| 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 |
2,064.9 |
2,078.0 |
13.1 |
0.6% |
2,046.8 |
| High |
2,106.6 |
2,105.7 |
-0.9 |
0.0% |
2,106.6 |
| Low |
2,061.0 |
2,068.7 |
7.7 |
0.4% |
2,032.4 |
| Close |
2,081.0 |
2,102.2 |
21.2 |
1.0% |
2,102.2 |
| Range |
45.6 |
37.0 |
-8.6 |
-18.9% |
74.2 |
| ATR |
38.2 |
38.1 |
-0.1 |
-0.2% |
0.0 |
| Volume |
1,333 |
1,082 |
-251 |
-18.8% |
4,053 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,203.2 |
2,189.7 |
2,122.6 |
|
| R3 |
2,166.2 |
2,152.7 |
2,112.4 |
|
| R2 |
2,129.2 |
2,129.2 |
2,109.0 |
|
| R1 |
2,115.7 |
2,115.7 |
2,105.6 |
2,122.5 |
| PP |
2,092.2 |
2,092.2 |
2,092.2 |
2,095.6 |
| S1 |
2,078.7 |
2,078.7 |
2,098.8 |
2,085.5 |
| S2 |
2,055.2 |
2,055.2 |
2,095.4 |
|
| S3 |
2,018.2 |
2,041.7 |
2,092.0 |
|
| S4 |
1,981.2 |
2,004.7 |
2,081.9 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.0 |
2,276.8 |
2,143.0 |
|
| R3 |
2,228.8 |
2,202.6 |
2,122.6 |
|
| R2 |
2,154.6 |
2,154.6 |
2,115.8 |
|
| R1 |
2,128.4 |
2,128.4 |
2,109.0 |
2,141.5 |
| PP |
2,080.4 |
2,080.4 |
2,080.4 |
2,087.0 |
| S1 |
2,054.2 |
2,054.2 |
2,095.4 |
2,067.3 |
| S2 |
2,006.2 |
2,006.2 |
2,088.6 |
|
| S3 |
1,932.0 |
1,980.0 |
2,081.8 |
|
| S4 |
1,857.8 |
1,905.8 |
2,061.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,106.6 |
2,032.4 |
74.2 |
3.5% |
33.4 |
1.6% |
94% |
False |
False |
810 |
| 10 |
2,106.6 |
2,007.0 |
99.6 |
4.7% |
32.3 |
1.5% |
96% |
False |
False |
552 |
| 20 |
2,106.6 |
1,947.2 |
159.4 |
7.6% |
39.4 |
1.9% |
97% |
False |
False |
456 |
| 40 |
2,106.6 |
1,925.7 |
180.9 |
8.6% |
39.1 |
1.9% |
98% |
False |
False |
324 |
| 60 |
2,116.9 |
1,886.0 |
230.9 |
11.0% |
37.9 |
1.8% |
94% |
False |
False |
239 |
| 80 |
2,116.9 |
1,725.3 |
391.6 |
18.6% |
34.7 |
1.7% |
96% |
False |
False |
179 |
| 100 |
2,116.9 |
1,676.0 |
440.9 |
21.0% |
32.1 |
1.5% |
97% |
False |
False |
143 |
| 120 |
2,116.9 |
1,676.0 |
440.9 |
21.0% |
30.1 |
1.4% |
97% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,263.0 |
|
2.618 |
2,202.6 |
|
1.618 |
2,165.6 |
|
1.000 |
2,142.7 |
|
0.618 |
2,128.6 |
|
HIGH |
2,105.7 |
|
0.618 |
2,091.6 |
|
0.500 |
2,087.2 |
|
0.382 |
2,082.8 |
|
LOW |
2,068.7 |
|
0.618 |
2,045.8 |
|
1.000 |
2,031.7 |
|
1.618 |
2,008.8 |
|
2.618 |
1,971.8 |
|
4.250 |
1,911.5 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,097.2 |
2,096.1 |
| PP |
2,092.2 |
2,089.9 |
| S1 |
2,087.2 |
2,083.8 |
|