| 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 |
2,076.0 |
2,073.3 |
-2.7 |
-0.1% |
2,018.0 |
| High |
2,096.8 |
2,077.4 |
-19.4 |
-0.9% |
2,083.4 |
| Low |
2,073.1 |
2,048.4 |
-24.7 |
-1.2% |
2,009.3 |
| Close |
2,075.8 |
2,055.3 |
-20.5 |
-1.0% |
2,078.2 |
| Range |
23.7 |
29.0 |
5.3 |
22.4% |
74.1 |
| ATR |
37.9 |
37.2 |
-0.6 |
-1.7% |
0.0 |
| Volume |
176,223 |
181,580 |
5,357 |
3.0% |
901,688 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,147.4 |
2,130.3 |
2,071.3 |
|
| R3 |
2,118.4 |
2,101.3 |
2,063.3 |
|
| R2 |
2,089.4 |
2,089.4 |
2,060.6 |
|
| R1 |
2,072.3 |
2,072.3 |
2,058.0 |
2,066.4 |
| PP |
2,060.4 |
2,060.4 |
2,060.4 |
2,057.4 |
| S1 |
2,043.3 |
2,043.3 |
2,052.6 |
2,037.4 |
| S2 |
2,031.4 |
2,031.4 |
2,050.0 |
|
| S3 |
2,002.4 |
2,014.3 |
2,047.3 |
|
| S4 |
1,973.4 |
1,985.3 |
2,039.4 |
|
|
| 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 |
2,037.2 |
59.6 |
2.9% |
31.6 |
1.5% |
30% |
False |
False |
188,843 |
| 10 |
2,096.8 |
1,985.0 |
111.8 |
5.4% |
30.0 |
1.5% |
63% |
False |
False |
185,046 |
| 20 |
2,096.8 |
1,934.5 |
162.3 |
7.9% |
38.5 |
1.9% |
74% |
False |
False |
214,488 |
| 40 |
2,096.8 |
1,904.8 |
192.0 |
9.3% |
39.6 |
1.9% |
78% |
False |
False |
215,945 |
| 60 |
2,097.0 |
1,865.5 |
231.5 |
11.3% |
40.1 |
2.0% |
82% |
False |
False |
226,250 |
| 80 |
2,097.0 |
1,705.7 |
391.3 |
19.0% |
38.7 |
1.9% |
89% |
False |
False |
170,168 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
21.5% |
37.8 |
1.8% |
91% |
False |
False |
136,167 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
21.5% |
36.4 |
1.8% |
91% |
False |
False |
113,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,200.7 |
|
2.618 |
2,153.3 |
|
1.618 |
2,124.3 |
|
1.000 |
2,106.4 |
|
0.618 |
2,095.3 |
|
HIGH |
2,077.4 |
|
0.618 |
2,066.3 |
|
0.500 |
2,062.9 |
|
0.382 |
2,059.5 |
|
LOW |
2,048.4 |
|
0.618 |
2,030.5 |
|
1.000 |
2,019.4 |
|
1.618 |
2,001.5 |
|
2.618 |
1,972.5 |
|
4.250 |
1,925.2 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,062.9 |
2,070.9 |
| PP |
2,060.4 |
2,065.7 |
| S1 |
2,057.8 |
2,060.5 |
|