| 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 |
2,111.7 |
2,143.5 |
31.8 |
1.5% |
2,064.0 |
| High |
2,148.8 |
2,170.8 |
22.0 |
1.0% |
2,117.4 |
| Low |
2,108.5 |
2,139.2 |
30.7 |
1.5% |
2,053.6 |
| Close |
2,146.8 |
2,162.5 |
15.7 |
0.7% |
2,116.0 |
| Range |
40.3 |
31.6 |
-8.7 |
-21.6% |
63.8 |
| ATR |
23.7 |
24.2 |
0.6 |
2.4% |
0.0 |
| Volume |
43,268 |
20,581 |
-22,687 |
-52.4% |
72,030 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,252.3 |
2,239.0 |
2,179.9 |
|
| R3 |
2,220.7 |
2,207.4 |
2,171.2 |
|
| R2 |
2,189.1 |
2,189.1 |
2,168.3 |
|
| R1 |
2,175.8 |
2,175.8 |
2,165.4 |
2,182.5 |
| PP |
2,157.5 |
2,157.5 |
2,157.5 |
2,160.8 |
| S1 |
2,144.2 |
2,144.2 |
2,159.6 |
2,150.9 |
| S2 |
2,125.9 |
2,125.9 |
2,156.7 |
|
| S3 |
2,094.3 |
2,112.6 |
2,153.8 |
|
| S4 |
2,062.7 |
2,081.0 |
2,145.1 |
|
|
| 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 |
2,170.8 |
2,053.6 |
117.2 |
5.4% |
31.8 |
1.5% |
93% |
True |
False |
25,055 |
| 10 |
2,170.8 |
2,045.4 |
125.4 |
5.8% |
23.7 |
1.1% |
93% |
True |
False |
15,268 |
| 20 |
2,170.8 |
2,016.3 |
154.5 |
7.1% |
21.7 |
1.0% |
95% |
True |
False |
10,967 |
| 40 |
2,170.8 |
2,016.3 |
154.5 |
7.1% |
22.9 |
1.1% |
95% |
True |
False |
8,134 |
| 60 |
2,170.8 |
2,016.3 |
154.5 |
7.1% |
23.4 |
1.1% |
95% |
True |
False |
6,388 |
| 80 |
2,191.2 |
1,994.8 |
196.4 |
9.1% |
24.3 |
1.1% |
85% |
False |
False |
5,490 |
| 100 |
2,191.2 |
1,929.1 |
262.1 |
12.1% |
24.3 |
1.1% |
89% |
False |
False |
4,860 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
14.4% |
22.9 |
1.1% |
91% |
False |
False |
4,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,305.1 |
|
2.618 |
2,253.5 |
|
1.618 |
2,221.9 |
|
1.000 |
2,202.4 |
|
0.618 |
2,190.3 |
|
HIGH |
2,170.8 |
|
0.618 |
2,158.7 |
|
0.500 |
2,155.0 |
|
0.382 |
2,151.3 |
|
LOW |
2,139.2 |
|
0.618 |
2,119.7 |
|
1.000 |
2,107.6 |
|
1.618 |
2,088.1 |
|
2.618 |
2,056.5 |
|
4.250 |
2,004.9 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,160.0 |
2,148.0 |
| PP |
2,157.5 |
2,133.5 |
| S1 |
2,155.0 |
2,119.0 |
|