| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,156.7 |
2,166.6 |
9.9 |
0.5% |
2,091.6 |
| High |
2,172.2 |
2,203.0 |
30.8 |
1.4% |
2,203.0 |
| Low |
2,151.7 |
2,161.2 |
9.5 |
0.4% |
2,088.1 |
| Close |
2,165.2 |
2,185.5 |
20.3 |
0.9% |
2,185.5 |
| Range |
20.5 |
41.8 |
21.3 |
103.9% |
114.9 |
| ATR |
24.6 |
25.8 |
1.2 |
5.0% |
0.0 |
| Volume |
267,795 |
389,682 |
121,887 |
45.5% |
1,588,641 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,308.6 |
2,288.9 |
2,208.5 |
|
| R3 |
2,266.8 |
2,247.1 |
2,197.0 |
|
| R2 |
2,225.0 |
2,225.0 |
2,193.2 |
|
| R1 |
2,205.3 |
2,205.3 |
2,189.3 |
2,215.2 |
| PP |
2,183.2 |
2,183.2 |
2,183.2 |
2,188.2 |
| S1 |
2,163.5 |
2,163.5 |
2,181.7 |
2,173.4 |
| S2 |
2,141.4 |
2,141.4 |
2,177.8 |
|
| S3 |
2,099.6 |
2,121.7 |
2,174.0 |
|
| S4 |
2,057.8 |
2,079.9 |
2,162.5 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.6 |
2,459.4 |
2,248.7 |
|
| R3 |
2,388.7 |
2,344.5 |
2,217.1 |
|
| R2 |
2,273.8 |
2,273.8 |
2,206.6 |
|
| R1 |
2,229.6 |
2,229.6 |
2,196.0 |
2,251.7 |
| PP |
2,158.9 |
2,158.9 |
2,158.9 |
2,169.9 |
| S1 |
2,114.7 |
2,114.7 |
2,175.0 |
2,136.8 |
| S2 |
2,044.0 |
2,044.0 |
2,164.4 |
|
| S3 |
1,929.1 |
1,999.8 |
2,153.9 |
|
| S4 |
1,814.2 |
1,884.9 |
2,122.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,203.0 |
2,088.1 |
114.9 |
5.3% |
32.7 |
1.5% |
85% |
True |
False |
317,728 |
| 10 |
2,203.0 |
2,033.4 |
169.6 |
7.8% |
27.5 |
1.3% |
90% |
True |
False |
256,118 |
| 20 |
2,203.0 |
1,996.4 |
206.6 |
9.5% |
24.0 |
1.1% |
92% |
True |
False |
212,701 |
| 40 |
2,203.0 |
1,996.4 |
206.6 |
9.5% |
24.0 |
1.1% |
92% |
True |
False |
162,646 |
| 60 |
2,203.0 |
1,996.4 |
206.6 |
9.5% |
24.1 |
1.1% |
92% |
True |
False |
113,740 |
| 80 |
2,203.0 |
1,975.1 |
227.9 |
10.4% |
25.2 |
1.2% |
92% |
True |
False |
86,940 |
| 100 |
2,203.0 |
1,961.6 |
241.4 |
11.0% |
24.7 |
1.1% |
93% |
True |
False |
70,137 |
| 120 |
2,203.0 |
1,861.7 |
341.3 |
15.6% |
23.9 |
1.1% |
95% |
True |
False |
58,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,380.7 |
|
2.618 |
2,312.4 |
|
1.618 |
2,270.6 |
|
1.000 |
2,244.8 |
|
0.618 |
2,228.8 |
|
HIGH |
2,203.0 |
|
0.618 |
2,187.0 |
|
0.500 |
2,182.1 |
|
0.382 |
2,177.2 |
|
LOW |
2,161.2 |
|
0.618 |
2,135.4 |
|
1.000 |
2,119.4 |
|
1.618 |
2,093.6 |
|
2.618 |
2,051.8 |
|
4.250 |
1,983.6 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,184.4 |
2,179.5 |
| PP |
2,183.2 |
2,173.5 |
| S1 |
2,182.1 |
2,167.5 |
|