| 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 |
2,136.4 |
2,156.7 |
20.3 |
1.0% |
2,044.2 |
| High |
2,160.7 |
2,172.2 |
11.5 |
0.5% |
2,097.1 |
| Low |
2,131.9 |
2,151.7 |
19.8 |
0.9% |
2,033.4 |
| Close |
2,158.2 |
2,165.2 |
7.0 |
0.3% |
2,095.7 |
| Range |
28.8 |
20.5 |
-8.3 |
-28.8% |
63.7 |
| ATR |
24.9 |
24.6 |
-0.3 |
-1.3% |
0.0 |
| Volume |
319,763 |
267,795 |
-51,968 |
-16.3% |
972,544 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,224.5 |
2,215.4 |
2,176.5 |
|
| R3 |
2,204.0 |
2,194.9 |
2,170.8 |
|
| R2 |
2,183.5 |
2,183.5 |
2,169.0 |
|
| R1 |
2,174.4 |
2,174.4 |
2,167.1 |
2,179.0 |
| PP |
2,163.0 |
2,163.0 |
2,163.0 |
2,165.3 |
| S1 |
2,153.9 |
2,153.9 |
2,163.3 |
2,158.5 |
| S2 |
2,142.5 |
2,142.5 |
2,161.4 |
|
| S3 |
2,122.0 |
2,133.4 |
2,159.6 |
|
| S4 |
2,101.5 |
2,112.9 |
2,153.9 |
|
|
| 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 |
2,172.2 |
2,047.0 |
125.2 |
5.8% |
34.3 |
1.6% |
94% |
True |
False |
305,910 |
| 10 |
2,172.2 |
2,025.4 |
146.8 |
6.8% |
26.1 |
1.2% |
95% |
True |
False |
238,353 |
| 20 |
2,172.2 |
1,996.4 |
175.8 |
8.1% |
22.9 |
1.1% |
96% |
True |
False |
200,071 |
| 40 |
2,172.2 |
1,996.4 |
175.8 |
8.1% |
23.5 |
1.1% |
96% |
True |
False |
154,274 |
| 60 |
2,172.2 |
1,996.4 |
175.8 |
8.1% |
23.9 |
1.1% |
96% |
True |
False |
107,421 |
| 80 |
2,172.2 |
1,975.1 |
197.1 |
9.1% |
25.0 |
1.2% |
96% |
True |
False |
82,121 |
| 100 |
2,172.2 |
1,919.9 |
252.3 |
11.7% |
24.9 |
1.2% |
97% |
True |
False |
66,297 |
| 120 |
2,172.2 |
1,861.7 |
310.5 |
14.3% |
23.7 |
1.1% |
98% |
True |
False |
55,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,259.3 |
|
2.618 |
2,225.9 |
|
1.618 |
2,205.4 |
|
1.000 |
2,192.7 |
|
0.618 |
2,184.9 |
|
HIGH |
2,172.2 |
|
0.618 |
2,164.4 |
|
0.500 |
2,162.0 |
|
0.382 |
2,159.5 |
|
LOW |
2,151.7 |
|
0.618 |
2,139.0 |
|
1.000 |
2,131.2 |
|
1.618 |
2,118.5 |
|
2.618 |
2,098.0 |
|
4.250 |
2,064.6 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,164.1 |
2,158.6 |
| PP |
2,163.0 |
2,152.0 |
| S1 |
2,162.0 |
2,145.4 |
|