| 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 |
2,091.6 |
2,123.3 |
31.7 |
1.5% |
2,044.2 |
| High |
2,128.4 |
2,150.5 |
22.1 |
1.0% |
2,097.1 |
| Low |
2,088.1 |
2,118.5 |
30.4 |
1.5% |
2,033.4 |
| Close |
2,126.3 |
2,141.9 |
15.6 |
0.7% |
2,095.7 |
| Range |
40.3 |
32.0 |
-8.3 |
-20.6% |
63.7 |
| ATR |
24.0 |
24.6 |
0.6 |
2.4% |
0.0 |
| Volume |
328,253 |
283,148 |
-45,105 |
-13.7% |
972,544 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,233.0 |
2,219.4 |
2,159.5 |
|
| R3 |
2,201.0 |
2,187.4 |
2,150.7 |
|
| R2 |
2,169.0 |
2,169.0 |
2,147.8 |
|
| R1 |
2,155.4 |
2,155.4 |
2,144.8 |
2,162.2 |
| PP |
2,137.0 |
2,137.0 |
2,137.0 |
2,140.4 |
| S1 |
2,123.4 |
2,123.4 |
2,139.0 |
2,130.2 |
| S2 |
2,105.0 |
2,105.0 |
2,136.0 |
|
| S3 |
2,073.0 |
2,091.4 |
2,133.1 |
|
| S4 |
2,041.0 |
2,059.4 |
2,124.3 |
|
|
| 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 |
2,150.5 |
2,033.4 |
117.1 |
5.5% |
32.0 |
1.5% |
93% |
True |
False |
261,228 |
| 10 |
2,150.5 |
2,025.4 |
125.1 |
5.8% |
24.0 |
1.1% |
93% |
True |
False |
206,452 |
| 20 |
2,150.5 |
1,996.4 |
154.1 |
7.2% |
22.0 |
1.0% |
94% |
True |
False |
183,294 |
| 40 |
2,150.5 |
1,996.4 |
154.1 |
7.2% |
23.4 |
1.1% |
94% |
True |
False |
142,315 |
| 60 |
2,150.5 |
1,996.4 |
154.1 |
7.2% |
24.1 |
1.1% |
94% |
True |
False |
97,938 |
| 80 |
2,171.5 |
1,975.1 |
196.4 |
9.2% |
25.0 |
1.2% |
85% |
False |
False |
74,878 |
| 100 |
2,171.5 |
1,909.6 |
261.9 |
12.2% |
24.8 |
1.2% |
89% |
False |
False |
60,467 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
14.5% |
23.4 |
1.1% |
90% |
False |
False |
50,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,286.5 |
|
2.618 |
2,234.3 |
|
1.618 |
2,202.3 |
|
1.000 |
2,182.5 |
|
0.618 |
2,170.3 |
|
HIGH |
2,150.5 |
|
0.618 |
2,138.3 |
|
0.500 |
2,134.5 |
|
0.382 |
2,130.7 |
|
LOW |
2,118.5 |
|
0.618 |
2,098.7 |
|
1.000 |
2,086.5 |
|
1.618 |
2,066.7 |
|
2.618 |
2,034.7 |
|
4.250 |
1,982.5 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,139.4 |
2,127.5 |
| PP |
2,137.0 |
2,113.1 |
| S1 |
2,134.5 |
2,098.8 |
|