| 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 |
2,052.8 |
2,091.6 |
38.8 |
1.9% |
2,044.2 |
| High |
2,097.1 |
2,128.4 |
31.3 |
1.5% |
2,097.1 |
| Low |
2,047.0 |
2,088.1 |
41.1 |
2.0% |
2,033.4 |
| Close |
2,095.7 |
2,126.3 |
30.6 |
1.5% |
2,095.7 |
| Range |
50.1 |
40.3 |
-9.8 |
-19.6% |
63.7 |
| ATR |
22.8 |
24.0 |
1.3 |
5.5% |
0.0 |
| Volume |
330,592 |
328,253 |
-2,339 |
-0.7% |
972,544 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,235.2 |
2,221.0 |
2,148.5 |
|
| R3 |
2,194.9 |
2,180.7 |
2,137.4 |
|
| R2 |
2,154.6 |
2,154.6 |
2,133.7 |
|
| R1 |
2,140.4 |
2,140.4 |
2,130.0 |
2,147.5 |
| PP |
2,114.3 |
2,114.3 |
2,114.3 |
2,117.8 |
| S1 |
2,100.1 |
2,100.1 |
2,122.6 |
2,107.2 |
| S2 |
2,074.0 |
2,074.0 |
2,118.9 |
|
| S3 |
2,033.7 |
2,059.8 |
2,115.2 |
|
| S4 |
1,993.4 |
2,019.5 |
2,104.1 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,266.5 |
2,244.8 |
2,130.7 |
|
| R3 |
2,202.8 |
2,181.1 |
2,113.2 |
|
| R2 |
2,139.1 |
2,139.1 |
2,107.4 |
|
| R1 |
2,117.4 |
2,117.4 |
2,101.5 |
2,128.3 |
| PP |
2,075.4 |
2,075.4 |
2,075.4 |
2,080.8 |
| S1 |
2,053.7 |
2,053.7 |
2,089.9 |
2,064.6 |
| S2 |
2,011.7 |
2,011.7 |
2,084.0 |
|
| S3 |
1,948.0 |
1,990.0 |
2,078.2 |
|
| S4 |
1,884.3 |
1,926.3 |
2,060.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,128.4 |
2,033.4 |
95.0 |
4.5% |
27.8 |
1.3% |
98% |
True |
False |
234,355 |
| 10 |
2,128.4 |
2,023.9 |
104.5 |
4.9% |
22.7 |
1.1% |
98% |
True |
False |
198,380 |
| 20 |
2,128.4 |
1,996.4 |
132.0 |
6.2% |
21.8 |
1.0% |
98% |
True |
False |
177,658 |
| 40 |
2,128.4 |
1,996.4 |
132.0 |
6.2% |
23.6 |
1.1% |
98% |
True |
False |
135,726 |
| 60 |
2,128.4 |
1,996.4 |
132.0 |
6.2% |
23.9 |
1.1% |
98% |
True |
False |
93,325 |
| 80 |
2,171.5 |
1,975.1 |
196.4 |
9.2% |
24.8 |
1.2% |
77% |
False |
False |
71,393 |
| 100 |
2,171.5 |
1,904.1 |
267.4 |
12.6% |
24.6 |
1.2% |
83% |
False |
False |
57,668 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
14.6% |
23.3 |
1.1% |
85% |
False |
False |
48,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,299.7 |
|
2.618 |
2,233.9 |
|
1.618 |
2,193.6 |
|
1.000 |
2,168.7 |
|
0.618 |
2,153.3 |
|
HIGH |
2,128.4 |
|
0.618 |
2,113.0 |
|
0.500 |
2,108.3 |
|
0.382 |
2,103.5 |
|
LOW |
2,088.1 |
|
0.618 |
2,063.2 |
|
1.000 |
2,047.8 |
|
1.618 |
2,022.9 |
|
2.618 |
1,982.6 |
|
4.250 |
1,916.8 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,120.3 |
2,111.6 |
| PP |
2,114.3 |
2,096.9 |
| S1 |
2,108.3 |
2,082.2 |
|