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 |
4,865.0 |
4,867.0 |
2.0 |
0.0% |
4,832.0 |
High |
4,884.0 |
4,874.0 |
-10.0 |
-0.2% |
4,875.0 |
Low |
4,858.0 |
4,826.0 |
-32.0 |
-0.7% |
4,816.0 |
Close |
4,871.0 |
4,852.0 |
-19.0 |
-0.4% |
4,854.0 |
Range |
26.0 |
48.0 |
22.0 |
84.6% |
59.0 |
ATR |
35.0 |
36.0 |
0.9 |
2.6% |
0.0 |
Volume |
47,910 |
87,501 |
39,591 |
82.6% |
41,426 |
|
Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,994.7 |
4,971.3 |
4,878.4 |
|
R3 |
4,946.7 |
4,923.3 |
4,865.2 |
|
R2 |
4,898.7 |
4,898.7 |
4,860.8 |
|
R1 |
4,875.3 |
4,875.3 |
4,856.4 |
4,863.0 |
PP |
4,850.7 |
4,850.7 |
4,850.7 |
4,844.5 |
S1 |
4,827.3 |
4,827.3 |
4,847.6 |
4,815.0 |
S2 |
4,802.7 |
4,802.7 |
4,843.2 |
|
S3 |
4,754.7 |
4,779.3 |
4,838.8 |
|
S4 |
4,706.7 |
4,731.3 |
4,825.6 |
|
|
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 |
4,826.0 |
58.0 |
1.2% |
29.6 |
0.6% |
45% |
False |
True |
33,904 |
10 |
4,884.0 |
4,721.0 |
163.0 |
3.4% |
29.9 |
0.6% |
80% |
False |
False |
24,259 |
20 |
4,884.0 |
4,625.0 |
259.0 |
5.3% |
28.4 |
0.6% |
88% |
False |
False |
16,705 |
40 |
4,884.0 |
4,352.0 |
532.0 |
11.0% |
30.0 |
0.6% |
94% |
False |
False |
9,386 |
60 |
4,884.0 |
4,352.0 |
532.0 |
11.0% |
30.0 |
0.6% |
94% |
False |
False |
6,309 |
80 |
4,884.0 |
4,183.0 |
701.0 |
14.4% |
23.3 |
0.5% |
95% |
False |
False |
4,732 |
100 |
4,884.0 |
4,007.0 |
877.0 |
18.1% |
19.0 |
0.4% |
96% |
False |
False |
3,787 |
120 |
4,884.0 |
4,007.0 |
877.0 |
18.1% |
15.8 |
0.3% |
96% |
False |
False |
3,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,078.0 |
2.618 |
4,999.7 |
1.618 |
4,951.7 |
1.000 |
4,922.0 |
0.618 |
4,903.7 |
HIGH |
4,874.0 |
0.618 |
4,855.7 |
0.500 |
4,850.0 |
0.382 |
4,844.3 |
LOW |
4,826.0 |
0.618 |
4,796.3 |
1.000 |
4,778.0 |
1.618 |
4,748.3 |
2.618 |
4,700.3 |
4.250 |
4,622.0 |
|
|
Fisher Pivots for day following 05-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,851.3 |
4,855.0 |
PP |
4,850.7 |
4,854.0 |
S1 |
4,850.0 |
4,853.0 |
|