| 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 |
5,196.25 |
5,153.00 |
-43.25 |
-0.8% |
5,157.75 |
| High |
5,197.25 |
5,196.75 |
-0.50 |
0.0% |
5,211.00 |
| Low |
5,124.25 |
5,145.00 |
20.75 |
0.4% |
5,121.00 |
| Close |
5,147.25 |
5,173.75 |
26.50 |
0.5% |
5,208.00 |
| Range |
73.00 |
51.75 |
-21.25 |
-29.1% |
90.00 |
| ATR |
49.87 |
50.00 |
0.13 |
0.3% |
0.00 |
| Volume |
62,870 |
95,582 |
32,712 |
52.0% |
66,251 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,327.00 |
5,302.25 |
5,202.25 |
|
| R3 |
5,275.25 |
5,250.50 |
5,188.00 |
|
| R2 |
5,223.50 |
5,223.50 |
5,183.25 |
|
| R1 |
5,198.75 |
5,198.75 |
5,178.50 |
5,211.00 |
| PP |
5,171.75 |
5,171.75 |
5,171.75 |
5,178.00 |
| S1 |
5,147.00 |
5,147.00 |
5,169.00 |
5,159.50 |
| S2 |
5,120.00 |
5,120.00 |
5,164.25 |
|
| S3 |
5,068.25 |
5,095.25 |
5,159.50 |
|
| S4 |
5,016.50 |
5,043.50 |
5,145.25 |
|
|
| 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 |
5,220.00 |
5,121.00 |
99.00 |
1.9% |
53.25 |
1.0% |
53% |
False |
False |
43,050 |
| 10 |
5,220.00 |
5,074.75 |
145.25 |
2.8% |
47.50 |
0.9% |
68% |
False |
False |
26,391 |
| 20 |
5,220.00 |
4,994.25 |
225.75 |
4.4% |
49.00 |
0.9% |
80% |
False |
False |
16,258 |
| 40 |
5,220.00 |
4,799.25 |
420.75 |
8.1% |
48.00 |
0.9% |
89% |
False |
False |
10,403 |
| 60 |
5,220.00 |
4,668.25 |
551.75 |
10.7% |
47.00 |
0.9% |
92% |
False |
False |
7,877 |
| 80 |
5,220.00 |
4,454.00 |
766.00 |
14.8% |
45.25 |
0.9% |
94% |
False |
False |
5,954 |
| 100 |
5,220.00 |
4,215.25 |
1,004.75 |
19.4% |
47.00 |
0.9% |
95% |
False |
False |
4,813 |
| 120 |
5,220.00 |
4,215.25 |
1,004.75 |
19.4% |
48.50 |
0.9% |
95% |
False |
False |
4,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,416.75 |
|
2.618 |
5,332.25 |
|
1.618 |
5,280.50 |
|
1.000 |
5,248.50 |
|
0.618 |
5,228.75 |
|
HIGH |
5,196.75 |
|
0.618 |
5,177.00 |
|
0.500 |
5,171.00 |
|
0.382 |
5,164.75 |
|
LOW |
5,145.00 |
|
0.618 |
5,113.00 |
|
1.000 |
5,093.25 |
|
1.618 |
5,061.25 |
|
2.618 |
5,009.50 |
|
4.250 |
4,925.00 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,172.75 |
5,173.25 |
| PP |
5,171.75 |
5,172.75 |
| S1 |
5,171.00 |
5,172.00 |
|