 |
|
| S3 |
7,494.5 |
7,521.0 |
7,595.5 |
|
| S4 |
7,428.0 |
7,454.5 |
7,577.5 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,953.0 |
7,911.5 |
7,725.0 |
|
| R3 |
7,852.5 |
7,811.0 |
7,697.0 |
|
| R2 |
7,752.0 |
7,752.0 |
7,688.0 |
|
| R1 |
7,710.5 |
7,710.5 |
7,678.5 |
7,681.0 |
| PP |
7,651.5 |
7,651.5 |
7,651.5 |
7,636.5 |
| S1 |
7,610.0 |
7,610.0 |
7,660.5 |
7,580.5 |
| S2 |
7,551.0 |
7,551.0 |
7,651.0 |
|
| S3 |
7,450.5 |
7,509.5 |
7,642.0 |
|
| S4 |
7,350.0 |
7,409.0 |
7,614.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,680.5 |
7,592.0 |
88.5 |
1.2% |
59.5 |
0.8% |
25% |
False |
False |
87,225 |
| 10 |
7,722.0 |
7,592.0 |
130.0 |
1.7% |
56.5 |
0.7% |
17% |
False |
False |
88,670 |
| 20 |
7,722.0 |
7,431.5 |
290.5 |
3.8% |
67.5 |
0.9% |
63% |
False |
False |
89,375 |
| 40 |
7,727.5 |
7,397.5 |
330.0 |
4.3% |
68.0 |
0.9% |
66% |
False |
False |
88,757 |
| 60 |
7,795.0 |
7,397.5 |
397.5 |
5.2% |
69.5 |
0.9% |
54% |
False |
False |
94,309 |
| 80 |
7,795.0 |
7,355.0 |
440.0 |
5.8% |
62.0 |
0.8% |
59% |
False |
False |
72,215 |
| 100 |
7,795.0 |
7,319.0 |
476.0 |
6.3% |
56.0 |
0.7% |
62% |
False |
False |
57,774 |
| 120 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
48.5 |
0.6% |
58% |
False |
False |
48,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,950.0 |
|
2.618 |
7,841.5 |
|
1.618 |
7,775.0 |
|
1.000 |
7,734.0 |
|
0.618 |
7,708.5 |
|
HIGH |
7,667.5 |
|
0.618 |
7,642.0 |
|
0.500 |
7,634.0 |
|
0.382 |
7,626.5 |
|
LOW |
7,601.0 |
|
0.618 |
7,560.0 |
|
1.000 |
7,534.5 |
|
1.618 |
7,493.5 |
|
2.618 |
7,427.0 |
|
4.250 |
7,318.5 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
7,634.0 |
7,638.5 |
| PP |
7,627.5 |
7,630.5 |
| S1 |
7,621.0 |
7,622.0 |
|