| Trading Metrics calculated at close of trading on 06-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
5,110.52 |
5,108.03 |
-2.49 |
0.0% |
5,093.00 |
| High |
5,114.54 |
5,127.97 |
13.43 |
0.3% |
5,140.33 |
| Low |
5,056.82 |
5,092.22 |
35.40 |
0.7% |
5,057.29 |
| Close |
5,078.65 |
5,104.76 |
26.11 |
0.5% |
5,137.08 |
| Range |
57.72 |
35.75 |
-21.97 |
-38.1% |
83.04 |
| ATR |
43.29 |
43.72 |
0.43 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,215.57 |
5,195.91 |
5,124.42 |
|
| R3 |
5,179.82 |
5,160.16 |
5,114.59 |
|
| R2 |
5,144.07 |
5,144.07 |
5,111.31 |
|
| R1 |
5,124.41 |
5,124.41 |
5,108.04 |
5,116.37 |
| PP |
5,108.32 |
5,108.32 |
5,108.32 |
5,104.29 |
| S1 |
5,088.66 |
5,088.66 |
5,101.48 |
5,080.62 |
| S2 |
5,072.57 |
5,072.57 |
5,098.21 |
|
| S3 |
5,036.82 |
5,052.91 |
5,094.93 |
|
| S4 |
5,001.07 |
5,017.16 |
5,085.10 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,360.69 |
5,331.92 |
5,182.75 |
|
| R3 |
5,277.65 |
5,248.88 |
5,159.92 |
|
| R2 |
5,194.61 |
5,194.61 |
5,152.30 |
|
| R1 |
5,165.84 |
5,165.84 |
5,144.69 |
5,180.23 |
| PP |
5,111.57 |
5,111.57 |
5,111.57 |
5,118.76 |
| S1 |
5,082.80 |
5,082.80 |
5,129.47 |
5,097.19 |
| S2 |
5,028.53 |
5,028.53 |
5,121.86 |
|
| S3 |
4,945.49 |
4,999.76 |
5,114.24 |
|
| S4 |
4,862.45 |
4,916.72 |
5,091.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,149.67 |
5,056.82 |
92.85 |
1.8% |
40.98 |
0.8% |
52% |
False |
False |
|
| 10 |
5,149.67 |
5,038.83 |
110.84 |
2.2% |
36.12 |
0.7% |
59% |
False |
False |
|
| 20 |
5,149.67 |
4,920.31 |
229.36 |
4.5% |
35.55 |
0.7% |
80% |
False |
False |
|
| 40 |
5,149.67 |
4,714.82 |
434.85 |
8.5% |
36.89 |
0.7% |
90% |
False |
False |
|
| 60 |
5,149.67 |
4,574.06 |
575.61 |
11.3% |
36.82 |
0.7% |
92% |
False |
False |
|
| 80 |
5,149.67 |
4,344.01 |
805.66 |
15.8% |
35.57 |
0.7% |
94% |
False |
False |
|
| 100 |
5,149.67 |
4,103.78 |
1,045.89 |
20.5% |
38.23 |
0.7% |
96% |
False |
False |
|
| 120 |
5,149.67 |
4,103.78 |
1,045.89 |
20.5% |
39.94 |
0.8% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,279.91 |
|
2.618 |
5,221.56 |
|
1.618 |
5,185.81 |
|
1.000 |
5,163.72 |
|
0.618 |
5,150.06 |
|
HIGH |
5,127.97 |
|
0.618 |
5,114.31 |
|
0.500 |
5,110.10 |
|
0.382 |
5,105.88 |
|
LOW |
5,092.22 |
|
0.618 |
5,070.13 |
|
1.000 |
5,056.47 |
|
1.618 |
5,034.38 |
|
2.618 |
4,998.63 |
|
4.250 |
4,940.28 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
5,110.10 |
5,104.26 |
| PP |
5,108.32 |
5,103.75 |
| S1 |
5,106.54 |
5,103.25 |
|