| Trading Metrics calculated at close of trading on 05-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2,130.3 |
2,162.0 |
31.7 |
1.5% |
2,082.4 |
| High |
2,166.3 |
2,189.2 |
22.9 |
1.1% |
2,135.2 |
| Low |
2,127.0 |
2,158.1 |
31.1 |
1.5% |
2,072.9 |
| Close |
2,165.5 |
2,181.4 |
15.9 |
0.7% |
2,134.6 |
| Range |
39.3 |
31.1 |
-8.2 |
-20.9% |
62.3 |
| ATR |
22.7 |
23.3 |
0.6 |
2.6% |
0.0 |
| Volume |
4,062 |
3,231 |
-831 |
-20.5% |
10,623 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,269.5 |
2,256.6 |
2,198.5 |
|
| R3 |
2,238.4 |
2,225.5 |
2,190.0 |
|
| R2 |
2,207.3 |
2,207.3 |
2,187.1 |
|
| R1 |
2,194.4 |
2,194.4 |
2,184.3 |
2,200.9 |
| PP |
2,176.2 |
2,176.2 |
2,176.2 |
2,179.5 |
| S1 |
2,163.3 |
2,163.3 |
2,178.5 |
2,169.8 |
| S2 |
2,145.1 |
2,145.1 |
2,175.7 |
|
| S3 |
2,114.0 |
2,132.2 |
2,172.8 |
|
| S4 |
2,082.9 |
2,101.1 |
2,164.3 |
|
|
| 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 |
2,189.2 |
2,072.9 |
116.3 |
5.3% |
30.9 |
1.4% |
93% |
True |
False |
2,866 |
| 10 |
2,189.2 |
2,063.7 |
125.5 |
5.8% |
22.9 |
1.1% |
94% |
True |
False |
2,271 |
| 20 |
2,189.2 |
2,036.0 |
153.2 |
7.0% |
20.5 |
0.9% |
95% |
True |
False |
2,434 |
| 40 |
2,189.2 |
2,036.0 |
153.2 |
7.0% |
21.6 |
1.0% |
95% |
True |
False |
2,341 |
| 60 |
2,189.2 |
2,036.0 |
153.2 |
7.0% |
22.4 |
1.0% |
95% |
True |
False |
2,213 |
| 80 |
2,208.6 |
2,013.5 |
195.1 |
8.9% |
23.3 |
1.1% |
86% |
False |
False |
2,105 |
| 100 |
2,208.6 |
1,950.8 |
257.8 |
11.8% |
23.1 |
1.1% |
89% |
False |
False |
1,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,321.4 |
|
2.618 |
2,270.6 |
|
1.618 |
2,239.5 |
|
1.000 |
2,220.3 |
|
0.618 |
2,208.4 |
|
HIGH |
2,189.2 |
|
0.618 |
2,177.3 |
|
0.500 |
2,173.7 |
|
0.382 |
2,170.0 |
|
LOW |
2,158.1 |
|
0.618 |
2,138.9 |
|
1.000 |
2,127.0 |
|
1.618 |
2,107.8 |
|
2.618 |
2,076.7 |
|
4.250 |
2,025.9 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,178.8 |
2,166.8 |
| PP |
2,176.2 |
2,152.2 |
| S1 |
2,173.7 |
2,137.6 |
|