| 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 |
2,123.3 |
2,136.4 |
13.1 |
0.6% |
2,044.2 |
| High |
2,150.5 |
2,160.7 |
10.2 |
0.5% |
2,097.1 |
| Low |
2,118.5 |
2,131.9 |
13.4 |
0.6% |
2,033.4 |
| Close |
2,141.9 |
2,158.2 |
16.3 |
0.8% |
2,095.7 |
| Range |
32.0 |
28.8 |
-3.2 |
-10.0% |
63.7 |
| ATR |
24.6 |
24.9 |
0.3 |
1.2% |
0.0 |
| Volume |
283,148 |
319,763 |
36,615 |
12.9% |
972,544 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,236.7 |
2,226.2 |
2,174.0 |
|
| R3 |
2,207.9 |
2,197.4 |
2,166.1 |
|
| R2 |
2,179.1 |
2,179.1 |
2,163.5 |
|
| R1 |
2,168.6 |
2,168.6 |
2,160.8 |
2,173.9 |
| PP |
2,150.3 |
2,150.3 |
2,150.3 |
2,152.9 |
| S1 |
2,139.8 |
2,139.8 |
2,155.6 |
2,145.1 |
| S2 |
2,121.5 |
2,121.5 |
2,152.9 |
|
| S3 |
2,092.7 |
2,111.0 |
2,150.3 |
|
| S4 |
2,063.9 |
2,082.2 |
2,142.4 |
|
|
| 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 |
2,160.7 |
2,036.0 |
124.7 |
5.8% |
34.9 |
1.6% |
98% |
True |
False |
297,766 |
| 10 |
2,160.7 |
2,025.4 |
135.3 |
6.3% |
25.6 |
1.2% |
98% |
True |
False |
226,368 |
| 20 |
2,160.7 |
1,996.4 |
164.3 |
7.6% |
22.6 |
1.0% |
98% |
True |
False |
192,963 |
| 40 |
2,160.7 |
1,996.4 |
164.3 |
7.6% |
23.4 |
1.1% |
98% |
True |
False |
149,174 |
| 60 |
2,160.7 |
1,996.4 |
164.3 |
7.6% |
24.2 |
1.1% |
98% |
True |
False |
103,126 |
| 80 |
2,171.5 |
1,975.1 |
196.4 |
9.1% |
25.0 |
1.2% |
93% |
False |
False |
78,818 |
| 100 |
2,171.5 |
1,919.1 |
252.4 |
11.7% |
24.9 |
1.2% |
95% |
False |
False |
63,639 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
14.4% |
23.6 |
1.1% |
96% |
False |
False |
53,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,283.1 |
|
2.618 |
2,236.1 |
|
1.618 |
2,207.3 |
|
1.000 |
2,189.5 |
|
0.618 |
2,178.5 |
|
HIGH |
2,160.7 |
|
0.618 |
2,149.7 |
|
0.500 |
2,146.3 |
|
0.382 |
2,142.9 |
|
LOW |
2,131.9 |
|
0.618 |
2,114.1 |
|
1.000 |
2,103.1 |
|
1.618 |
2,085.3 |
|
2.618 |
2,056.5 |
|
4.250 |
2,009.5 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,154.2 |
2,146.9 |
| PP |
2,150.3 |
2,135.7 |
| S1 |
2,146.3 |
2,124.4 |
|