| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,090.1 |
2,130.3 |
40.2 |
1.9% |
2,082.4 |
| High |
2,135.2 |
2,166.3 |
31.1 |
1.5% |
2,135.2 |
| Low |
2,086.0 |
2,127.0 |
41.0 |
2.0% |
2,072.9 |
| Close |
2,134.6 |
2,165.5 |
30.9 |
1.4% |
2,134.6 |
| Range |
49.2 |
39.3 |
-9.9 |
-20.1% |
62.3 |
| ATR |
21.4 |
22.7 |
1.3 |
6.0% |
0.0 |
| Volume |
4,506 |
4,062 |
-444 |
-9.9% |
10,623 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,270.8 |
2,257.5 |
2,187.1 |
|
| R3 |
2,231.5 |
2,218.2 |
2,176.3 |
|
| R2 |
2,192.2 |
2,192.2 |
2,172.7 |
|
| R1 |
2,178.9 |
2,178.9 |
2,169.1 |
2,185.6 |
| PP |
2,152.9 |
2,152.9 |
2,152.9 |
2,156.3 |
| S1 |
2,139.6 |
2,139.6 |
2,161.9 |
2,146.3 |
| S2 |
2,113.6 |
2,113.6 |
2,158.3 |
|
| S3 |
2,074.3 |
2,100.3 |
2,154.7 |
|
| S4 |
2,035.0 |
2,061.0 |
2,143.9 |
|
|
| 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 |
2,166.3 |
2,072.9 |
93.4 |
4.3% |
26.6 |
1.2% |
99% |
True |
False |
2,561 |
| 10 |
2,166.3 |
2,063.7 |
102.6 |
4.7% |
21.4 |
1.0% |
99% |
True |
False |
2,255 |
| 20 |
2,166.3 |
2,036.0 |
130.3 |
6.0% |
20.3 |
0.9% |
99% |
True |
False |
2,365 |
| 40 |
2,166.3 |
2,036.0 |
130.3 |
6.0% |
21.8 |
1.0% |
99% |
True |
False |
2,303 |
| 60 |
2,166.3 |
2,036.0 |
130.3 |
6.0% |
22.1 |
1.0% |
99% |
True |
False |
2,192 |
| 80 |
2,208.6 |
2,013.5 |
195.1 |
9.0% |
23.2 |
1.1% |
78% |
False |
False |
2,081 |
| 100 |
2,208.6 |
1,941.0 |
267.6 |
12.4% |
22.9 |
1.1% |
84% |
False |
False |
1,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,333.3 |
|
2.618 |
2,269.2 |
|
1.618 |
2,229.9 |
|
1.000 |
2,205.6 |
|
0.618 |
2,190.6 |
|
HIGH |
2,166.3 |
|
0.618 |
2,151.3 |
|
0.500 |
2,146.7 |
|
0.382 |
2,142.0 |
|
LOW |
2,127.0 |
|
0.618 |
2,102.7 |
|
1.000 |
2,087.7 |
|
1.618 |
2,063.4 |
|
2.618 |
2,024.1 |
|
4.250 |
1,960.0 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,159.2 |
2,150.6 |
| PP |
2,152.9 |
2,135.6 |
| S1 |
2,146.7 |
2,120.7 |
|