| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,077.9 |
2,093.5 |
15.6 |
0.8% |
2,046.8 |
| High |
2,103.0 |
2,122.4 |
19.4 |
0.9% |
2,106.6 |
| Low |
2,076.4 |
2,081.5 |
5.1 |
0.2% |
2,032.4 |
| Close |
2,093.7 |
2,111.2 |
17.5 |
0.8% |
2,102.2 |
| Range |
26.6 |
40.9 |
14.3 |
53.8% |
74.2 |
| ATR |
36.0 |
36.4 |
0.3 |
1.0% |
0.0 |
| Volume |
3,591 |
28,030 |
24,439 |
680.6% |
4,053 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,227.7 |
2,210.4 |
2,133.7 |
|
| R3 |
2,186.8 |
2,169.5 |
2,122.4 |
|
| R2 |
2,145.9 |
2,145.9 |
2,118.7 |
|
| R1 |
2,128.6 |
2,128.6 |
2,114.9 |
2,137.3 |
| PP |
2,105.0 |
2,105.0 |
2,105.0 |
2,109.4 |
| S1 |
2,087.7 |
2,087.7 |
2,107.5 |
2,096.4 |
| S2 |
2,064.1 |
2,064.1 |
2,103.7 |
|
| S3 |
2,023.2 |
2,046.8 |
2,100.0 |
|
| S4 |
1,982.3 |
2,005.9 |
2,088.7 |
|
|
| 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 |
2,068.7 |
56.3 |
2.7% |
32.2 |
1.5% |
75% |
False |
False |
7,398 |
| 10 |
2,125.0 |
2,027.1 |
97.9 |
4.6% |
31.8 |
1.5% |
86% |
False |
False |
4,016 |
| 20 |
2,125.0 |
1,969.1 |
155.9 |
7.4% |
38.9 |
1.8% |
91% |
False |
False |
2,217 |
| 40 |
2,125.0 |
1,925.7 |
199.3 |
9.4% |
38.3 |
1.8% |
93% |
False |
False |
1,204 |
| 60 |
2,125.0 |
1,907.4 |
217.6 |
10.3% |
38.2 |
1.8% |
94% |
False |
False |
837 |
| 80 |
2,125.0 |
1,725.3 |
399.7 |
18.9% |
35.3 |
1.7% |
97% |
False |
False |
628 |
| 100 |
2,125.0 |
1,676.0 |
449.0 |
21.3% |
32.1 |
1.5% |
97% |
False |
False |
503 |
| 120 |
2,125.0 |
1,676.0 |
449.0 |
21.3% |
30.9 |
1.5% |
97% |
False |
False |
419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,296.2 |
|
2.618 |
2,229.5 |
|
1.618 |
2,188.6 |
|
1.000 |
2,163.3 |
|
0.618 |
2,147.7 |
|
HIGH |
2,122.4 |
|
0.618 |
2,106.8 |
|
0.500 |
2,102.0 |
|
0.382 |
2,097.1 |
|
LOW |
2,081.5 |
|
0.618 |
2,056.2 |
|
1.000 |
2,040.6 |
|
1.618 |
2,015.3 |
|
2.618 |
1,974.4 |
|
4.250 |
1,907.7 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,108.1 |
2,106.6 |
| PP |
2,105.0 |
2,102.0 |
| S1 |
2,102.0 |
2,097.4 |
|