| Trading Metrics calculated at close of trading on 05-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,104.6 |
2,096.8 |
-7.8 |
-0.4% |
2,046.8 |
| High |
2,125.0 |
2,101.0 |
-24.0 |
-1.1% |
2,106.6 |
| Low |
2,097.2 |
2,072.4 |
-24.8 |
-1.2% |
2,032.4 |
| Close |
2,099.9 |
2,079.2 |
-20.7 |
-1.0% |
2,102.2 |
| Range |
27.8 |
28.6 |
0.8 |
2.9% |
74.2 |
| ATR |
37.4 |
36.8 |
-0.6 |
-1.7% |
0.0 |
| Volume |
2,240 |
2,051 |
-189 |
-8.4% |
4,053 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,170.0 |
2,153.2 |
2,094.9 |
|
| R3 |
2,141.4 |
2,124.6 |
2,087.1 |
|
| R2 |
2,112.8 |
2,112.8 |
2,084.4 |
|
| R1 |
2,096.0 |
2,096.0 |
2,081.8 |
2,090.1 |
| PP |
2,084.2 |
2,084.2 |
2,084.2 |
2,081.3 |
| S1 |
2,067.4 |
2,067.4 |
2,076.6 |
2,061.5 |
| S2 |
2,055.6 |
2,055.6 |
2,074.0 |
|
| S3 |
2,027.0 |
2,038.8 |
2,071.3 |
|
| S4 |
1,998.4 |
2,010.2 |
2,063.5 |
|
|
| 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 |
2,061.0 |
64.0 |
3.1% |
32.2 |
1.5% |
28% |
False |
False |
1,457 |
| 10 |
2,125.0 |
2,007.0 |
118.0 |
5.7% |
30.0 |
1.4% |
61% |
False |
False |
916 |
| 20 |
2,125.0 |
1,956.2 |
168.8 |
8.1% |
38.2 |
1.8% |
73% |
False |
False |
653 |
| 40 |
2,125.0 |
1,925.7 |
199.3 |
9.6% |
38.7 |
1.9% |
77% |
False |
False |
418 |
| 60 |
2,125.0 |
1,886.0 |
239.0 |
11.5% |
37.9 |
1.8% |
81% |
False |
False |
310 |
| 80 |
2,125.0 |
1,725.3 |
399.7 |
19.2% |
34.9 |
1.7% |
89% |
False |
False |
233 |
| 100 |
2,125.0 |
1,676.0 |
449.0 |
21.6% |
32.2 |
1.5% |
90% |
False |
False |
186 |
| 120 |
2,125.0 |
1,676.0 |
449.0 |
21.6% |
30.4 |
1.5% |
90% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,222.6 |
|
2.618 |
2,175.9 |
|
1.618 |
2,147.3 |
|
1.000 |
2,129.6 |
|
0.618 |
2,118.7 |
|
HIGH |
2,101.0 |
|
0.618 |
2,090.1 |
|
0.500 |
2,086.7 |
|
0.382 |
2,083.3 |
|
LOW |
2,072.4 |
|
0.618 |
2,054.7 |
|
1.000 |
2,043.8 |
|
1.618 |
2,026.1 |
|
2.618 |
1,997.5 |
|
4.250 |
1,950.9 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,086.7 |
2,096.9 |
| PP |
2,084.2 |
2,091.0 |
| S1 |
2,081.7 |
2,085.1 |
|