| 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 |
2,053.6 |
2,076.0 |
22.4 |
1.1% |
2,018.0 |
| High |
2,082.1 |
2,096.8 |
14.7 |
0.7% |
2,083.4 |
| Low |
2,044.9 |
2,073.1 |
28.2 |
1.4% |
2,009.3 |
| Close |
2,078.2 |
2,075.8 |
-2.4 |
-0.1% |
2,078.2 |
| Range |
37.2 |
23.7 |
-13.5 |
-36.3% |
74.1 |
| ATR |
38.9 |
37.9 |
-1.1 |
-2.8% |
0.0 |
| Volume |
185,776 |
176,223 |
-9,553 |
-5.1% |
901,688 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,153.0 |
2,138.1 |
2,088.8 |
|
| R3 |
2,129.3 |
2,114.4 |
2,082.3 |
|
| R2 |
2,105.6 |
2,105.6 |
2,080.1 |
|
| R1 |
2,090.7 |
2,090.7 |
2,078.0 |
2,086.3 |
| PP |
2,081.9 |
2,081.9 |
2,081.9 |
2,079.7 |
| S1 |
2,067.0 |
2,067.0 |
2,073.6 |
2,062.6 |
| S2 |
2,058.2 |
2,058.2 |
2,071.5 |
|
| S3 |
2,034.5 |
2,043.3 |
2,069.3 |
|
| S4 |
2,010.8 |
2,019.6 |
2,062.8 |
|
|
| 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 |
2,096.8 |
2,027.1 |
69.7 |
3.4% |
32.8 |
1.6% |
70% |
True |
False |
185,877 |
| 10 |
2,096.8 |
1,985.0 |
111.8 |
5.4% |
31.4 |
1.5% |
81% |
True |
False |
187,728 |
| 20 |
2,096.8 |
1,925.4 |
171.4 |
8.3% |
39.3 |
1.9% |
88% |
True |
False |
215,898 |
| 40 |
2,096.8 |
1,904.8 |
192.0 |
9.2% |
40.1 |
1.9% |
89% |
True |
False |
217,700 |
| 60 |
2,097.0 |
1,865.5 |
231.5 |
11.2% |
40.3 |
1.9% |
91% |
False |
False |
223,394 |
| 80 |
2,097.0 |
1,705.7 |
391.3 |
18.9% |
38.6 |
1.9% |
95% |
False |
False |
167,899 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
21.2% |
37.9 |
1.8% |
95% |
False |
False |
134,353 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
21.2% |
36.2 |
1.7% |
95% |
False |
False |
111,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,197.5 |
|
2.618 |
2,158.8 |
|
1.618 |
2,135.1 |
|
1.000 |
2,120.5 |
|
0.618 |
2,111.4 |
|
HIGH |
2,096.8 |
|
0.618 |
2,087.7 |
|
0.500 |
2,085.0 |
|
0.382 |
2,082.2 |
|
LOW |
2,073.1 |
|
0.618 |
2,058.5 |
|
1.000 |
2,049.4 |
|
1.618 |
2,034.8 |
|
2.618 |
2,011.1 |
|
4.250 |
1,972.4 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,085.0 |
2,072.9 |
| PP |
2,081.9 |
2,069.9 |
| S1 |
2,078.9 |
2,067.0 |
|