| 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 |
2,177.1 |
2,187.2 |
10.1 |
0.5% |
2,111.7 |
| High |
2,192.7 |
2,223.3 |
30.6 |
1.4% |
2,223.3 |
| Low |
2,172.4 |
2,182.1 |
9.7 |
0.4% |
2,108.5 |
| Close |
2,185.9 |
2,206.3 |
20.4 |
0.9% |
2,206.3 |
| Range |
20.3 |
41.2 |
20.9 |
103.0% |
114.8 |
| ATR |
24.2 |
25.5 |
1.2 |
5.0% |
0.0 |
| Volume |
61,744 |
108,339 |
46,595 |
75.5% |
268,176 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,327.5 |
2,308.1 |
2,229.0 |
|
| R3 |
2,286.3 |
2,266.9 |
2,217.6 |
|
| R2 |
2,245.1 |
2,245.1 |
2,213.9 |
|
| R1 |
2,225.7 |
2,225.7 |
2,210.1 |
2,235.4 |
| PP |
2,203.9 |
2,203.9 |
2,203.9 |
2,208.8 |
| S1 |
2,184.5 |
2,184.5 |
2,202.5 |
2,194.2 |
| S2 |
2,162.7 |
2,162.7 |
2,198.7 |
|
| S3 |
2,121.5 |
2,143.3 |
2,195.0 |
|
| S4 |
2,080.3 |
2,102.1 |
2,183.6 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,523.8 |
2,479.8 |
2,269.4 |
|
| R3 |
2,409.0 |
2,365.0 |
2,237.9 |
|
| R2 |
2,294.2 |
2,294.2 |
2,227.3 |
|
| R1 |
2,250.2 |
2,250.2 |
2,216.8 |
2,272.2 |
| PP |
2,179.4 |
2,179.4 |
2,179.4 |
2,190.4 |
| S1 |
2,135.4 |
2,135.4 |
2,195.8 |
2,157.4 |
| S2 |
2,064.6 |
2,064.6 |
2,185.3 |
|
| S3 |
1,949.8 |
2,020.6 |
2,174.7 |
|
| S4 |
1,835.0 |
1,905.8 |
2,143.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,223.3 |
2,108.5 |
114.8 |
5.2% |
32.4 |
1.5% |
85% |
True |
False |
53,635 |
| 10 |
2,223.3 |
2,053.6 |
169.7 |
7.7% |
27.2 |
1.2% |
90% |
True |
False |
34,020 |
| 20 |
2,223.3 |
2,016.3 |
207.0 |
9.4% |
23.7 |
1.1% |
92% |
True |
False |
20,345 |
| 40 |
2,223.3 |
2,016.3 |
207.0 |
9.4% |
23.5 |
1.1% |
92% |
True |
False |
12,956 |
| 60 |
2,223.3 |
2,016.3 |
207.0 |
9.4% |
23.4 |
1.1% |
92% |
True |
False |
9,584 |
| 80 |
2,223.3 |
1,994.8 |
228.5 |
10.4% |
24.5 |
1.1% |
93% |
True |
False |
7,880 |
| 100 |
2,223.3 |
1,980.8 |
242.5 |
11.0% |
24.2 |
1.1% |
93% |
True |
False |
6,864 |
| 120 |
2,223.3 |
1,879.5 |
343.8 |
15.6% |
23.4 |
1.1% |
95% |
True |
False |
5,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,398.4 |
|
2.618 |
2,331.2 |
|
1.618 |
2,290.0 |
|
1.000 |
2,264.5 |
|
0.618 |
2,248.8 |
|
HIGH |
2,223.3 |
|
0.618 |
2,207.6 |
|
0.500 |
2,202.7 |
|
0.382 |
2,197.8 |
|
LOW |
2,182.1 |
|
0.618 |
2,156.6 |
|
1.000 |
2,140.9 |
|
1.618 |
2,115.4 |
|
2.618 |
2,074.2 |
|
4.250 |
2,007.0 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,205.1 |
2,200.2 |
| PP |
2,203.9 |
2,194.1 |
| S1 |
2,202.7 |
2,188.0 |
|