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 |
17,870.00 |
18,075.00 |
205.00 |
1.1% |
17,961.50 |
High |
18,109.50 |
18,372.75 |
263.25 |
1.5% |
18,372.75 |
Low |
17,826.00 |
18,029.50 |
203.50 |
1.1% |
17,826.00 |
Close |
18,082.75 |
18,338.25 |
255.50 |
1.4% |
18,338.25 |
Range |
283.50 |
343.25 |
59.75 |
21.1% |
546.75 |
ATR |
253.43 |
259.84 |
6.42 |
2.5% |
0.00 |
Volume |
680,147 |
639,153 |
-40,994 |
-6.0% |
2,967,018 |
|
Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,276.50 |
19,150.75 |
18,527.00 |
|
R3 |
18,933.25 |
18,807.50 |
18,432.75 |
|
R2 |
18,590.00 |
18,590.00 |
18,401.25 |
|
R1 |
18,464.25 |
18,464.25 |
18,369.75 |
18,527.00 |
PP |
18,246.75 |
18,246.75 |
18,246.75 |
18,278.25 |
S1 |
18,121.00 |
18,121.00 |
18,306.75 |
18,184.00 |
S2 |
17,903.50 |
17,903.50 |
18,275.25 |
|
S3 |
17,560.25 |
17,777.75 |
18,243.75 |
|
S4 |
17,217.00 |
17,434.50 |
18,149.50 |
|
|
Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,819.25 |
19,625.50 |
18,639.00 |
|
R3 |
19,272.50 |
19,078.75 |
18,488.50 |
|
R2 |
18,725.75 |
18,725.75 |
18,438.50 |
|
R1 |
18,532.00 |
18,532.00 |
18,388.25 |
18,629.00 |
PP |
18,179.00 |
18,179.00 |
18,179.00 |
18,227.50 |
S1 |
17,985.25 |
17,985.25 |
18,288.25 |
18,082.00 |
S2 |
17,632.25 |
17,632.25 |
18,238.00 |
|
S3 |
17,085.50 |
17,438.50 |
18,188.00 |
|
S4 |
16,538.75 |
16,891.75 |
18,037.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
18,372.75 |
17,826.00 |
546.75 |
3.0% |
213.75 |
1.2% |
94% |
True |
False |
593,403 |
10 |
18,372.75 |
17,372.75 |
1,000.00 |
5.5% |
269.50 |
1.5% |
97% |
True |
False |
675,134 |
20 |
18,372.75 |
17,372.75 |
1,000.00 |
5.5% |
250.50 |
1.4% |
97% |
True |
False |
654,176 |
40 |
18,372.75 |
16,334.25 |
2,038.50 |
11.1% |
249.25 |
1.4% |
98% |
True |
False |
658,238 |
60 |
18,372.75 |
15,961.00 |
2,411.75 |
13.2% |
234.00 |
1.3% |
99% |
True |
False |
591,618 |
80 |
18,372.75 |
15,329.75 |
3,043.00 |
16.6% |
226.25 |
1.2% |
99% |
True |
False |
444,285 |
100 |
18,372.75 |
14,322.75 |
4,050.00 |
22.1% |
233.25 |
1.3% |
99% |
True |
False |
355,652 |
120 |
18,372.75 |
14,322.75 |
4,050.00 |
22.1% |
237.25 |
1.3% |
99% |
True |
False |
296,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,831.50 |
2.618 |
19,271.50 |
1.618 |
18,928.25 |
1.000 |
18,716.00 |
0.618 |
18,585.00 |
HIGH |
18,372.75 |
0.618 |
18,241.75 |
0.500 |
18,201.00 |
0.382 |
18,160.50 |
LOW |
18,029.50 |
0.618 |
17,817.25 |
1.000 |
17,686.25 |
1.618 |
17,474.00 |
2.618 |
17,130.75 |
4.250 |
16,570.75 |
|
|
Fisher Pivots for day following 01-Mar-2024 |
Pivot |
1 day |
3 day |
R1 |
18,292.50 |
18,258.50 |
PP |
18,246.75 |
18,179.00 |
S1 |
18,201.00 |
18,099.50 |
|