| 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 |
2,070.6 |
2,088.5 |
17.9 |
0.9% |
2,076.0 |
| High |
2,099.0 |
2,121.4 |
22.4 |
1.1% |
2,121.4 |
| Low |
2,057.3 |
2,070.7 |
13.4 |
0.7% |
2,048.4 |
| Close |
2,086.7 |
2,084.6 |
-2.1 |
-0.1% |
2,084.6 |
| Range |
41.7 |
50.7 |
9.0 |
21.6% |
73.0 |
| ATR |
36.9 |
37.9 |
1.0 |
2.7% |
0.0 |
| Volume |
187,560 |
302,883 |
115,323 |
61.5% |
1,035,274 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,244.3 |
2,215.2 |
2,112.5 |
|
| R3 |
2,193.6 |
2,164.5 |
2,098.5 |
|
| R2 |
2,142.9 |
2,142.9 |
2,093.9 |
|
| R1 |
2,113.8 |
2,113.8 |
2,089.2 |
2,103.0 |
| PP |
2,092.2 |
2,092.2 |
2,092.2 |
2,086.9 |
| S1 |
2,063.1 |
2,063.1 |
2,080.0 |
2,052.3 |
| S2 |
2,041.5 |
2,041.5 |
2,075.3 |
|
| S3 |
1,990.8 |
2,012.4 |
2,070.7 |
|
| S4 |
1,940.1 |
1,961.7 |
2,056.7 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.8 |
2,267.2 |
2,124.8 |
|
| R3 |
2,230.8 |
2,194.2 |
2,104.7 |
|
| R2 |
2,157.8 |
2,157.8 |
2,098.0 |
|
| R1 |
2,121.2 |
2,121.2 |
2,091.3 |
2,139.5 |
| PP |
2,084.8 |
2,084.8 |
2,084.8 |
2,094.0 |
| S1 |
2,048.2 |
2,048.2 |
2,077.9 |
2,066.5 |
| S2 |
2,011.8 |
2,011.8 |
2,071.2 |
|
| S3 |
1,938.8 |
1,975.2 |
2,064.5 |
|
| S4 |
1,865.8 |
1,902.2 |
2,044.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,121.4 |
2,048.4 |
73.0 |
3.5% |
34.5 |
1.7% |
50% |
True |
False |
207,054 |
| 10 |
2,121.4 |
2,009.3 |
112.1 |
5.4% |
34.0 |
1.6% |
67% |
True |
False |
193,696 |
| 20 |
2,121.4 |
1,953.7 |
167.7 |
8.0% |
39.6 |
1.9% |
78% |
True |
False |
221,742 |
| 40 |
2,121.4 |
1,904.8 |
216.6 |
10.4% |
39.8 |
1.9% |
83% |
True |
False |
219,124 |
| 60 |
2,121.4 |
1,887.2 |
234.2 |
11.2% |
40.8 |
2.0% |
84% |
True |
False |
227,720 |
| 80 |
2,121.4 |
1,713.0 |
408.4 |
19.6% |
38.9 |
1.9% |
91% |
True |
False |
178,626 |
| 100 |
2,121.4 |
1,656.1 |
465.3 |
22.3% |
37.8 |
1.8% |
92% |
True |
False |
142,938 |
| 120 |
2,121.4 |
1,656.1 |
465.3 |
22.3% |
36.8 |
1.8% |
92% |
True |
False |
119,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,336.9 |
|
2.618 |
2,254.1 |
|
1.618 |
2,203.4 |
|
1.000 |
2,172.1 |
|
0.618 |
2,152.7 |
|
HIGH |
2,121.4 |
|
0.618 |
2,102.0 |
|
0.500 |
2,096.1 |
|
0.382 |
2,090.1 |
|
LOW |
2,070.7 |
|
0.618 |
2,039.4 |
|
1.000 |
2,020.0 |
|
1.618 |
1,988.7 |
|
2.618 |
1,938.0 |
|
4.250 |
1,855.2 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,096.1 |
2,086.8 |
| PP |
2,092.2 |
2,086.0 |
| S1 |
2,088.4 |
2,085.3 |
|