| 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 |
2,041.0 |
2,053.6 |
12.6 |
0.6% |
2,018.0 |
| High |
2,083.4 |
2,082.1 |
-1.3 |
-0.1% |
2,083.4 |
| Low |
2,037.2 |
2,044.9 |
7.7 |
0.4% |
2,009.3 |
| Close |
2,057.3 |
2,078.2 |
20.9 |
1.0% |
2,078.2 |
| Range |
46.2 |
37.2 |
-9.0 |
-19.5% |
74.1 |
| ATR |
39.1 |
38.9 |
-0.1 |
-0.3% |
0.0 |
| Volume |
247,225 |
185,776 |
-61,449 |
-24.9% |
901,688 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,180.0 |
2,166.3 |
2,098.7 |
|
| R3 |
2,142.8 |
2,129.1 |
2,088.4 |
|
| R2 |
2,105.6 |
2,105.6 |
2,085.0 |
|
| R1 |
2,091.9 |
2,091.9 |
2,081.6 |
2,098.8 |
| PP |
2,068.4 |
2,068.4 |
2,068.4 |
2,071.8 |
| S1 |
2,054.7 |
2,054.7 |
2,074.8 |
2,061.6 |
| S2 |
2,031.2 |
2,031.2 |
2,071.4 |
|
| S3 |
1,994.0 |
2,017.5 |
2,068.0 |
|
| S4 |
1,956.8 |
1,980.3 |
2,057.7 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,279.3 |
2,252.8 |
2,119.0 |
|
| R3 |
2,205.2 |
2,178.7 |
2,098.6 |
|
| R2 |
2,131.1 |
2,131.1 |
2,091.8 |
|
| R1 |
2,104.6 |
2,104.6 |
2,085.0 |
2,117.9 |
| PP |
2,057.0 |
2,057.0 |
2,057.0 |
2,063.6 |
| S1 |
2,030.5 |
2,030.5 |
2,071.4 |
2,043.8 |
| S2 |
1,982.9 |
1,982.9 |
2,064.6 |
|
| S3 |
1,908.8 |
1,956.4 |
2,057.8 |
|
| S4 |
1,834.7 |
1,882.3 |
2,037.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,083.4 |
2,009.3 |
74.1 |
3.6% |
33.6 |
1.6% |
93% |
False |
False |
180,337 |
| 10 |
2,083.4 |
1,985.0 |
98.4 |
4.7% |
32.9 |
1.6% |
95% |
False |
False |
196,766 |
| 20 |
2,083.4 |
1,925.4 |
158.0 |
7.6% |
40.0 |
1.9% |
97% |
False |
False |
219,513 |
| 40 |
2,083.4 |
1,904.8 |
178.6 |
8.6% |
40.2 |
1.9% |
97% |
False |
False |
218,908 |
| 60 |
2,097.0 |
1,865.5 |
231.5 |
11.1% |
40.4 |
1.9% |
92% |
False |
False |
220,656 |
| 80 |
2,097.0 |
1,705.7 |
391.3 |
18.8% |
38.7 |
1.9% |
95% |
False |
False |
165,698 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
21.2% |
38.0 |
1.8% |
96% |
False |
False |
132,592 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
21.2% |
36.1 |
1.7% |
96% |
False |
False |
110,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,240.2 |
|
2.618 |
2,179.5 |
|
1.618 |
2,142.3 |
|
1.000 |
2,119.3 |
|
0.618 |
2,105.1 |
|
HIGH |
2,082.1 |
|
0.618 |
2,067.9 |
|
0.500 |
2,063.5 |
|
0.382 |
2,059.1 |
|
LOW |
2,044.9 |
|
0.618 |
2,021.9 |
|
1.000 |
2,007.7 |
|
1.618 |
1,984.7 |
|
2.618 |
1,947.5 |
|
4.250 |
1,886.8 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,073.3 |
2,072.2 |
| PP |
2,068.4 |
2,066.3 |
| S1 |
2,063.5 |
2,060.3 |
|