| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,093.5 |
2,111.6 |
18.1 |
0.9% |
2,104.6 |
| High |
2,122.4 |
2,146.0 |
23.6 |
1.1% |
2,146.0 |
| Low |
2,081.5 |
2,095.0 |
13.5 |
0.6% |
2,072.4 |
| Close |
2,111.2 |
2,109.3 |
-1.9 |
-0.1% |
2,109.3 |
| Range |
40.9 |
51.0 |
10.1 |
24.7% |
73.6 |
| ATR |
36.4 |
37.4 |
1.0 |
2.9% |
0.0 |
| Volume |
28,030 |
150,704 |
122,674 |
437.7% |
186,616 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,269.8 |
2,240.5 |
2,137.4 |
|
| R3 |
2,218.8 |
2,189.5 |
2,123.3 |
|
| R2 |
2,167.8 |
2,167.8 |
2,118.7 |
|
| R1 |
2,138.5 |
2,138.5 |
2,114.0 |
2,127.7 |
| PP |
2,116.8 |
2,116.8 |
2,116.8 |
2,111.3 |
| S1 |
2,087.5 |
2,087.5 |
2,104.6 |
2,076.7 |
| S2 |
2,065.8 |
2,065.8 |
2,100.0 |
|
| S3 |
2,014.8 |
2,036.5 |
2,095.3 |
|
| S4 |
1,963.8 |
1,985.5 |
2,081.3 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,330.0 |
2,293.3 |
2,149.8 |
|
| R3 |
2,256.4 |
2,219.7 |
2,129.5 |
|
| R2 |
2,182.8 |
2,182.8 |
2,122.8 |
|
| R1 |
2,146.1 |
2,146.1 |
2,116.0 |
2,164.5 |
| PP |
2,109.2 |
2,109.2 |
2,109.2 |
2,118.4 |
| S1 |
2,072.5 |
2,072.5 |
2,102.6 |
2,090.9 |
| S2 |
2,035.6 |
2,035.6 |
2,095.8 |
|
| S3 |
1,962.0 |
1,998.9 |
2,089.1 |
|
| S4 |
1,888.4 |
1,925.3 |
2,068.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,146.0 |
2,072.4 |
73.6 |
3.5% |
35.0 |
1.7% |
50% |
True |
False |
37,323 |
| 10 |
2,146.0 |
2,032.4 |
113.6 |
5.4% |
34.2 |
1.6% |
68% |
True |
False |
19,066 |
| 20 |
2,146.0 |
1,976.0 |
170.0 |
8.1% |
39.5 |
1.9% |
78% |
True |
False |
9,744 |
| 40 |
2,146.0 |
1,925.7 |
220.3 |
10.4% |
39.0 |
1.8% |
83% |
True |
False |
4,969 |
| 60 |
2,146.0 |
1,907.4 |
238.6 |
11.3% |
38.9 |
1.8% |
85% |
True |
False |
3,349 |
| 80 |
2,146.0 |
1,733.8 |
412.2 |
19.5% |
35.6 |
1.7% |
91% |
True |
False |
2,512 |
| 100 |
2,146.0 |
1,676.0 |
470.0 |
22.3% |
32.4 |
1.5% |
92% |
True |
False |
2,010 |
| 120 |
2,146.0 |
1,676.0 |
470.0 |
22.3% |
31.1 |
1.5% |
92% |
True |
False |
1,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,362.8 |
|
2.618 |
2,279.5 |
|
1.618 |
2,228.5 |
|
1.000 |
2,197.0 |
|
0.618 |
2,177.5 |
|
HIGH |
2,146.0 |
|
0.618 |
2,126.5 |
|
0.500 |
2,120.5 |
|
0.382 |
2,114.5 |
|
LOW |
2,095.0 |
|
0.618 |
2,063.5 |
|
1.000 |
2,044.0 |
|
1.618 |
2,012.5 |
|
2.618 |
1,961.5 |
|
4.250 |
1,878.3 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,120.5 |
2,111.2 |
| PP |
2,116.8 |
2,110.6 |
| S1 |
2,113.0 |
2,109.9 |
|