Trading Metrics calculated at close of trading on 07-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
4,844.0 |
4,873.0 |
29.0 |
0.6% |
4,832.0 |
High |
4,889.0 |
4,950.0 |
61.0 |
1.2% |
4,875.0 |
Low |
4,844.0 |
4,850.0 |
6.0 |
0.1% |
4,816.0 |
Close |
4,877.0 |
4,937.0 |
60.0 |
1.2% |
4,854.0 |
Range |
45.0 |
100.0 |
55.0 |
122.2% |
59.0 |
ATR |
36.6 |
41.1 |
4.5 |
12.4% |
0.0 |
Volume |
137,494 |
201,360 |
63,866 |
46.5% |
41,426 |
|
Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,212.3 |
5,174.7 |
4,992.0 |
|
R3 |
5,112.3 |
5,074.7 |
4,964.5 |
|
R2 |
5,012.3 |
5,012.3 |
4,955.3 |
|
R1 |
4,974.7 |
4,974.7 |
4,946.2 |
4,993.5 |
PP |
4,912.3 |
4,912.3 |
4,912.3 |
4,921.8 |
S1 |
4,874.7 |
4,874.7 |
4,927.8 |
4,893.5 |
S2 |
4,812.3 |
4,812.3 |
4,918.7 |
|
S3 |
4,712.3 |
4,774.7 |
4,909.5 |
|
S4 |
4,612.3 |
4,674.7 |
4,882.0 |
|
|
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 |
4,950.0 |
4,826.0 |
124.0 |
2.5% |
51.8 |
1.0% |
90% |
True |
False |
97,473 |
10 |
4,950.0 |
4,816.0 |
134.0 |
2.7% |
35.9 |
0.7% |
90% |
True |
False |
54,707 |
20 |
4,950.0 |
4,626.0 |
324.0 |
6.6% |
33.1 |
0.7% |
96% |
True |
False |
33,609 |
40 |
4,950.0 |
4,352.0 |
598.0 |
12.1% |
32.0 |
0.6% |
98% |
True |
False |
17,857 |
60 |
4,950.0 |
4,352.0 |
598.0 |
12.1% |
30.7 |
0.6% |
98% |
True |
False |
11,955 |
80 |
4,950.0 |
4,217.0 |
733.0 |
14.8% |
25.1 |
0.5% |
98% |
True |
False |
8,968 |
100 |
4,950.0 |
4,007.0 |
943.0 |
19.1% |
20.4 |
0.4% |
99% |
True |
False |
7,176 |
120 |
4,950.0 |
4,007.0 |
943.0 |
19.1% |
17.0 |
0.3% |
99% |
True |
False |
5,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,375.0 |
2.618 |
5,211.8 |
1.618 |
5,111.8 |
1.000 |
5,050.0 |
0.618 |
5,011.8 |
HIGH |
4,950.0 |
0.618 |
4,911.8 |
0.500 |
4,900.0 |
0.382 |
4,888.2 |
LOW |
4,850.0 |
0.618 |
4,788.2 |
1.000 |
4,750.0 |
1.618 |
4,688.2 |
2.618 |
4,588.2 |
4.250 |
4,425.0 |
|
|
Fisher Pivots for day following 07-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
4,924.7 |
4,920.7 |
PP |
4,912.3 |
4,904.3 |
S1 |
4,900.0 |
4,888.0 |
|