| Trading Metrics calculated at close of trading on 06-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,073.3 |
2,054.7 |
-18.6 |
-0.9% |
2,018.0 |
| High |
2,077.4 |
2,079.3 |
1.9 |
0.1% |
2,083.4 |
| Low |
2,048.4 |
2,052.1 |
3.7 |
0.2% |
2,009.3 |
| Close |
2,055.3 |
2,069.7 |
14.4 |
0.7% |
2,078.2 |
| Range |
29.0 |
27.2 |
-1.8 |
-6.2% |
74.1 |
| ATR |
37.2 |
36.5 |
-0.7 |
-1.9% |
0.0 |
| Volume |
181,580 |
187,028 |
5,448 |
3.0% |
901,688 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.6 |
2,136.4 |
2,084.7 |
|
| R3 |
2,121.4 |
2,109.2 |
2,077.2 |
|
| R2 |
2,094.2 |
2,094.2 |
2,074.7 |
|
| R1 |
2,082.0 |
2,082.0 |
2,072.2 |
2,088.1 |
| PP |
2,067.0 |
2,067.0 |
2,067.0 |
2,070.1 |
| S1 |
2,054.8 |
2,054.8 |
2,067.2 |
2,060.9 |
| S2 |
2,039.8 |
2,039.8 |
2,064.7 |
|
| S3 |
2,012.6 |
2,027.6 |
2,062.2 |
|
| S4 |
1,985.4 |
2,000.4 |
2,054.7 |
|
|
| 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 |
2,096.8 |
2,037.2 |
59.6 |
2.9% |
32.7 |
1.6% |
55% |
False |
False |
195,566 |
| 10 |
2,096.8 |
1,999.0 |
97.8 |
4.7% |
29.9 |
1.4% |
72% |
False |
False |
186,992 |
| 20 |
2,096.8 |
1,944.9 |
151.9 |
7.3% |
38.4 |
1.9% |
82% |
False |
False |
215,231 |
| 40 |
2,096.8 |
1,904.8 |
192.0 |
9.3% |
39.0 |
1.9% |
86% |
False |
False |
215,980 |
| 60 |
2,097.0 |
1,879.0 |
218.0 |
10.5% |
40.1 |
1.9% |
87% |
False |
False |
228,840 |
| 80 |
2,097.0 |
1,705.7 |
391.3 |
18.9% |
38.7 |
1.9% |
93% |
False |
False |
172,502 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
21.3% |
37.8 |
1.8% |
94% |
False |
False |
138,037 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
21.3% |
36.4 |
1.8% |
94% |
False |
False |
115,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,194.9 |
|
2.618 |
2,150.5 |
|
1.618 |
2,123.3 |
|
1.000 |
2,106.5 |
|
0.618 |
2,096.1 |
|
HIGH |
2,079.3 |
|
0.618 |
2,068.9 |
|
0.500 |
2,065.7 |
|
0.382 |
2,062.5 |
|
LOW |
2,052.1 |
|
0.618 |
2,035.3 |
|
1.000 |
2,024.9 |
|
1.618 |
2,008.1 |
|
2.618 |
1,980.9 |
|
4.250 |
1,936.5 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,068.4 |
2,072.6 |
| PP |
2,067.0 |
2,071.6 |
| S1 |
2,065.7 |
2,070.7 |
|