| 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 |
2,072.4 |
2,111.7 |
39.3 |
1.9% |
2,064.0 |
| High |
2,117.4 |
2,148.8 |
31.4 |
1.5% |
2,117.4 |
| Low |
2,067.1 |
2,108.5 |
41.4 |
2.0% |
2,053.6 |
| Close |
2,116.0 |
2,146.8 |
30.8 |
1.5% |
2,116.0 |
| Range |
50.3 |
40.3 |
-10.0 |
-19.9% |
63.8 |
| ATR |
22.4 |
23.7 |
1.3 |
5.7% |
0.0 |
| Volume |
46,814 |
43,268 |
-3,546 |
-7.6% |
72,030 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,255.6 |
2,241.5 |
2,169.0 |
|
| R3 |
2,215.3 |
2,201.2 |
2,157.9 |
|
| R2 |
2,175.0 |
2,175.0 |
2,154.2 |
|
| R1 |
2,160.9 |
2,160.9 |
2,150.5 |
2,168.0 |
| PP |
2,134.7 |
2,134.7 |
2,134.7 |
2,138.2 |
| S1 |
2,120.6 |
2,120.6 |
2,143.1 |
2,127.7 |
| S2 |
2,094.4 |
2,094.4 |
2,139.4 |
|
| S3 |
2,054.1 |
2,080.3 |
2,135.7 |
|
| S4 |
2,013.8 |
2,040.0 |
2,124.6 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,287.1 |
2,265.3 |
2,151.1 |
|
| R3 |
2,223.3 |
2,201.5 |
2,133.5 |
|
| R2 |
2,159.5 |
2,159.5 |
2,127.7 |
|
| R1 |
2,137.7 |
2,137.7 |
2,121.8 |
2,148.6 |
| PP |
2,095.7 |
2,095.7 |
2,095.7 |
2,101.1 |
| S1 |
2,073.9 |
2,073.9 |
2,110.2 |
2,084.8 |
| S2 |
2,031.9 |
2,031.9 |
2,104.3 |
|
| S3 |
1,968.1 |
2,010.1 |
2,098.5 |
|
| S4 |
1,904.3 |
1,946.3 |
2,080.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,148.8 |
2,053.6 |
95.2 |
4.4% |
27.6 |
1.3% |
98% |
True |
False |
22,145 |
| 10 |
2,148.8 |
2,044.2 |
104.6 |
4.9% |
22.4 |
1.0% |
98% |
True |
False |
14,024 |
| 20 |
2,148.8 |
2,016.3 |
132.5 |
6.2% |
21.4 |
1.0% |
98% |
True |
False |
10,286 |
| 40 |
2,148.8 |
2,016.3 |
132.5 |
6.2% |
23.1 |
1.1% |
98% |
True |
False |
7,691 |
| 60 |
2,148.8 |
2,016.3 |
132.5 |
6.2% |
23.2 |
1.1% |
98% |
True |
False |
6,086 |
| 80 |
2,191.2 |
1,994.8 |
196.4 |
9.1% |
24.2 |
1.1% |
77% |
False |
False |
5,282 |
| 100 |
2,191.2 |
1,923.5 |
267.7 |
12.5% |
24.1 |
1.1% |
83% |
False |
False |
4,663 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
14.5% |
22.8 |
1.1% |
86% |
False |
False |
4,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,320.1 |
|
2.618 |
2,254.3 |
|
1.618 |
2,214.0 |
|
1.000 |
2,189.1 |
|
0.618 |
2,173.7 |
|
HIGH |
2,148.8 |
|
0.618 |
2,133.4 |
|
0.500 |
2,128.7 |
|
0.382 |
2,123.9 |
|
LOW |
2,108.5 |
|
0.618 |
2,083.6 |
|
1.000 |
2,068.2 |
|
1.618 |
2,043.3 |
|
2.618 |
2,003.0 |
|
4.250 |
1,937.2 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,140.8 |
2,132.0 |
| PP |
2,134.7 |
2,117.2 |
| S1 |
2,128.7 |
2,102.5 |
|