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 |
4,860.0 |
4,865.0 |
5.0 |
0.1% |
4,832.0 |
High |
4,875.0 |
4,884.0 |
9.0 |
0.2% |
4,875.0 |
Low |
4,835.0 |
4,858.0 |
23.0 |
0.5% |
4,816.0 |
Close |
4,854.0 |
4,871.0 |
17.0 |
0.4% |
4,854.0 |
Range |
40.0 |
26.0 |
-14.0 |
-35.0% |
59.0 |
ATR |
35.4 |
35.0 |
-0.4 |
-1.1% |
0.0 |
Volume |
13,101 |
47,910 |
34,809 |
265.7% |
41,426 |
|
Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,949.0 |
4,936.0 |
4,885.3 |
|
R3 |
4,923.0 |
4,910.0 |
4,878.2 |
|
R2 |
4,897.0 |
4,897.0 |
4,875.8 |
|
R1 |
4,884.0 |
4,884.0 |
4,873.4 |
4,890.5 |
PP |
4,871.0 |
4,871.0 |
4,871.0 |
4,874.3 |
S1 |
4,858.0 |
4,858.0 |
4,868.6 |
4,864.5 |
S2 |
4,845.0 |
4,845.0 |
4,866.2 |
|
S3 |
4,819.0 |
4,832.0 |
4,863.9 |
|
S4 |
4,793.0 |
4,806.0 |
4,856.7 |
|
|
Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,025.3 |
4,998.7 |
4,886.5 |
|
R3 |
4,966.3 |
4,939.7 |
4,870.2 |
|
R2 |
4,907.3 |
4,907.3 |
4,864.8 |
|
R1 |
4,880.7 |
4,880.7 |
4,859.4 |
4,894.0 |
PP |
4,848.3 |
4,848.3 |
4,848.3 |
4,855.0 |
S1 |
4,821.7 |
4,821.7 |
4,848.6 |
4,835.0 |
S2 |
4,789.3 |
4,789.3 |
4,843.2 |
|
S3 |
4,730.3 |
4,762.7 |
4,837.8 |
|
S4 |
4,671.3 |
4,703.7 |
4,821.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,884.0 |
4,816.0 |
68.0 |
1.4% |
26.8 |
0.6% |
81% |
True |
False |
16,444 |
10 |
4,884.0 |
4,716.0 |
168.0 |
3.4% |
26.3 |
0.5% |
92% |
True |
False |
16,215 |
20 |
4,884.0 |
4,604.0 |
280.0 |
5.7% |
27.8 |
0.6% |
95% |
True |
False |
12,351 |
40 |
4,884.0 |
4,352.0 |
532.0 |
10.9% |
29.4 |
0.6% |
98% |
True |
False |
7,199 |
60 |
4,884.0 |
4,352.0 |
532.0 |
10.9% |
29.7 |
0.6% |
98% |
True |
False |
4,851 |
80 |
4,884.0 |
4,166.0 |
718.0 |
14.7% |
22.7 |
0.5% |
98% |
True |
False |
3,638 |
100 |
4,884.0 |
4,007.0 |
877.0 |
18.0% |
18.5 |
0.4% |
99% |
True |
False |
2,912 |
120 |
4,884.0 |
4,007.0 |
877.0 |
18.0% |
15.4 |
0.3% |
99% |
True |
False |
2,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,994.5 |
2.618 |
4,952.1 |
1.618 |
4,926.1 |
1.000 |
4,910.0 |
0.618 |
4,900.1 |
HIGH |
4,884.0 |
0.618 |
4,874.1 |
0.500 |
4,871.0 |
0.382 |
4,867.9 |
LOW |
4,858.0 |
0.618 |
4,841.9 |
1.000 |
4,832.0 |
1.618 |
4,815.9 |
2.618 |
4,789.9 |
4.250 |
4,747.5 |
|
|
Fisher Pivots for day following 04-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,871.0 |
4,867.2 |
PP |
4,871.0 |
4,863.3 |
S1 |
4,871.0 |
4,859.5 |
|