| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,078.0 |
2,104.6 |
26.6 |
1.3% |
2,046.8 |
| High |
2,105.7 |
2,125.0 |
19.3 |
0.9% |
2,106.6 |
| Low |
2,068.7 |
2,097.2 |
28.5 |
1.4% |
2,032.4 |
| Close |
2,102.2 |
2,099.9 |
-2.3 |
-0.1% |
2,102.2 |
| Range |
37.0 |
27.8 |
-9.2 |
-24.9% |
74.2 |
| ATR |
38.1 |
37.4 |
-0.7 |
-1.9% |
0.0 |
| Volume |
1,082 |
2,240 |
1,158 |
107.0% |
4,053 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,190.8 |
2,173.1 |
2,115.2 |
|
| R3 |
2,163.0 |
2,145.3 |
2,107.5 |
|
| R2 |
2,135.2 |
2,135.2 |
2,105.0 |
|
| R1 |
2,117.5 |
2,117.5 |
2,102.4 |
2,112.5 |
| PP |
2,107.4 |
2,107.4 |
2,107.4 |
2,104.8 |
| S1 |
2,089.7 |
2,089.7 |
2,097.4 |
2,084.7 |
| S2 |
2,079.6 |
2,079.6 |
2,094.8 |
|
| S3 |
2,051.8 |
2,061.9 |
2,092.3 |
|
| S4 |
2,024.0 |
2,034.1 |
2,084.6 |
|
|
| 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 |
2,125.0 |
2,050.3 |
74.7 |
3.6% |
33.6 |
1.6% |
66% |
True |
False |
1,181 |
| 10 |
2,125.0 |
2,007.0 |
118.0 |
5.6% |
31.3 |
1.5% |
79% |
True |
False |
740 |
| 20 |
2,125.0 |
1,947.2 |
177.8 |
8.5% |
38.9 |
1.9% |
86% |
True |
False |
559 |
| 40 |
2,125.0 |
1,925.7 |
199.3 |
9.5% |
39.2 |
1.9% |
87% |
True |
False |
371 |
| 60 |
2,125.0 |
1,886.0 |
239.0 |
11.4% |
38.0 |
1.8% |
89% |
True |
False |
276 |
| 80 |
2,125.0 |
1,725.3 |
399.7 |
19.0% |
34.7 |
1.7% |
94% |
True |
False |
207 |
| 100 |
2,125.0 |
1,676.0 |
449.0 |
21.4% |
32.0 |
1.5% |
94% |
True |
False |
166 |
| 120 |
2,125.0 |
1,676.0 |
449.0 |
21.4% |
30.2 |
1.4% |
94% |
True |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,243.2 |
|
2.618 |
2,197.8 |
|
1.618 |
2,170.0 |
|
1.000 |
2,152.8 |
|
0.618 |
2,142.2 |
|
HIGH |
2,125.0 |
|
0.618 |
2,114.4 |
|
0.500 |
2,111.1 |
|
0.382 |
2,107.8 |
|
LOW |
2,097.2 |
|
0.618 |
2,080.0 |
|
1.000 |
2,069.4 |
|
1.618 |
2,052.2 |
|
2.618 |
2,024.4 |
|
4.250 |
1,979.1 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,111.1 |
2,097.6 |
| PP |
2,107.4 |
2,095.3 |
| S1 |
2,103.6 |
2,093.0 |
|