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 |
7,667.5 |
7,611.5 |
-56.0 |
-0.7% |
7,681.0 |
High |
7,667.5 |
7,634.0 |
-33.5 |
-0.4% |
7,692.5 |
Low |
7,601.0 |
7,575.0 |
-26.0 |
-0.3% |
7,592.0 |
Close |
7,614.0 |
7,623.0 |
9.0 |
0.1% |
7,669.5 |
Range |
66.5 |
59.0 |
-7.5 |
-11.3% |
100.5 |
ATR |
67.1 |
66.5 |
-0.6 |
-0.9% |
0.0 |
Volume |
79,778 |
86,712 |
6,934 |
8.7% |
418,062 |
|
Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,787.5 |
7,764.5 |
7,655.5 |
|
R3 |
7,728.5 |
7,705.5 |
7,639.0 |
|
R2 |
7,669.5 |
7,669.5 |
7,634.0 |
|
R1 |
7,646.5 |
7,646.5 |
7,628.5 |
7,658.0 |
PP |
7,610.5 |
7,610.5 |
7,610.5 |
7,616.5 |
S1 |
7,587.5 |
7,587.5 |
7,617.5 |
7,599.0 |
S2 |
7,551.5 |
7,551.5 |
7,612.0 |
|
S3 |
7,492.5 |
7,528.5 |
7,607.0 |
|
S4 |
7,433.5 |
7,469.5 |
7,590.5 |
|
|
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 |
7,678.5 |
7,575.0 |
103.5 |
1.4% |
65.0 |
0.9% |
46% |
False |
True |
92,342 |
10 |
7,699.5 |
7,575.0 |
124.5 |
1.6% |
57.5 |
0.8% |
39% |
False |
True |
87,948 |
20 |
7,722.0 |
7,431.5 |
290.5 |
3.8% |
66.5 |
0.9% |
66% |
False |
False |
88,818 |
40 |
7,722.0 |
7,397.5 |
324.5 |
4.3% |
68.5 |
0.9% |
69% |
False |
False |
89,368 |
60 |
7,795.0 |
7,397.5 |
397.5 |
5.2% |
70.0 |
0.9% |
57% |
False |
False |
95,318 |
80 |
7,795.0 |
7,355.0 |
440.0 |
5.8% |
62.5 |
0.8% |
61% |
False |
False |
73,299 |
100 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
56.0 |
0.7% |
64% |
False |
False |
58,641 |
120 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
49.0 |
0.6% |
59% |
False |
False |
48,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,885.0 |
2.618 |
7,788.5 |
1.618 |
7,729.5 |
1.000 |
7,693.0 |
0.618 |
7,670.5 |
HIGH |
7,634.0 |
0.618 |
7,611.5 |
0.500 |
7,604.5 |
0.382 |
7,597.5 |
LOW |
7,575.0 |
0.618 |
7,538.5 |
1.000 |
7,516.0 |
1.618 |
7,479.5 |
2.618 |
7,420.5 |
4.250 |
7,324.0 |
|
|
Fisher Pivots for day following 05-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
7,617.0 |
7,627.0 |
PP |
7,610.5 |
7,625.5 |
S1 |
7,604.5 |
7,624.0 |
|