| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,054.7 |
2,070.6 |
15.9 |
0.8% |
2,018.0 |
| High |
2,079.3 |
2,099.0 |
19.7 |
0.9% |
2,083.4 |
| Low |
2,052.1 |
2,057.3 |
5.2 |
0.3% |
2,009.3 |
| Close |
2,069.7 |
2,086.7 |
17.0 |
0.8% |
2,078.2 |
| Range |
27.2 |
41.7 |
14.5 |
53.3% |
74.1 |
| ATR |
36.5 |
36.9 |
0.4 |
1.0% |
0.0 |
| Volume |
187,028 |
187,560 |
532 |
0.3% |
901,688 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,206.1 |
2,188.1 |
2,109.6 |
|
| R3 |
2,164.4 |
2,146.4 |
2,098.2 |
|
| R2 |
2,122.7 |
2,122.7 |
2,094.3 |
|
| R1 |
2,104.7 |
2,104.7 |
2,090.5 |
2,113.7 |
| PP |
2,081.0 |
2,081.0 |
2,081.0 |
2,085.5 |
| S1 |
2,063.0 |
2,063.0 |
2,082.9 |
2,072.0 |
| S2 |
2,039.3 |
2,039.3 |
2,079.1 |
|
| S3 |
1,997.6 |
2,021.3 |
2,075.2 |
|
| S4 |
1,955.9 |
1,979.6 |
2,063.8 |
|
|
| 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 |
2,099.0 |
2,044.9 |
54.1 |
2.6% |
31.8 |
1.5% |
77% |
True |
False |
183,633 |
| 10 |
2,099.0 |
2,003.6 |
95.4 |
4.6% |
31.8 |
1.5% |
87% |
True |
False |
181,290 |
| 20 |
2,099.0 |
1,947.4 |
151.6 |
7.3% |
39.2 |
1.9% |
92% |
True |
False |
214,988 |
| 40 |
2,099.0 |
1,904.8 |
194.2 |
9.3% |
39.2 |
1.9% |
94% |
True |
False |
216,190 |
| 60 |
2,099.0 |
1,887.2 |
211.8 |
10.1% |
40.3 |
1.9% |
94% |
True |
False |
228,824 |
| 80 |
2,099.0 |
1,705.7 |
393.3 |
18.8% |
38.7 |
1.9% |
97% |
True |
False |
174,844 |
| 100 |
2,099.0 |
1,656.1 |
442.9 |
21.2% |
37.6 |
1.8% |
97% |
True |
False |
139,910 |
| 120 |
2,099.0 |
1,656.1 |
442.9 |
21.2% |
36.6 |
1.8% |
97% |
True |
False |
116,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,276.2 |
|
2.618 |
2,208.2 |
|
1.618 |
2,166.5 |
|
1.000 |
2,140.7 |
|
0.618 |
2,124.8 |
|
HIGH |
2,099.0 |
|
0.618 |
2,083.1 |
|
0.500 |
2,078.2 |
|
0.382 |
2,073.2 |
|
LOW |
2,057.3 |
|
0.618 |
2,031.5 |
|
1.000 |
2,015.6 |
|
1.618 |
1,989.8 |
|
2.618 |
1,948.1 |
|
4.250 |
1,880.1 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,083.9 |
2,082.4 |
| PP |
2,081.0 |
2,078.0 |
| S1 |
2,078.2 |
2,073.7 |
|