| 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 |
2,096.8 |
2,077.9 |
-18.9 |
-0.9% |
2,046.8 |
| High |
2,101.0 |
2,103.0 |
2.0 |
0.1% |
2,106.6 |
| Low |
2,072.4 |
2,076.4 |
4.0 |
0.2% |
2,032.4 |
| Close |
2,079.2 |
2,093.7 |
14.5 |
0.7% |
2,102.2 |
| Range |
28.6 |
26.6 |
-2.0 |
-7.0% |
74.2 |
| ATR |
36.8 |
36.0 |
-0.7 |
-2.0% |
0.0 |
| Volume |
2,051 |
3,591 |
1,540 |
75.1% |
4,053 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,170.8 |
2,158.9 |
2,108.3 |
|
| R3 |
2,144.2 |
2,132.3 |
2,101.0 |
|
| R2 |
2,117.6 |
2,117.6 |
2,098.6 |
|
| R1 |
2,105.7 |
2,105.7 |
2,096.1 |
2,111.7 |
| PP |
2,091.0 |
2,091.0 |
2,091.0 |
2,094.0 |
| S1 |
2,079.1 |
2,079.1 |
2,091.3 |
2,085.1 |
| S2 |
2,064.4 |
2,064.4 |
2,088.8 |
|
| S3 |
2,037.8 |
2,052.5 |
2,086.4 |
|
| S4 |
2,011.2 |
2,025.9 |
2,079.1 |
|
|
| 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% |
33.1 |
1.6% |
51% |
False |
False |
2,059 |
| 10 |
2,125.0 |
2,022.7 |
102.3 |
4.9% |
29.8 |
1.4% |
69% |
False |
False |
1,256 |
| 20 |
2,125.0 |
1,966.5 |
158.5 |
7.6% |
38.2 |
1.8% |
80% |
False |
False |
824 |
| 40 |
2,125.0 |
1,925.7 |
199.3 |
9.5% |
38.1 |
1.8% |
84% |
False |
False |
504 |
| 60 |
2,125.0 |
1,900.7 |
224.3 |
10.7% |
38.0 |
1.8% |
86% |
False |
False |
370 |
| 80 |
2,125.0 |
1,725.3 |
399.7 |
19.1% |
35.2 |
1.7% |
92% |
False |
False |
278 |
| 100 |
2,125.0 |
1,676.0 |
449.0 |
21.4% |
32.3 |
1.5% |
93% |
False |
False |
222 |
| 120 |
2,125.0 |
1,676.0 |
449.0 |
21.4% |
30.6 |
1.5% |
93% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,216.1 |
|
2.618 |
2,172.6 |
|
1.618 |
2,146.0 |
|
1.000 |
2,129.6 |
|
0.618 |
2,119.4 |
|
HIGH |
2,103.0 |
|
0.618 |
2,092.8 |
|
0.500 |
2,089.7 |
|
0.382 |
2,086.6 |
|
LOW |
2,076.4 |
|
0.618 |
2,060.0 |
|
1.000 |
2,049.8 |
|
1.618 |
2,033.4 |
|
2.618 |
2,006.8 |
|
4.250 |
1,963.4 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,092.4 |
2,098.7 |
| PP |
2,091.0 |
2,097.0 |
| S1 |
2,089.7 |
2,095.4 |
|