| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,081.9 |
2,090.1 |
8.2 |
0.4% |
2,082.4 |
| High |
2,097.8 |
2,135.2 |
37.4 |
1.8% |
2,135.2 |
| Low |
2,075.0 |
2,086.0 |
11.0 |
0.5% |
2,072.9 |
| Close |
2,093.1 |
2,134.6 |
41.5 |
2.0% |
2,134.6 |
| Range |
22.8 |
49.2 |
26.4 |
115.8% |
62.3 |
| ATR |
19.3 |
21.4 |
2.1 |
11.1% |
0.0 |
| Volume |
1,415 |
4,506 |
3,091 |
218.4% |
10,623 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,266.2 |
2,249.6 |
2,161.7 |
|
| R3 |
2,217.0 |
2,200.4 |
2,148.1 |
|
| R2 |
2,167.8 |
2,167.8 |
2,143.6 |
|
| R1 |
2,151.2 |
2,151.2 |
2,139.1 |
2,159.5 |
| PP |
2,118.6 |
2,118.6 |
2,118.6 |
2,122.8 |
| S1 |
2,102.0 |
2,102.0 |
2,130.1 |
2,110.3 |
| S2 |
2,069.4 |
2,069.4 |
2,125.6 |
|
| S3 |
2,020.2 |
2,052.8 |
2,121.1 |
|
| S4 |
1,971.0 |
2,003.6 |
2,107.5 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,301.1 |
2,280.2 |
2,168.9 |
|
| R3 |
2,238.8 |
2,217.9 |
2,151.7 |
|
| R2 |
2,176.5 |
2,176.5 |
2,146.0 |
|
| R1 |
2,155.6 |
2,155.6 |
2,140.3 |
2,166.1 |
| PP |
2,114.2 |
2,114.2 |
2,114.2 |
2,119.5 |
| S1 |
2,093.3 |
2,093.3 |
2,128.9 |
2,103.8 |
| S2 |
2,051.9 |
2,051.9 |
2,123.2 |
|
| S3 |
1,989.6 |
2,031.0 |
2,117.5 |
|
| S4 |
1,927.3 |
1,968.7 |
2,100.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,135.2 |
2,072.9 |
62.3 |
2.9% |
21.1 |
1.0% |
99% |
True |
False |
2,124 |
| 10 |
2,135.2 |
2,045.2 |
90.0 |
4.2% |
19.5 |
0.9% |
99% |
True |
False |
2,024 |
| 20 |
2,135.2 |
2,036.0 |
99.2 |
4.6% |
19.8 |
0.9% |
99% |
True |
False |
2,369 |
| 40 |
2,135.2 |
2,036.0 |
99.2 |
4.6% |
21.2 |
1.0% |
99% |
True |
False |
2,241 |
| 60 |
2,154.1 |
2,036.0 |
118.1 |
5.5% |
22.0 |
1.0% |
83% |
False |
False |
2,164 |
| 80 |
2,208.6 |
2,013.5 |
195.1 |
9.1% |
22.8 |
1.1% |
62% |
False |
False |
2,038 |
| 100 |
2,208.6 |
1,922.9 |
285.7 |
13.4% |
22.8 |
1.1% |
74% |
False |
False |
1,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,344.3 |
|
2.618 |
2,264.0 |
|
1.618 |
2,214.8 |
|
1.000 |
2,184.4 |
|
0.618 |
2,165.6 |
|
HIGH |
2,135.2 |
|
0.618 |
2,116.4 |
|
0.500 |
2,110.6 |
|
0.382 |
2,104.8 |
|
LOW |
2,086.0 |
|
0.618 |
2,055.6 |
|
1.000 |
2,036.8 |
|
1.618 |
2,006.4 |
|
2.618 |
1,957.2 |
|
4.250 |
1,876.9 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,126.6 |
2,124.4 |
| PP |
2,118.6 |
2,114.2 |
| S1 |
2,110.6 |
2,104.1 |
|