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 |
4,867.0 |
4,844.0 |
-23.0 |
-0.5% |
4,832.0 |
High |
4,874.0 |
4,889.0 |
15.0 |
0.3% |
4,875.0 |
Low |
4,826.0 |
4,844.0 |
18.0 |
0.4% |
4,816.0 |
Close |
4,852.0 |
4,877.0 |
25.0 |
0.5% |
4,854.0 |
Range |
48.0 |
45.0 |
-3.0 |
-6.3% |
59.0 |
ATR |
36.0 |
36.6 |
0.6 |
1.8% |
0.0 |
Volume |
87,501 |
137,494 |
49,993 |
57.1% |
41,426 |
|
Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,005.0 |
4,986.0 |
4,901.8 |
|
R3 |
4,960.0 |
4,941.0 |
4,889.4 |
|
R2 |
4,915.0 |
4,915.0 |
4,885.3 |
|
R1 |
4,896.0 |
4,896.0 |
4,881.1 |
4,905.5 |
PP |
4,870.0 |
4,870.0 |
4,870.0 |
4,874.8 |
S1 |
4,851.0 |
4,851.0 |
4,872.9 |
4,860.5 |
S2 |
4,825.0 |
4,825.0 |
4,868.8 |
|
S3 |
4,780.0 |
4,806.0 |
4,864.6 |
|
S4 |
4,735.0 |
4,761.0 |
4,852.3 |
|
|
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 |
4,889.0 |
4,826.0 |
63.0 |
1.3% |
36.2 |
0.7% |
81% |
True |
False |
58,394 |
10 |
4,889.0 |
4,771.0 |
118.0 |
2.4% |
31.9 |
0.7% |
90% |
True |
False |
35,660 |
20 |
4,889.0 |
4,626.0 |
263.0 |
5.4% |
28.9 |
0.6% |
95% |
True |
False |
23,543 |
40 |
4,889.0 |
4,352.0 |
537.0 |
11.0% |
30.0 |
0.6% |
98% |
True |
False |
12,823 |
60 |
4,889.0 |
4,352.0 |
537.0 |
11.0% |
30.0 |
0.6% |
98% |
True |
False |
8,599 |
80 |
4,889.0 |
4,183.0 |
706.0 |
14.5% |
23.9 |
0.5% |
98% |
True |
False |
6,451 |
100 |
4,889.0 |
4,007.0 |
882.0 |
18.1% |
19.4 |
0.4% |
99% |
True |
False |
5,162 |
120 |
4,889.0 |
4,007.0 |
882.0 |
18.1% |
16.2 |
0.3% |
99% |
True |
False |
4,302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,080.3 |
2.618 |
5,006.8 |
1.618 |
4,961.8 |
1.000 |
4,934.0 |
0.618 |
4,916.8 |
HIGH |
4,889.0 |
0.618 |
4,871.8 |
0.500 |
4,866.5 |
0.382 |
4,861.2 |
LOW |
4,844.0 |
0.618 |
4,816.2 |
1.000 |
4,799.0 |
1.618 |
4,771.2 |
2.618 |
4,726.2 |
4.250 |
4,652.8 |
|
|
Fisher Pivots for day following 06-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,873.5 |
4,870.5 |
PP |
4,870.0 |
4,864.0 |
S1 |
4,866.5 |
4,857.5 |
|