| 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 |
17,770.0 |
17,774.0 |
4.0 |
0.0% |
17,458.0 |
| High |
17,847.0 |
17,794.0 |
-53.0 |
-0.3% |
17,847.0 |
| Low |
17,718.0 |
17,711.0 |
-7.0 |
0.0% |
17,412.0 |
| Close |
17,764.0 |
17,743.0 |
-21.0 |
-0.1% |
17,764.0 |
| Range |
129.0 |
83.0 |
-46.0 |
-35.7% |
435.0 |
| ATR |
153.8 |
148.7 |
-5.1 |
-3.3% |
0.0 |
| Volume |
53,373 |
35,363 |
-18,010 |
-33.7% |
225,943 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,998.3 |
17,953.7 |
17,788.7 |
|
| R3 |
17,915.3 |
17,870.7 |
17,765.8 |
|
| R2 |
17,832.3 |
17,832.3 |
17,758.2 |
|
| R1 |
17,787.7 |
17,787.7 |
17,750.6 |
17,768.5 |
| PP |
17,749.3 |
17,749.3 |
17,749.3 |
17,739.8 |
| S1 |
17,704.7 |
17,704.7 |
17,735.4 |
17,685.5 |
| S2 |
17,666.3 |
17,666.3 |
17,727.8 |
|
| S3 |
17,583.3 |
17,621.7 |
17,720.2 |
|
| S4 |
17,500.3 |
17,538.7 |
17,697.4 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,979.3 |
18,806.7 |
18,003.3 |
|
| R3 |
18,544.3 |
18,371.7 |
17,883.6 |
|
| R2 |
18,109.3 |
18,109.3 |
17,843.8 |
|
| R1 |
17,936.7 |
17,936.7 |
17,803.9 |
18,023.0 |
| PP |
17,674.3 |
17,674.3 |
17,674.3 |
17,717.5 |
| S1 |
17,501.7 |
17,501.7 |
17,724.1 |
17,588.0 |
| S2 |
17,239.3 |
17,239.3 |
17,684.3 |
|
| S3 |
16,804.3 |
17,066.7 |
17,644.4 |
|
| S4 |
16,369.3 |
16,631.7 |
17,524.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,847.0 |
17,420.0 |
427.0 |
2.4% |
132.6 |
0.7% |
76% |
False |
False |
45,841 |
| 10 |
17,847.0 |
17,069.0 |
778.0 |
4.4% |
127.7 |
0.7% |
87% |
False |
False |
45,843 |
| 20 |
17,847.0 |
16,847.0 |
1,000.0 |
5.6% |
138.7 |
0.8% |
90% |
False |
False |
47,487 |
| 40 |
17,847.0 |
16,464.0 |
1,383.0 |
7.8% |
153.6 |
0.9% |
92% |
False |
False |
50,457 |
| 60 |
17,847.0 |
16,464.0 |
1,383.0 |
7.8% |
156.5 |
0.9% |
92% |
False |
False |
46,595 |
| 80 |
17,847.0 |
15,325.0 |
2,522.0 |
14.2% |
141.4 |
0.8% |
96% |
False |
False |
34,975 |
| 100 |
17,847.0 |
14,836.0 |
3,011.0 |
17.0% |
134.5 |
0.8% |
97% |
False |
False |
27,986 |
| 120 |
17,847.0 |
14,836.0 |
3,011.0 |
17.0% |
127.0 |
0.7% |
97% |
False |
False |
23,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,146.8 |
|
2.618 |
18,011.3 |
|
1.618 |
17,928.3 |
|
1.000 |
17,877.0 |
|
0.618 |
17,845.3 |
|
HIGH |
17,794.0 |
|
0.618 |
17,762.3 |
|
0.500 |
17,752.5 |
|
0.382 |
17,742.7 |
|
LOW |
17,711.0 |
|
0.618 |
17,659.7 |
|
1.000 |
17,628.0 |
|
1.618 |
17,576.7 |
|
2.618 |
17,493.7 |
|
4.250 |
17,358.3 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,752.5 |
17,737.3 |
| PP |
17,749.3 |
17,731.7 |
| S1 |
17,746.2 |
17,726.0 |
|