Trading Metrics calculated at close of trading on 01-Mar-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
Open |
5,132.25 |
5,163.50 |
31.25 |
0.6% |
5,157.75 |
High |
5,175.75 |
5,211.00 |
35.25 |
0.7% |
5,211.00 |
Low |
5,121.00 |
5,150.50 |
29.50 |
0.6% |
5,121.00 |
Close |
5,165.25 |
5,208.00 |
42.75 |
0.8% |
5,208.00 |
Range |
54.75 |
60.50 |
5.75 |
10.5% |
90.00 |
ATR |
48.67 |
49.52 |
0.84 |
1.7% |
0.00 |
Volume |
18,296 |
18,556 |
260 |
1.4% |
66,251 |
|
Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,371.25 |
5,350.25 |
5,241.25 |
|
R3 |
5,310.75 |
5,289.75 |
5,224.75 |
|
R2 |
5,250.25 |
5,250.25 |
5,219.00 |
|
R1 |
5,229.25 |
5,229.25 |
5,213.50 |
5,239.75 |
PP |
5,189.75 |
5,189.75 |
5,189.75 |
5,195.00 |
S1 |
5,168.75 |
5,168.75 |
5,202.50 |
5,179.25 |
S2 |
5,129.25 |
5,129.25 |
5,197.00 |
|
S3 |
5,068.75 |
5,108.25 |
5,191.25 |
|
S4 |
5,008.25 |
5,047.75 |
5,174.75 |
|
|
Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,450.00 |
5,419.00 |
5,257.50 |
|
R3 |
5,360.00 |
5,329.00 |
5,232.75 |
|
R2 |
5,270.00 |
5,270.00 |
5,224.50 |
|
R1 |
5,239.00 |
5,239.00 |
5,216.25 |
5,254.50 |
PP |
5,180.00 |
5,180.00 |
5,180.00 |
5,187.75 |
S1 |
5,149.00 |
5,149.00 |
5,199.75 |
5,164.50 |
S2 |
5,090.00 |
5,090.00 |
5,191.50 |
|
S3 |
5,000.00 |
5,059.00 |
5,183.25 |
|
S4 |
4,910.00 |
4,969.00 |
5,158.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,211.00 |
5,121.00 |
90.00 |
1.7% |
40.00 |
0.8% |
97% |
True |
False |
13,250 |
10 |
5,211.00 |
5,017.75 |
193.25 |
3.7% |
49.25 |
0.9% |
98% |
True |
False |
10,024 |
20 |
5,211.00 |
4,982.75 |
228.25 |
4.4% |
48.25 |
0.9% |
99% |
True |
False |
8,077 |
40 |
5,211.00 |
4,754.50 |
456.50 |
8.8% |
49.00 |
0.9% |
99% |
True |
False |
6,461 |
60 |
5,211.00 |
4,650.00 |
561.00 |
10.8% |
46.50 |
0.9% |
99% |
True |
False |
4,915 |
80 |
5,211.00 |
4,454.00 |
757.00 |
14.5% |
44.50 |
0.9% |
100% |
True |
False |
3,737 |
100 |
5,211.00 |
4,215.25 |
995.75 |
19.1% |
47.00 |
0.9% |
100% |
True |
False |
3,031 |
120 |
5,211.00 |
4,215.25 |
995.75 |
19.1% |
47.75 |
0.9% |
100% |
True |
False |
2,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,468.00 |
2.618 |
5,369.50 |
1.618 |
5,309.00 |
1.000 |
5,271.50 |
0.618 |
5,248.50 |
HIGH |
5,211.00 |
0.618 |
5,188.00 |
0.500 |
5,180.75 |
0.382 |
5,173.50 |
LOW |
5,150.50 |
0.618 |
5,113.00 |
1.000 |
5,090.00 |
1.618 |
5,052.50 |
2.618 |
4,992.00 |
4.250 |
4,893.50 |
|
|
Fisher Pivots for day following 01-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
5,199.00 |
5,194.00 |
PP |
5,189.75 |
5,180.00 |
S1 |
5,180.75 |
5,166.00 |
|