| 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 |
2,143.5 |
2,157.0 |
13.5 |
0.6% |
2,064.0 |
| High |
2,170.8 |
2,181.1 |
10.3 |
0.5% |
2,117.4 |
| Low |
2,139.2 |
2,152.7 |
13.5 |
0.6% |
2,053.6 |
| Close |
2,162.5 |
2,178.8 |
16.3 |
0.8% |
2,116.0 |
| Range |
31.6 |
28.4 |
-3.2 |
-10.1% |
63.8 |
| ATR |
24.2 |
24.5 |
0.3 |
1.2% |
0.0 |
| Volume |
20,581 |
34,244 |
13,663 |
66.4% |
72,030 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,256.1 |
2,245.8 |
2,194.4 |
|
| R3 |
2,227.7 |
2,217.4 |
2,186.6 |
|
| R2 |
2,199.3 |
2,199.3 |
2,184.0 |
|
| R1 |
2,189.0 |
2,189.0 |
2,181.4 |
2,194.2 |
| PP |
2,170.9 |
2,170.9 |
2,170.9 |
2,173.4 |
| S1 |
2,160.6 |
2,160.6 |
2,176.2 |
2,165.8 |
| S2 |
2,142.5 |
2,142.5 |
2,173.6 |
|
| S3 |
2,114.1 |
2,132.2 |
2,171.0 |
|
| S4 |
2,085.7 |
2,103.8 |
2,163.2 |
|
|
| 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 |
2,181.1 |
2,056.1 |
125.0 |
5.7% |
34.7 |
1.6% |
98% |
True |
False |
30,926 |
| 10 |
2,181.1 |
2,045.4 |
135.7 |
6.2% |
25.3 |
1.2% |
98% |
True |
False |
18,244 |
| 20 |
2,181.1 |
2,016.3 |
164.8 |
7.6% |
22.3 |
1.0% |
99% |
True |
False |
12,456 |
| 40 |
2,181.1 |
2,016.3 |
164.8 |
7.6% |
22.9 |
1.0% |
99% |
True |
False |
8,888 |
| 60 |
2,181.1 |
2,016.3 |
164.8 |
7.6% |
23.6 |
1.1% |
99% |
True |
False |
6,894 |
| 80 |
2,191.2 |
1,994.8 |
196.4 |
9.0% |
24.4 |
1.1% |
94% |
False |
False |
5,859 |
| 100 |
2,191.2 |
1,938.1 |
253.1 |
11.6% |
24.4 |
1.1% |
95% |
False |
False |
5,197 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
14.3% |
23.1 |
1.1% |
96% |
False |
False |
4,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,301.8 |
|
2.618 |
2,255.5 |
|
1.618 |
2,227.1 |
|
1.000 |
2,209.5 |
|
0.618 |
2,198.7 |
|
HIGH |
2,181.1 |
|
0.618 |
2,170.3 |
|
0.500 |
2,166.9 |
|
0.382 |
2,163.5 |
|
LOW |
2,152.7 |
|
0.618 |
2,135.1 |
|
1.000 |
2,124.3 |
|
1.618 |
2,106.7 |
|
2.618 |
2,078.3 |
|
4.250 |
2,032.0 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,174.8 |
2,167.5 |
| PP |
2,170.9 |
2,156.1 |
| S1 |
2,166.9 |
2,144.8 |
|